← positive_eps_streak (all companies) · CMI (all signals) · all methodology
positive_eps_streak on CUMMINS INC (CMI)
SIC 3510 — Engines & Turbines · CIK 26172 · 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 CMI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | +1.84% | +0.84% | -5.11% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -2.15% | +3.63% | -10.81% | -17.36% | +61.21% |
| FY2023 | 2024-02-12 | 2024-02-12 | -0.91% | +1.94% | +5.70% | +13.26% | +47.16% |
| FY2022 | 2023-02-14 | 2023-02-14 | +2.19% | +0.66% | -6.63% | -12.11% | +10.08% |
| FY2021 | 2022-02-08 | 2022-02-08 | +0.89% | -0.51% | -10.64% | -8.12% | +13.12% |
| FY2020 | 2021-02-10 | 2021-02-10 | -0.78% | -0.85% | +10.69% | +9.29% | -5.83% |
| FY2019 | 2020-02-11 | 2020-02-11 | +2.28% | +2.15% | -13.46% | -4.48% | +53.42% |
| FY2018 | 2019-02-11 | 2019-02-11 | +2.44% | +3.70% | +7.70% | +12.41% | +14.29% |
| FY2017 | 2018-02-14 | 2018-02-14 | -0.59% | +1.27% | -2.89% | -11.32% | -3.52% |
| FY2016 | 2017-02-13 | 2017-02-13 | -0.58% | +1.09% | -0.63% | +4.88% | +11.29% |
| FY2015 | 2016-02-12 | 2016-02-12 | +2.20% | +2.58% | +9.44% | +19.49% | +63.03% |
| FY2014 | 2015-02-17 | 2015-02-17 | +0.86% | +2.02% | -0.20% | +2.40% | -27.47% |
| FY2013 | 2014-02-18 | 2014-02-18 | -1.75% | +2.21% | +0.14% | +6.47% | +0.46% |
| FY2012 | 2013-02-20 | 2013-02-20 | -2.00% | +0.82% | +1.24% | -0.44% | +25.73% |
| FY2011 | 2012-02-21 | 2012-02-21 | -0.42% | -0.97% | +0.42% | -17.82% | -6.56% |
| FY2010 | 2011-02-24 | 2011-02-24 | +1.45% | +3.04% | +2.87% | +5.75% | +22.45% |
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.