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positive_eps_streak on CVR ENERGY INC (CVI)
SIC 2911 — Petroleum Refining · CIK 1376139 · 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 CVI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -3.44% | +3.35% | +47.18% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +1.66% | +0.10% | +9.92% | +22.66% | +4.33% |
| FY2023 | 2024-02-21 | 2024-02-21 | -2.90% | -4.10% | +11.67% | -9.71% | -33.66% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.71% | -16.20% | -41.93% | -44.84% | -31.46% |
| FY2018 | 2019-02-21 | 2019-02-21 | +3.12% | -2.10% | +3.04% | +16.49% | -10.95% |
| FY2017 | 2018-02-26 | 2018-02-26 | -1.60% | -1.18% | +0.48% | +50.35% | +41.20% |
| FY2016 | 2017-02-21 | 2017-02-21 | -3.90% | -1.63% | -15.88% | -8.65% | +47.96% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.13% | -4.90% | +11.68% | -11.84% | +11.53% |
| FY2014 | 2015-02-20 | 2015-02-20 | +4.25% | +5.58% | +2.96% | +3.18% | -37.46% |
| FY2013 | 2014-02-26 | 2014-02-26 | -3.16% | -7.16% | +0.44% | +14.54% | +10.52% |
| FY2012 | 2013-03-14 | 2013-03-14 | +0.95% | -5.12% | -10.76% | +18.11% | -11.48% |
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)
| 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.