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positive_eps_streak on CULP INC (CULP)
SIC 2211 — Broadwoven Fabric Mills, Cotton · CIK 723603 · 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 CULP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-07-12 | 2019-07-12 | -0.11% | -1.93% | -14.96% | -16.87% | -47.73% |
| FY2018 | 2018-07-13 | 2018-07-13 | +0.81% | -0.81% | +3.24% | -5.88% | -22.62% |
| FY2017 | 2017-07-14 | 2017-07-14 | -0.31% | -0.46% | -13.56% | -3.46% | -22.35% |
| FY2016 | 2016-07-15 | 2016-07-15 | +3.57% | +6.02% | +2.92% | +7.77% | +18.38% |
| FY2015 | 2015-07-17 | 2015-07-17 | -3.45% | -7.27% | -2.19% | -6.92% | -9.83% |
| FY2014 | 2014-07-11 | 2014-07-11 | +3.38% | +3.91% | +1.81% | +4.19% | +95.63% |
| FY2013 | 2013-07-12 | 2013-07-12 | +1.75% | +2.57% | +4.31% | -1.59% | +0.03% |
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.