← positive_eps_streak (all companies) · CI (all signals) · all methodology
positive_eps_streak on Cigna Group (CI)
SIC 6324 — Hospital & Medical Service Plans · CIK 1739940 · 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 CI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.35% | -2.08% | -5.28% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.96% | +4.71% | +7.73% | +4.83% | -2.01% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.95% | +2.39% | +8.50% | -0.64% | -6.61% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.31% | -2.40% | -12.55% | -13.04% | +18.30% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.75% | +5.96% | +8.38% | +16.17% | +34.23% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.27% | +7.28% | +15.80% | +25.80% | +9.14% |
| FY2019 | 2020-02-27 | 2020-02-27 | +0.56% | +10.44% | -6.79% | +3.91% | +15.40% |
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.