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positive_eps_streak on CoreCivic, Inc. (CXW)

SIC 6798 — Real Estate Investment Trusts · CIK 1070985 · 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 CXW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-3.17%+5.62%+16.25%
FY20242025-02-212025-02-21+1.17%+4.11%+11.04%+26.03%-8.60%
FY20202021-02-222021-02-22-1.05%+0.00%+18.71%+8.30%+30.04%
FY20192020-02-202020-02-20+1.10%-8.43%-42.07%-38.23%-56.63%
FY20182019-02-252019-02-25-1.68%-4.10%-12.70%+4.24%-20.68%
FY20172018-02-222018-02-22+2.03%-1.62%-5.58%-2.62%+10.04%
FY20162017-02-232017-02-23+3.03%-0.24%-4.29%-6.58%-30.71%
FY20152016-02-252016-02-25-1.26%+3.95%+6.94%+12.19%+30.12%
FY20142015-02-252015-02-25-0.90%-0.27%+1.15%-11.48%-21.57%
FY20132014-02-272014-02-27+0.36%+0.69%-4.97%-0.96%+27.41%
FY20122013-02-272013-02-27+0.63%-0.47%+0.84%+17.39%+10.18%
FY20112012-02-272012-02-27-0.24%+3.07%+6.38%+5.53%+57.89%

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/1070985/financials