← positive_eps_streak (all companies) · CME (all signals) · all methodology
positive_eps_streak on CME GROUP INC. (CME)
SIC 6200 — Security & Commodity Brokers, Dealers, Exchanges & Services · CIK 1156375 · 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 CME
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.96% | +0.11% | -3.72% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.57% | +1.68% | +5.32% | +14.26% | +33.15% |
| FY2023 | 2024-02-28 | 2024-02-28 | -0.22% | -0.52% | -1.86% | -3.47% | +21.74% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.66% | +0.41% | +1.09% | -2.16% | +25.75% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.20% | +1.82% | +3.94% | -19.61% | -18.89% |
| FY2020 | 2021-02-26 | 2021-02-26 | +5.01% | +7.12% | +4.82% | +9.28% | +23.68% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.32% | +8.77% | -13.48% | -7.86% | +8.91% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.37% | -4.76% | -10.14% | +3.75% | +12.34% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.47% | +4.24% | +0.10% | -1.23% | +14.00% |
| FY2016 | 2017-02-27 | 2017-02-27 | -1.12% | +0.99% | -3.22% | -3.25% | +41.85% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.86% | +1.75% | +2.85% | +4.38% | +38.68% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.09% | +0.83% | -0.77% | -1.62% | +2.21% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.55% | +4.18% | +0.50% | -2.34% | +37.22% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.60% | +4.80% | +2.43% | +10.10% | +31.00% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.45% | -5.46% | +3.10% | -11.13% | +10.38% |
| FY2010 | 2011-02-28 | 2011-02-28 | -1.54% | -2.38% | -4.63% | -6.38% | -4.58% |
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.