← positive_eps_streak (all companies) · CWGL (all signals) · all methodology
positive_eps_streak on Crimson Wine Group, Ltd (CWGL)
SIC 2080 — Beverages · CIK 1562151 · 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 CWGL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-17 | 2026-03-17 | -0.45% | +1.58% | -0.68% | — | — |
| FY2024 | 2025-03-18 | 2025-03-18 | -1.54% | +0.34% | -3.59% | -5.30% | -25.47% |
| FY2023 | 2024-03-19 | 2024-03-19 | -0.52% | -0.86% | +1.03% | -0.86% | +2.76% |
| FY2018 | 2019-03-12 | 2019-03-12 | +0.99% | -1.85% | -5.05% | +1.60% | -18.35% |
| FY2017 | 2018-03-14 | 2018-03-14 | +0.00% | -1.02% | -2.55% | -5.00% | -16.84% |
| FY2016 | 2017-03-15 | 2017-03-15 | -0.77% | +1.65% | +15.16% | +19.78% | +7.69% |
| FY2015 | 2016-03-15 | 2016-03-15 | +0.00% | +1.20% | +3.61% | +1.69% | +9.64% |
| FY2014 | 2015-03-16 | 2015-03-16 | -1.96% | -1.42% | +2.94% | +0.76% | -9.59% |
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.