← positive_eps_streak (all companies) · CTS (all signals) · all methodology
positive_eps_streak on CTS CORP (CTS)
SIC 3672 — Printed Circuit Boards · CIK 26058 · 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 CTS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +0.53% | -3.27% | -5.48% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -2.06% | -4.13% | -4.16% | -10.39% | +16.84% |
| FY2020 | 2021-02-25 | 2021-02-25 | +2.71% | +2.23% | -2.95% | +21.44% | +17.05% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.45% | -10.80% | -36.20% | -36.50% | +8.89% |
| FY2018 | 2019-02-22 | 2019-02-22 | +0.92% | +1.55% | -7.18% | -12.75% | -9.76% |
| FY2017 | 2018-02-23 | 2018-02-23 | -0.37% | -3.56% | +0.14% | +21.90% | +20.56% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.00% | -1.98% | -3.13% | -8.20% | +17.99% |
| FY2012 | 2013-02-25 | 2013-02-25 | +1.13% | +0.61% | +10.03% | +20.66% | +117.78% |
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.