← positive_eps_streak (all companies) · CINF (all signals) · all methodology
positive_eps_streak on CINCINNATI FINANCIAL CORP (CINF)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 20286 · 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 CINF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | -0.11% | +5.64% | -0.45% | — | — |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.62% | +4.14% | +13.50% | +2.69% | +3.83% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.91% | +1.11% | +8.03% | +22.49% | +23.57% |
| FY2019 | 2020-02-25 | 2020-02-25 | -1.52% | -4.73% | -24.92% | -48.46% | -0.45% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.30% | +1.01% | -1.07% | +14.65% | +27.61% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.93% | -1.57% | -4.86% | -5.28% | +16.21% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.59% | +0.65% | -1.54% | -4.76% | +8.71% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.68% | +1.49% | +3.37% | +7.31% | +18.08% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.51% | -0.55% | +1.20% | -3.47% | +24.77% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.49% | +2.14% | +3.54% | +5.18% | +17.28% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.04% | +2.40% | +5.13% | +7.06% | +7.37% |
| FY2011 | 2012-02-29 | 2012-02-29 | -0.43% | -1.22% | +1.03% | +2.50% | +34.29% |
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.