← positive_eps_streak (all companies) · CNO (all signals) · all methodology
positive_eps_streak on CNO Financial Group, Inc. (CNO)
SIC 6321 — Accident & Health Insurance · CIK 1224608 · 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 CNO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +1.68% | +1.37% | -1.97% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +1.00% | -0.29% | +4.04% | -8.42% | +4.09% |
| FY2023 | 2024-02-23 | 2024-02-23 | -1.52% | -0.07% | -1.08% | +6.00% | +54.52% |
| FY2022 | 2023-02-24 | 2023-02-24 | -1.85% | -0.27% | -18.18% | -13.92% | +5.40% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.95% | +0.76% | +6.61% | -18.48% | +9.90% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.03% | -6.04% | -8.04% | -11.85% | -24.93% |
| FY2016 | 2017-02-21 | 2017-02-21 | -0.28% | -1.13% | -3.50% | -4.64% | +12.11% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.00% | +0.11% | +6.14% | +9.17% | +20.98% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.43% | -0.79% | +6.49% | +12.12% | +8.94% |
| FY2013 | 2014-02-24 | 2014-02-24 | +0.17% | +1.76% | +3.64% | -12.43% | -8.00% |
| FY2012 | 2013-02-19 | 2013-02-19 | -3.07% | -5.53% | +1.15% | +6.95% | +59.27% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.27% | +1.46% | +7.57% | -14.74% | +46.34% |
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.