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positive_eps_streak on CARLISLE COMPANIES INC (CSL)

SIC 3060 — Fabricated Rubber Products, NEC · CIK 790051 · 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 CSL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13+0.03%-1.78%-17.95%
FY20242025-02-142025-02-14-0.51%-6.87%-3.93%+12.21%+15.00%
FY20232024-02-162024-02-16+1.46%+2.45%+7.38%+22.52%+1.31%
FY20222023-02-222023-02-22-0.11%+0.38%-15.24%-16.03%+40.34%
FY20212022-02-172022-02-17-0.48%+2.15%+4.48%+6.41%+11.61%
FY20202021-02-112021-02-11+0.83%+0.81%+6.71%+30.28%+51.65%
FY20192020-02-102020-02-10-0.31%+1.48%-10.83%-30.02%-6.23%
FY20182019-02-142019-02-14+0.50%+2.27%+2.89%+11.77%+36.93%
FY20172018-02-162018-02-16-1.64%-2.42%-2.22%-1.75%+15.21%
FY20162017-02-132017-02-13-0.62%+0.32%+2.09%-2.73%+1.60%
FY20152016-02-082016-02-08-0.81%-2.08%+9.06%+15.56%+25.95%
FY20142015-02-102015-02-10-0.83%+0.54%-2.15%+4.38%-7.49%
FY20132014-02-192014-02-19+0.75%+2.12%+2.38%+7.78%+23.04%
FY20122013-02-122013-02-12+0.83%+0.42%+4.05%-1.36%+16.70%
FY20112012-02-102012-02-10+1.49%+3.52%+2.74%+15.16%+44.09%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/790051/financials