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positive_eps_streak on CARPENTER TECHNOLOGY CORP (CRS)
SIC 3312 — Steel Works, Blast Furnaces & Rolling Mills (Coke Ovens) · CIK 17843 · 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 CRS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-12 | 2025-08-12 | -2.77% | -6.10% | -3.89% | +22.87% | — |
| FY2020 | 2020-09-04 | 2020-09-04 | -5.42% | -6.54% | -10.89% | +19.04% | +55.50% |
| FY2019 | 2019-08-29 | 2019-08-29 | +1.31% | +1.50% | +7.35% | +8.25% | -53.72% |
| FY2018 | 2018-08-14 | 2018-08-14 | -3.43% | +2.70% | +3.47% | -16.52% | -20.25% |
| FY2017 | 2017-08-11 | 2017-08-11 | +1.24% | +0.64% | +4.22% | +30.99% | +50.81% |
| FY2016 | 2016-08-18 | 2016-08-18 | -2.32% | -2.05% | -4.27% | -0.66% | +3.04% |
| FY2015 | 2015-08-25 | 2015-08-25 | +1.42% | +8.50% | -11.70% | +2.66% | +8.19% |
| FY2014 | 2014-08-26 | 2014-08-26 | -0.44% | -1.16% | -14.53% | -8.16% | -35.58% |
| FY2013 | 2013-08-23 | 2013-08-23 | +0.18% | -4.15% | +3.21% | +10.32% | -1.91% |
| FY2012 | 2012-08-22 | 2012-08-22 | -2.02% | -3.75% | +7.04% | -7.97% | +13.15% |
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.