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positive_eps_streak on CRA INTERNATIONAL, INC. (CRAI)
SIC 8111 — Services-Legal Services · CIK 1053706 · 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 CRAI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +3.14% | +10.75% | -6.21% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -4.73% | -9.86% | -15.49% | -7.13% | -23.89% |
| FY2023 | 2024-02-29 | 2024-02-29 | -1.50% | +5.08% | +13.19% | +30.36% | +47.60% |
| FY2022 | 2023-03-02 | 2023-03-02 | +1.00% | +4.95% | -2.41% | -12.82% | +28.94% |
| FY2021 | 2022-03-03 | 2022-03-03 | +2.71% | -2.08% | -3.03% | -1.55% | +32.96% |
| FY2020 | 2021-03-04 | 2021-03-04 | +3.72% | +9.59% | +18.16% | +29.21% | +38.47% |
| FY2019 | 2020-02-27 | 2020-02-27 | +4.52% | +6.09% | -29.76% | -12.65% | +26.67% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.40% | -0.04% | +3.48% | -21.59% | -5.16% |
| FY2017 | 2018-03-12 | 2018-03-12 | +1.66% | +1.80% | +7.89% | +8.72% | -1.70% |
| FY2016 | 2017-03-15 | 2017-03-15 | +0.36% | -4.81% | +0.58% | -1.03% | +45.68% |
| FY2015 | 2016-03-04 | 2016-03-04 | +1.47% | +1.62% | -2.89% | +19.53% | +83.46% |
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.