← positive_eps_streak (all companies) · CVGW (all signals) · all methodology
positive_eps_streak on CALAVO GROWERS INC (CVGW)
SIC 700 — Agricultural Services · CIK 1133470 · 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 CVGW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-12-19 | 2019-12-19 | +0.52% | +0.70% | -12.27% | -39.14% | -19.94% |
| FY2018 | 2018-12-20 | 2018-12-20 | +0.19% | +1.54% | +13.04% | +13.03% | +29.35% |
| FY2017 | 2017-12-22 | 2017-12-22 | +0.57% | +9.15% | +10.17% | +13.41% | -6.61% |
| FY2016 | 2016-12-23 | 2016-12-23 | -3.36% | -3.91% | -9.15% | -8.84% | +25.52% |
| FY2012 | 2013-01-14 | 2013-01-14 | -1.38% | -2.24% | +9.68% | +18.55% | +32.09% |
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.