← positive_eps_streak (all companies) · CRL (all signals) · all methodology
positive_eps_streak on CHARLES RIVER LABORATORIES INTERNATIONAL, INC. (CRL)
SIC 8731 — Services-Commercial Physical & Biological Research · CIK 1100682 · 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 CRL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-19 | 2025-02-19 | -1.67% | +1.79% | +5.38% | -15.82% | +2.38% |
| FY2023 | 2024-02-14 | 2024-02-14 | +0.11% | +0.73% | +6.27% | -6.94% | -37.01% |
| FY2022 | 2023-02-22 | 2023-02-22 | +3.74% | +1.75% | -10.41% | -9.05% | +13.06% |
| FY2021 | 2022-02-16 | 2022-02-16 | -4.47% | -5.00% | -7.72% | -22.76% | -18.19% |
| FY2020 | 2021-02-17 | 2021-02-17 | -2.33% | -3.76% | -2.26% | +7.19% | +4.39% |
| FY2019 | 2020-02-11 | 2020-02-11 | -1.15% | +2.90% | -21.19% | -9.67% | +61.87% |
| FY2018 | 2019-02-13 | 2019-02-13 | +0.42% | +2.35% | +1.34% | -1.85% | +23.85% |
| FY2017 | 2018-02-13 | 2018-02-13 | +2.46% | -0.55% | +4.69% | -2.87% | +29.76% |
| FY2016 | 2017-02-14 | 2017-02-14 | -0.26% | -1.15% | +2.75% | -0.81% | +24.01% |
| FY2015 | 2016-02-12 | 2016-02-12 | +1.47% | +1.25% | +2.53% | +16.57% | +14.43% |
| FY2014 | 2015-02-17 | 2015-02-17 | +1.15% | +3.46% | +11.05% | -4.56% | -0.61% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.21% | +0.39% | +3.10% | -9.17% | +30.66% |
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.