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positive_eps_streak on CSX CORP (CSX)

SIC 4011 — Railroads, Line-Haul Operating · CIK 277948 · 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 CSX

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+0.42%+3.96%-3.12%
FY20242025-02-272025-02-27+0.41%-2.98%-6.15%-3.32%+37.48%
FY20232024-02-142024-02-14+0.00%+2.41%+0.40%-6.79%-7.84%
FY20222023-02-152023-02-15-1.77%-3.22%-7.06%+0.83%+17.60%
FY20212022-02-162022-02-16-0.20%-4.46%+3.52%-4.66%-10.15%
FY20202021-02-102021-02-10+0.65%+2.09%+6.72%+17.31%+19.52%
FY20192020-02-122020-02-12+0.44%+1.21%-32.58%-16.54%+13.14%
FY20182019-02-062019-02-06+0.18%+4.46%+6.12%+18.65%+16.60%
FY20172018-02-072018-02-07-4.72%+4.12%+6.62%+13.67%+31.54%
FY20162017-02-142017-02-14-1.37%+0.81%+0.27%+9.03%+16.68%
FY20152016-02-102016-02-10-2.98%+2.86%+5.58%+9.22%+103.08%
FY20142015-02-112015-02-11+1.75%-1.14%-4.47%+2.52%-33.36%
FY20132014-02-122014-02-12-0.07%-0.15%+4.48%+5.32%+36.27%
FY20122013-02-192013-02-19-1.13%-3.46%+4.43%+12.93%+20.20%
FY20112012-02-212012-02-21+0.85%+2.32%+3.31%+2.32%+10.86%
FY20102011-02-182011-02-18-2.45%+0.23%+4.84%-0.91%-13.42%

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/277948/financials