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positive_eps_streak on Criteo S.A. (CRTO)
SIC 7311 — Services-Advertising Agencies · CIK 1576427 · 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 CRTO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -0.67% | +7.23% | -1.95% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -2.91% | -5.54% | -9.78% | -34.14% | -51.43% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.34% | +0.18% | +7.31% | +13.92% | +20.25% |
| FY2022 | 2023-02-24 | 2023-02-24 | -1.25% | -3.33% | -11.36% | -3.98% | -1.99% |
| FY2021 | 2022-02-25 | 2022-02-25 | +3.04% | -8.09% | -15.58% | -20.38% | +2.70% |
| FY2020 | 2021-02-26 | 2021-02-26 | +1.40% | -8.08% | -4.80% | +8.84% | -6.14% |
| FY2019 | 2020-03-02 | 2020-03-02 | -5.43% | -19.69% | -37.44% | -18.40% | +179.25% |
| FY2018 | 2019-03-01 | 2019-03-01 | -2.32% | +3.90% | -26.22% | -29.39% | -54.55% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.51% | +2.19% | -13.00% | -14.68% | -10.71% |
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.