← positive_eps_streak (all companies) · CORT (all signals) · all methodology
positive_eps_streak on CORCEPT THERAPEUTICS INC (CORT)
SIC 2834 — Pharmaceutical Preparations · CIK 1088856 · 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 CORT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -0.71% | -3.29% | -7.29% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -5.55% | -12.43% | -9.88% | +20.07% | -43.66% |
| FY2023 | 2024-02-15 | 2024-02-15 | -7.15% | -8.22% | -5.03% | +12.55% | +200.61% |
| FY2022 | 2023-02-28 | 2023-02-28 | -4.66% | +1.87% | +4.90% | +18.53% | +12.82% |
| FY2021 | 2022-02-15 | 2022-02-15 | +12.80% | +10.64% | +19.35% | -8.32% | +10.00% |
| FY2020 | 2021-02-23 | 2021-02-23 | -0.08% | -6.95% | -5.63% | -19.45% | -15.43% |
| FY2019 | 2020-02-24 | 2020-02-24 | +0.08% | -0.53% | -20.99% | +11.59% | +100.38% |
| FY2018 | 2019-02-26 | 2019-02-26 | +5.08% | +3.00% | -6.08% | -15.00% | +12.83% |
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.