← positive_eps_streak (all companies) · CWCO (all signals) · all methodology
positive_eps_streak on Consolidated Water Co. Ltd. (CWCO)
SIC 4941 — Water Supply · CIK 928340 · 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 CWCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-16 | 2026-03-16 | -9.39% | -6.42% | -1.11% | — | — |
| FY2024 | 2025-03-17 | 2025-03-17 | -6.70% | -18.32% | -17.26% | -2.66% | +10.19% |
| FY2023 | 2024-03-27 | 2024-03-27 | -2.48% | -14.99% | -17.38% | -15.89% | -17.51% |
| FY2022 | 2023-03-30 | 2023-03-30 | +6.79% | +11.54% | +9.85% | +53.79% | +72.52% |
| FY2021 | 2022-03-29 | 2022-03-29 | +2.61% | +7.27% | +0.97% | +34.15% | +47.97% |
| FY2020 | 2021-03-31 | 2021-03-31 | -1.34% | -4.39% | -12.49% | -6.17% | -16.36% |
| FY2019 | 2020-03-16 | 2020-03-16 | +35.17% | +12.60% | +22.98% | +30.27% | +21.77% |
| FY2018 | 2019-03-18 | 2019-03-18 | -4.07% | -3.55% | -6.26% | +2.59% | +24.09% |
| FY2017 | 2018-03-16 | 2018-03-16 | +0.00% | +1.72% | -3.93% | -12.25% | -8.71% |
| FY2016 | 2017-03-16 | 2017-03-16 | +0.47% | +3.32% | +7.35% | +24.05% | +40.97% |
| FY2015 | 2016-03-15 | 2016-03-15 | +2.40% | +2.14% | +11.47% | +24.55% | -2.73% |
| FY2014 | 2015-03-13 | 2015-03-13 | -9.55% | -11.62% | +12.39% | +16.38% | +3.71% |
| FY2013 | 2014-03-17 | 2014-03-17 | +5.26% | +6.07% | -5.36% | -6.33% | -16.49% |
| FY2012 | 2013-03-13 | 2013-03-13 | -0.74% | -1.06% | +0.13% | +13.77% | +36.86% |
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)
| 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.