← positive_eps_streak (all companies) · CRVL (all signals) · all methodology
positive_eps_streak on CORVEL CORP (CRVL)
SIC 6411 — Insurance Agents, Brokers & Service · CIK 874866 · 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 CRVL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-23 | 2025-05-23 | +2.01% | +0.65% | -5.11% | -19.42% | — |
| FY2023 | 2024-05-24 | 2024-05-24 | -8.21% | -13.29% | -9.16% | +13.46% | +20.10% |
| FY2022 | 2023-05-26 | 2023-05-26 | -1.71% | +1.91% | -0.29% | +11.79% | +24.69% |
| FY2021 | 2022-05-27 | 2022-05-27 | -1.95% | -6.86% | -4.79% | +7.43% | +28.47% |
| FY2020 | 2021-05-28 | 2021-05-28 | +0.08% | -4.13% | +6.33% | +24.79% | +22.09% |
| FY2019 | 2020-06-10 | 2020-06-10 | -5.29% | +3.41% | +9.09% | +25.54% | +82.77% |
| FY2018 | 2019-06-07 | 2019-06-07 | +1.67% | +5.10% | +12.46% | +8.76% | -7.84% |
| FY2017 | 2018-06-08 | 2018-06-08 | -1.26% | -0.29% | +9.28% | +14.99% | +54.47% |
| FY2016 | 2017-06-09 | 2017-06-09 | -1.13% | -5.67% | -2.47% | +5.36% | +5.26% |
| FY2015 | 2016-06-10 | 2016-06-10 | -1.33% | -4.89% | -1.35% | -17.14% | +2.85% |
| FY2014 | 2015-06-11 | 2015-06-11 | +0.12% | +2.29% | +2.47% | -5.72% | +44.16% |
| FY2013 | 2014-06-12 | 2014-06-12 | -1.74% | -5.04% | -0.79% | -14.75% | -28.80% |
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.