← positive_eps_streak (all companies) · CROX (all signals) · all methodology
positive_eps_streak on Crocs, Inc. (CROX)
SIC 3021 — Rubber & Plastics Footwear · CIK 1334036 · 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 CROX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-13 | 2025-02-13 | -1.47% | -2.23% | -10.40% | +8.00% | -9.20% |
| FY2023 | 2024-02-15 | 2024-02-15 | -2.18% | -2.73% | +5.38% | +17.52% | -8.78% |
| FY2022 | 2023-02-16 | 2023-02-16 | +0.21% | -6.74% | -8.60% | -9.76% | -11.90% |
| FY2021 | 2022-02-16 | 2022-02-16 | -13.41% | -11.51% | -16.10% | -38.46% | +38.68% |
| FY2020 | 2021-02-23 | 2021-02-23 | -2.84% | -2.17% | -6.09% | +23.45% | +1.47% |
| FY2019 | 2020-02-27 | 2020-02-27 | -8.01% | -15.11% | -35.22% | -6.12% | +169.67% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.07% | +0.53% | -0.39% | -3.09% | -30.09% |
| FY2012 | 2013-02-25 | 2013-02-25 | -1.31% | -1.76% | -2.09% | +13.59% | -0.52% |
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.