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positive_eps_streak on CF Industries Holdings, Inc. (CF)
SIC 2870 — Agricultural Chemicals · CIK 1324404 · 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 CF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +1.06% | +8.91% | +33.25% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -2.94% | -0.85% | -4.16% | +10.01% | +21.69% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.89% | +1.28% | +7.47% | -3.72% | +0.87% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.80% | +0.70% | -18.87% | -22.79% | -4.64% |
| FY2021 | 2022-02-24 | 2022-02-24 | +1.20% | +10.87% | +35.44% | +22.43% | +10.37% |
| FY2020 | 2021-02-24 | 2021-02-24 | -4.01% | -3.48% | -7.94% | +7.74% | +56.37% |
| FY2019 | 2020-02-24 | 2020-02-24 | -3.06% | -1.57% | -43.24% | -29.11% | +25.04% |
| FY2015 | 2016-02-25 | 2016-02-25 | +5.40% | +9.14% | -3.68% | -12.93% | -1.88% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.12% | -1.08% | -4.03% | +5.19% | -41.44% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.74% | +6.05% | +2.27% | -0.56% | +25.54% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.99% | +1.58% | -3.58% | -4.83% | +26.89% |
| FY2011 | 2012-02-27 | 2012-02-27 | +1.28% | -5.90% | -0.58% | -14.42% | +7.05% |
| FY2010 | 2011-02-25 | 2011-02-25 | +0.89% | -4.09% | -5.67% | +5.58% | +36.12% |
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.