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positive_eps_streak on CURTISS WRIGHT CORP (CW)

SIC 3590 — Misc Industrial & Commercial Machinery & Equipment · CIK 26324 · 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 CW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+1.96%+5.42%-2.24%
FY20242025-02-132025-02-13-4.36%-6.44%-4.52%+14.70%+104.00%
FY20232024-02-202024-02-20+1.86%+0.53%+3.61%+18.07%+35.05%
FY20222023-02-222023-02-22+0.10%-1.30%-5.60%-7.71%+34.58%
FY20212022-02-242022-02-24+2.71%+13.79%+15.27%+4.32%+31.85%
FY20202021-02-252021-02-25-1.68%+1.48%+4.40%+12.72%+20.52%
FY20192020-02-272020-02-27-2.54%+0.14%-19.89%-24.62%-9.57%
FY20182019-02-272019-02-27-0.78%-5.49%-9.34%-6.73%-0.44%
FY20172018-02-222018-02-22+0.09%-4.33%-0.10%-2.85%-10.08%
FY20162017-02-212017-02-21-0.07%-0.49%-5.31%-14.43%+31.85%
FY20152016-02-252016-02-25+0.24%+2.07%+6.04%+15.84%+39.83%
FY20142015-02-192015-02-19+0.67%+5.79%+5.14%+6.95%-3.69%
FY20132014-02-212014-02-21+1.06%+5.01%-2.97%+1.88%+9.87%
FY20122013-02-212013-02-21-1.96%-2.96%-1.71%+2.25%+83.18%
FY20112012-02-242012-02-24+0.03%-2.60%-1.72%-15.08%-6.86%

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/26324/financials