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positive_eps_streak on CSP INC /MA/ (CSPI)
SIC 7373 — Services-Computer Integrated Systems Design · CIK 356037 · 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 CSPI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-12-13 | 2023-12-13 | -6.33% | +3.34% | +7.36% | +107.90% | +73.98% |
| FY2018 | 2018-12-27 | 2018-12-27 | +6.23% | +8.72% | +10.38% | +29.39% | +50.59% |
| FY2014 | 2014-12-23 | 2014-12-23 | +0.52% | -4.58% | -6.14% | -12.21% | -11.02% |
| FY2013 | 2013-12-24 | 2013-12-24 | -1.70% | -3.39% | -5.82% | -3.58% | -1.14% |
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.