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positive_eps_streak on CALIFORNIA WATER SERVICE GROUP (CWT)
SIC 4941 — Water Supply · CIK 1035201 · 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 CWT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.69% | +1.13% | -0.16% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.09% | +4.00% | +3.45% | +5.23% | +3.68% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.78% | +0.76% | +1.29% | +10.20% | +3.95% |
| FY2022 | 2023-03-01 | 2023-03-01 | +1.54% | +0.79% | +2.67% | +0.17% | -16.84% |
| FY2021 | 2022-02-24 | 2022-02-24 | -1.57% | +0.26% | +2.53% | -4.77% | +3.95% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.47% | -4.75% | +0.33% | +2.65% | +4.58% |
| FY2019 | 2020-02-27 | 2020-02-27 | -3.93% | +8.15% | -2.36% | -9.09% | +12.08% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.98% | +0.73% | +4.06% | -2.17% | -6.38% |
| FY2017 | 2018-03-01 | 2018-03-01 | -4.08% | -2.50% | -1.84% | +7.89% | +41.58% |
| FY2011 | 2012-02-29 | 2012-02-29 | -5.05% | -5.67% | -5.15% | -6.51% | +11.24% |
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.