← positive_eps_streak (all companies) · COR (all signals) · all methodology
positive_eps_streak on Cencora, Inc. (COR)
SIC 5122 — Wholesale-Drugs, Proprietaries & Druggists' Sundries · CIK 1140859 · 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 COR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-25 | 2025-11-25 | -1.66% | -10.52% | -9.28% | -2.60% | — |
| FY2024 | 2024-11-26 | 2024-11-26 | +0.50% | -0.04% | -8.80% | +1.11% | +46.07% |
| FY2023 | 2023-11-21 | 2023-11-21 | +0.43% | +0.35% | +0.48% | +17.11% | +24.67% |
| FY2019 | 2019-11-19 | 2019-11-19 | -0.30% | +0.05% | -4.85% | +9.45% | +26.61% |
| FY2018 | 2018-11-20 | 2018-11-20 | -1.62% | +2.67% | -17.61% | -2.41% | +5.86% |
| FY2014 | 2014-11-25 | 2014-11-25 | -0.25% | +1.85% | +1.42% | +14.34% | +10.83% |
| FY2013 | 2013-11-26 | 2013-11-26 | -0.16% | -1.63% | -0.44% | -2.34% | +29.30% |
| FY2012 | 2012-11-27 | 2012-11-27 | -0.05% | +3.71% | +4.61% | +12.54% | +73.95% |
| FY2011 | 2011-11-22 | 2011-11-22 | -0.71% | +1.42% | +1.12% | -0.86% | +14.95% |
| FY2010 | 2010-11-23 | 2010-11-23 | -0.03% | +1.94% | +10.31% | +22.43% | +19.77% |
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.