← positive_eps_streak (all companies) · CVS (all signals) · all methodology
positive_eps_streak on CVS HEALTH Corp (CVS)
SIC 5912 — Retail-Drug Stores and Proprietary Stores · CIK 64803 · 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 CVS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | +1.74% | +2.71% | +0.03% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | +4.98% | +2.96% | +4.00% | +7.02% | +28.87% |
| FY2023 | 2024-02-07 | 2024-02-07 | -1.28% | +0.47% | -2.30% | -25.78% | -25.36% |
| FY2022 | 2023-02-08 | 2023-02-08 | +1.25% | -0.69% | -13.44% | -19.90% | -11.25% |
| FY2021 | 2022-02-09 | 2022-02-09 | +0.51% | -0.81% | -0.68% | -3.41% | -12.37% |
| FY2017 | 2018-02-14 | 2018-02-14 | +1.00% | -2.56% | -5.63% | -7.00% | +2.63% |
| FY2016 | 2017-02-09 | 2017-02-09 | +1.58% | +2.77% | +4.00% | +5.51% | -7.91% |
| FY2015 | 2016-02-09 | 2016-02-09 | +2.87% | +7.93% | +11.06% | +16.65% | -13.22% |
| FY2014 | 2015-02-10 | 2015-02-10 | +0.89% | +2.38% | -0.12% | -1.94% | -7.09% |
| FY2013 | 2014-02-11 | 2014-02-11 | -0.33% | +1.93% | +5.98% | +10.72% | +51.32% |
| FY2012 | 2013-02-15 | 2013-02-15 | +3.01% | -1.15% | +5.24% | +17.97% | +39.71% |
| FY2011 | 2012-02-17 | 2012-02-17 | -0.59% | +0.59% | +1.94% | +2.76% | +18.91% |
| FY2010 | 2011-02-18 | 2011-02-18 | -1.09% | +0.00% | +2.03% | +17.23% | +35.03% |
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.