← positive_eps_streak (all companies) · CSGP (all signals) · all methodology
positive_eps_streak on COSTAR GROUP, INC. (CSGP)
SIC 7389 — Services-Business Services, NEC · CIK 1057352 · 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 CSGP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -0.82% | +8.69% | -8.22% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.97% | -5.07% | +0.88% | -1.71% | -38.89% |
| FY2023 | 2024-02-22 | 2024-02-22 | +2.81% | +5.53% | +18.50% | +6.10% | -5.91% |
| FY2022 | 2023-02-22 | 2023-02-22 | -1.93% | -2.91% | -8.51% | +8.18% | +17.55% |
| FY2021 | 2022-02-23 | 2022-02-23 | +13.27% | +11.63% | +24.90% | +6.19% | +32.21% |
| FY2020 | 2021-02-24 | 2021-02-24 | -1.94% | -8.78% | -3.83% | +0.68% | -36.02% |
| FY2019 | 2020-02-26 | 2020-02-26 | -1.94% | +7.72% | -20.83% | -5.68% | +20.17% |
| FY2018 | 2019-02-28 | 2019-02-28 | +4.23% | -0.13% | +0.96% | +12.36% | +45.91% |
| FY2014 | 2015-02-26 | 2015-02-26 | +1.69% | -1.10% | -3.43% | +7.04% | -8.48% |
| FY2013 | 2014-02-20 | 2014-02-20 | +8.18% | +11.37% | +15.08% | -15.88% | +4.50% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.23% | -0.32% | +4.18% | +10.29% | +93.68% |
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.