← positive_eps_streak (all companies) · CNC (all signals) · all methodology
positive_eps_streak on CENTENE CORP (CNC)
SIC 6324 — Hospital & Medical Service Plans · CIK 1071739 · 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 CNC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-18 | 2025-02-18 | +3.09% | +9.65% | +6.67% | +6.33% | -21.90% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.15% | +1.41% | -0.74% | -1.51% | -27.25% |
| FY2022 | 2023-02-21 | 2023-02-21 | +0.01% | -5.35% | -9.66% | -7.02% | +10.79% |
| FY2021 | 2022-02-22 | 2022-02-22 | +0.02% | +2.24% | +7.67% | +0.54% | -11.88% |
| FY2020 | 2021-02-22 | 2021-02-22 | +1.75% | +1.90% | +10.60% | +21.36% | +40.80% |
| FY2019 | 2020-02-18 | 2020-02-18 | +0.99% | -16.13% | -13.07% | -3.03% | -12.14% |
| FY2018 | 2019-02-19 | 2019-02-19 | +1.35% | -0.96% | -6.89% | -15.49% | +4.60% |
| FY2017 | 2018-02-20 | 2018-02-20 | -0.06% | +2.10% | +3.38% | +12.77% | +26.69% |
| FY2016 | 2017-02-21 | 2017-02-21 | -0.06% | +0.31% | -4.78% | +7.31% | +42.57% |
| FY2015 | 2016-02-22 | 2016-02-22 | -1.00% | -1.32% | +0.45% | -2.23% | +21.76% |
| FY2014 | 2015-02-23 | 2015-02-23 | -1.02% | +0.24% | +13.74% | +13.52% | -7.82% |
| FY2013 | 2014-02-21 | 2014-02-21 | +3.01% | +3.49% | +5.92% | +15.20% | +101.50% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.04% | -4.02% | -1.91% | +12.42% | +31.17% |
| FY2011 | 2012-02-21 | 2012-02-21 | -2.53% | -1.06% | -10.07% | -28.15% | -8.74% |
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.