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positive_eps_streak on Capri Holdings Ltd (CPRI)
SIC 3100 — Leather & Leather Products · CIK 1530721 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on CPRI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-07-08 | 2020-07-08 | -6.53% | +6.53% | -1.82% | +13.68% | +228.56% |
| FY2018 | 2019-05-29 | 2019-05-29 | -3.62% | +0.00% | -2.37% | -20.11% | -53.31% |
| FY2017 | 2018-05-30 | 2018-05-30 | -5.00% | +5.03% | +10.58% | +22.89% | -46.23% |
| FY2016 | 2017-05-31 | 2017-05-31 | -0.30% | +3.10% | +8.44% | +25.95% | +72.97% |
| FY2015 | 2016-06-01 | 2016-06-01 | +4.30% | +11.24% | +6.30% | +10.34% | -27.38% |
| FY2014 | 2015-05-27 | 2015-05-27 | -0.33% | +5.77% | +0.59% | -8.21% | -8.99% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.