← positive_eps_streak (all companies) · CNA (all signals) · all methodology
positive_eps_streak on CNA FINANCIAL CORP (CNA)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 21175 · 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 CNA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | -0.51% | +1.07% | +1.15% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -0.74% | +0.67% | +2.27% | +3.97% | +8.24% |
| FY2023 | 2024-02-06 | 2024-02-06 | +0.78% | -0.13% | +1.27% | +2.00% | +15.30% |
| FY2022 | 2023-02-07 | 2023-02-07 | -0.09% | +0.84% | -2.07% | -6.88% | +9.76% |
| FY2021 | 2022-02-08 | 2022-02-08 | +0.52% | +2.22% | -1.39% | +0.47% | +0.21% |
| FY2020 | 2021-02-09 | 2021-02-09 | -1.34% | +3.55% | +9.35% | +14.71% | +16.48% |
| FY2019 | 2020-02-11 | 2020-02-11 | -1.42% | -1.75% | -19.78% | -40.93% | -8.74% |
| FY2018 | 2019-02-13 | 2019-02-13 | +0.09% | +4.82% | +4.17% | +11.31% | +23.64% |
| FY2017 | 2018-02-14 | 2018-02-14 | +2.11% | +1.05% | +4.42% | -2.09% | -8.96% |
| FY2016 | 2017-02-15 | 2017-02-15 | -0.50% | +1.76% | +5.13% | +5.67% | +28.81% |
| FY2015 | 2016-02-17 | 2016-02-17 | -2.47% | -2.13% | +6.24% | +12.12% | +55.56% |
| FY2014 | 2015-02-23 | 2015-02-23 | +0.36% | +0.73% | +1.06% | -4.59% | -24.07% |
| FY2013 | 2014-02-19 | 2014-02-19 | +0.61% | +1.07% | +2.65% | -1.21% | +7.61% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.01% | -0.50% | +1.74% | +10.86% | +36.03% |
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.