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positive_eps_streak on CAVCO INDUSTRIES, INC. (CVCO)

SIC 2451 — Mobile Homes · CIK 278166 · 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 CVCO

FYFiling dateEvent date1d5d20d60d252d
FY20242025-05-232025-05-23-3.40%-10.42%-9.37%+2.61%
FY20232024-05-242024-05-24+0.34%+1.76%-1.15%+13.37%+24.86%
FY20222023-05-192023-05-19+3.10%-1.61%-1.72%+4.07%+31.52%
FY20212022-05-312022-05-31-2.83%-3.24%-11.36%+16.66%+16.37%
FY20202021-05-282021-05-28+1.80%+2.14%-0.04%+15.70%-0.94%
FY20192020-05-272020-05-27-7.56%-2.35%-11.22%-2.22%+8.81%
FY20182019-05-292019-05-29-1.54%+1.64%-1.28%+22.80%+26.02%
FY20172018-05-302018-05-30+2.77%+9.31%-1.09%+19.36%-28.91%
FY20162017-06-132017-06-13-0.65%+1.22%+0.50%+2.60%+62.72%
FY20152016-06-212016-06-21+1.05%-1.88%+12.18%+9.70%+45.45%
FY20142015-06-102015-06-10+0.94%-1.40%+0.45%-5.68%+31.63%
FY20132014-06-112014-06-11-0.99%+4.11%+7.45%-11.23%+0.17%

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/278166/financials