← positive_eps_streak (all companies) · CBOE (all signals) · all methodology
positive_eps_streak on Cboe Global Markets, Inc. (CBOE)
SIC 6200 — Security & Commodity Brokers, Dealers, Exchanges & Services · CIK 1374310 · 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 CBOE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +0.50% | +4.08% | -1.40% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -0.07% | +0.24% | +2.13% | +6.71% | +39.69% |
| FY2023 | 2024-02-16 | 2024-02-16 | +2.69% | +5.29% | -1.32% | -2.98% | +13.24% |
| FY2022 | 2023-02-17 | 2023-02-17 | -0.49% | -0.79% | -2.29% | +7.34% | +49.24% |
| FY2021 | 2022-02-18 | 2022-02-18 | -1.97% | -0.87% | -1.95% | -8.34% | +9.78% |
| FY2020 | 2021-02-19 | 2021-02-19 | -0.11% | +3.28% | +6.53% | +17.56% | +25.01% |
| FY2019 | 2020-02-21 | 2020-02-21 | -0.51% | -6.75% | -34.81% | -15.94% | -20.37% |
| FY2018 | 2019-02-22 | 2019-02-22 | -1.24% | -0.09% | -0.87% | +11.80% | +27.82% |
| FY2017 | 2018-02-22 | 2018-02-22 | -1.10% | +1.52% | +2.67% | -2.86% | -12.27% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.00% | -3.09% | -0.80% | +4.82% | +39.72% |
| FY2015 | 2016-02-19 | 2016-02-19 | -0.73% | +0.35% | +3.74% | +1.77% | +30.90% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.62% | -3.80% | -4.63% | -6.55% | +0.86% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.18% | +0.08% | +3.69% | -9.52% | +17.98% |
| FY2012 | 2013-05-02 | 2013-05-02 | +3.31% | +4.13% | +7.41% | +32.37% | +43.55% |
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.