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positive_eps_streak on CHICAGO RIVET & MACHINE CO (CVR)
SIC 3540 — Metalworkg Machinery & Equipment · CIK 19871 · 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 CVR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-29 | 2023-03-29 | -2.31% | -8.14% | -2.83% | -15.25% | -42.48% |
| FY2021 | 2022-03-21 | 2022-03-21 | -2.36% | -7.67% | -9.78% | +0.37% | +6.74% |
| FY2020 | 2021-03-19 | 2021-03-19 | -1.34% | -4.03% | -3.06% | -4.01% | +11.96% |
| FY2019 | 2020-03-20 | 2020-03-20 | -10.54% | +1.39% | -3.48% | +4.83% | +34.22% |
| FY2018 | 2019-03-20 | 2019-03-20 | -2.04% | -3.64% | -3.64% | -0.65% | -25.79% |
| FY2017 | 2018-03-20 | 2018-03-20 | -0.31% | -4.98% | -6.68% | -1.16% | -8.01% |
| FY2016 | 2017-03-20 | 2017-03-20 | +0.00% | -2.34% | -3.68% | -11.63% | -18.02% |
| FY2015 | 2016-03-21 | 2016-03-21 | +0.00% | +0.95% | -0.12% | +17.63% | +74.78% |
| FY2014 | 2015-03-20 | 2015-03-20 | -4.60% | -6.57% | -10.35% | -10.78% | -26.31% |
| FY2013 | 2014-03-21 | 2014-03-21 | -0.98% | +2.80% | +1.54% | -8.03% | -13.78% |
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.