← positive_eps_streak (all companies) · CMS (all signals) · all methodology
positive_eps_streak on CMS ENERGY CORP (CMS)
SIC 4931 — Electric & Other Services Combined · CIK 811156 · 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 CMS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | +1.04% | +2.61% | +3.60% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | +0.14% | +1.80% | +3.29% | +5.35% | +10.90% |
| FY2023 | 2024-02-08 | 2024-02-08 | +0.58% | +2.63% | +8.08% | +10.50% | +27.54% |
| FY2022 | 2023-02-09 | 2023-02-09 | +2.33% | +1.60% | -3.22% | +2.78% | -1.79% |
| FY2021 | 2022-02-10 | 2022-02-10 | +0.99% | -0.13% | +5.57% | +11.47% | +1.58% |
| FY2020 | 2021-02-11 | 2021-02-11 | -0.35% | -1.06% | +1.70% | +15.51% | +13.57% |
| FY2019 | 2020-02-06 | 2020-02-06 | -0.27% | +0.89% | +0.85% | -15.72% | -12.23% |
| FY2018 | 2019-02-05 | 2019-02-05 | -0.13% | +1.42% | +3.80% | +5.60% | +33.05% |
| FY2017 | 2018-02-14 | 2018-02-14 | +2.82% | +1.10% | +2.75% | +7.49% | +27.81% |
| FY2016 | 2017-02-07 | 2017-02-07 | +0.92% | +0.64% | +2.73% | +6.95% | +1.33% |
| FY2015 | 2016-02-11 | 2016-02-11 | -0.20% | +0.33% | +4.38% | +6.20% | +12.63% |
| FY2014 | 2015-02-05 | 2015-02-05 | -4.37% | -4.80% | -11.17% | -7.93% | +10.46% |
| FY2013 | 2014-02-06 | 2014-02-06 | +1.08% | +4.68% | +3.86% | +11.54% | +37.05% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.07% | +1.88% | +3.87% | +12.37% | +13.11% |
| FY2011 | 2012-02-23 | 2012-02-23 | +0.98% | -0.65% | +1.63% | +6.74% | +26.92% |
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.