← positive_eps_streak (all companies) · CRMZ (all signals) · all methodology
positive_eps_streak on CREDITRISKMONITOR COM INC (CRMZ)
SIC 7320 — Services-Consumer Credit Reporting, Collection Agencies · CIK 315958 · 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 CRMZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-24 | 2026-03-24 | +0.00% | -2.59% | -3.45% | — | — |
| FY2024 | 2025-03-20 | 2025-03-20 | +0.00% | -0.37% | +4.07% | -8.52% | -13.33% |
| FY2023 | 2024-03-21 | 2024-03-21 | +0.93% | -1.40% | -2.33% | -4.19% | +25.58% |
| FY2017 | 2018-03-27 | 2018-03-27 | +0.00% | -1.40% | +10.23% | +11.63% | -5.18% |
| FY2016 | 2017-03-24 | 2017-03-24 | +0.00% | -4.00% | -18.40% | -4.00% | -11.31% |
| FY2015 | 2016-03-29 | 2016-03-29 | +0.00% | +0.00% | +14.29% | +8.63% | -24.33% |
| FY2014 | 2015-03-27 | 2015-03-27 | +0.00% | +10.61% | +4.82% | +4.50% | +41.87% |
| FY2013 | 2014-03-21 | 2014-03-21 | +0.00% | +9.09% | +8.73% | -14.55% | +15.55% |
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.