← positive_eps_streak (all companies) · CMCSA (all signals) · all methodology
positive_eps_streak on COMCAST CORP (CMCSA)
SIC 4841 — Cable & Other Pay Television Services · CIK 1166691 · 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 CMCSA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-03 | 2026-02-03 | +2.49% | +8.57% | +7.83% | — | — |
| FY2024 | 2025-01-31 | 2025-01-31 | -1.40% | +2.11% | +6.89% | +1.75% | -1.78% |
| FY2023 | 2024-01-31 | 2024-01-31 | +0.41% | -7.91% | -7.93% | -16.51% | -26.41% |
| FY2022 | 2023-02-03 | 2023-02-03 | -1.15% | -4.03% | -7.23% | +3.87% | +14.27% |
| FY2021 | 2022-02-02 | 2022-02-02 | -0.70% | -0.44% | -5.74% | -20.02% | -17.69% |
| FY2020 | 2021-02-04 | 2021-02-04 | -0.66% | +3.46% | +7.07% | +10.46% | -1.74% |
| FY2019 | 2020-01-30 | 2020-01-30 | -2.15% | +1.04% | -8.41% | -12.87% | +14.80% |
| FY2018 | 2019-01-31 | 2019-01-31 | +0.60% | +3.04% | +6.92% | +19.44% | +20.43% |
| FY2017 | 2018-01-31 | 2018-01-31 | -1.50% | -5.60% | -14.08% | -24.78% | -11.54% |
| FY2016 | 2017-02-03 | 2017-02-03 | -0.96% | -0.15% | -0.50% | +4.99% | +5.90% |
| FY2015 | 2016-02-05 | 2016-02-05 | -0.02% | -4.43% | -0.76% | +3.05% | +27.59% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.83% | +1.67% | -5.79% | -0.89% | -1.08% |
| FY2013 | 2014-02-12 | 2014-02-12 | -4.11% | -6.30% | -8.65% | -7.25% | +7.48% |
| FY2012 | 2013-02-21 | 2013-02-21 | -0.42% | -0.72% | +0.80% | +6.88% | +29.62% |
| FY2011 | 2012-02-23 | 2012-02-23 | -2.08% | -1.21% | +0.27% | -4.61% | +35.79% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.98% | +1.15% | -0.95% | -2.37% | +17.79% |
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.