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positive_eps_streak on COGNIZANT TECHNOLOGY SOLUTIONS CORP (CTSH)

SIC 7371 — Services-Computer Programming Services · CIK 1058290 · 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 CTSH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+1.09%-0.71%-7.83%
FY20242025-02-122025-02-12+1.70%-0.27%-10.75%-9.81%-23.22%
FY20232024-02-142024-02-14+1.67%+3.94%-0.12%-12.38%+17.94%
FY20222023-02-152023-02-15-0.72%-3.82%-12.63%-7.75%+17.16%
FY20212022-02-162022-02-16-3.62%-3.44%+1.60%-17.69%-25.32%
FY20202021-02-122021-02-12-1.10%-4.52%+3.33%-5.31%+14.93%
FY20192020-02-142020-02-14+0.60%-1.46%-36.31%-22.23%+12.39%
FY20182019-02-192019-02-19-1.00%-1.29%-1.32%-19.70%-4.39%
FY20172018-02-272018-02-27-0.59%+0.68%-2.95%-7.94%-13.03%
FY20162017-03-012017-03-01-0.13%-4.58%-1.94%+11.26%+35.06%
FY20152016-02-252016-02-25-0.35%+0.98%+5.38%+9.96%+3.95%
FY20142015-02-272015-02-27+0.69%-1.41%+0.82%+2.13%-8.82%
FY20132014-02-252014-02-25+0.03%+1.98%-5.90%-8.18%+21.33%
FY20122013-02-262013-02-26+1.74%+5.25%-1.63%-14.12%+36.17%
FY20112012-02-272012-02-27-0.62%-0.78%+7.88%-15.37%+6.63%
FY20102011-02-232011-02-23+1.38%+0.89%+4.00%-0.30%-4.48%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1058290/financials