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positive_eps_streak on Cooper-Standard Holdings Inc. (CPS)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 1320461 · 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 CPS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-26 | 2020-02-26 | -6.50% | -9.41% | -40.62% | -47.06% | +101.23% |
| FY2018 | 2019-02-25 | 2019-02-25 | -1.17% | -0.57% | -22.22% | -33.88% | -71.65% |
| FY2017 | 2018-02-21 | 2018-02-21 | +0.90% | +0.99% | +1.12% | +6.81% | -47.65% |
| FY2016 | 2017-02-17 | 2017-02-17 | +4.69% | +1.99% | +2.76% | -1.21% | +7.83% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.33% | +4.98% | -0.53% | +18.74% | +61.96% |
| FY2014 | 2015-02-24 | 2015-02-24 | +4.87% | +4.16% | +9.05% | +23.19% | +38.53% |
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.