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positive_eps_streak on Crane NXT, Co. (CXT)

SIC 3490 — Miscellaneous Fabricated Metal Products · CIK 25445 · 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 CXT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-2.01%-3.06%-15.97%
FY20242025-02-202025-02-20-1.94%-5.53%-9.44%-6.41%-12.54%
FY20232024-02-222024-02-22+0.60%-2.69%+1.44%+0.62%-3.23%
FY20222023-03-012023-03-01+1.20%-1.22%-7.91%+25.22%+42.53%
FY20212022-02-282022-02-28-3.83%-2.90%+6.69%-10.79%+21.86%
FY20202021-02-232021-02-23+2.01%+2.60%+4.89%+9.62%+19.02%
FY20192020-02-252020-02-25-3.17%-10.47%-43.72%-32.40%+15.79%
FY20182019-02-262019-02-26+0.38%-0.08%-1.84%-3.02%-9.84%
FY20172018-02-272018-02-27-1.12%+0.13%-2.06%-7.64%-7.89%
FY20162017-02-282017-02-28+3.53%+3.20%+1.66%+7.04%+29.81%
FY20152016-02-232016-02-23-0.27%+6.22%+13.58%+14.10%+56.71%
FY20142015-02-252015-02-25-1.19%-3.92%-9.27%-8.96%-28.83%
FY20132014-02-252014-02-25+2.73%+8.72%+7.40%+9.92%+6.26%
FY20122013-02-262013-02-26+1.48%+2.83%+5.63%+13.52%+32.06%
FY20112012-02-272012-02-27-1.26%-2.20%-2.97%-21.54%+12.26%

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/25445/financials