← positive_eps_streak (all companies) · CYH (all signals) · all methodology
positive_eps_streak on COMMUNITY HEALTH SYSTEMS INC (CYH)
SIC 8062 — Services-General Medical & Surgical Hospitals, NEC · CIK 1108109 · 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 CYH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-17 | 2023-02-17 | -15.49% | -22.04% | -34.76% | -56.80% | -63.48% |
| FY2015 | 2016-02-17 | 2016-02-17 | +0.40% | +1.41% | +4.02% | +1.79% | -42.38% |
| FY2014 | 2015-02-25 | 2015-02-25 | +2.29% | +10.52% | +10.31% | +11.99% | -68.11% |
| FY2013 | 2014-02-26 | 2014-02-26 | +2.57% | -0.07% | -10.76% | -0.34% | +18.45% |
| FY2012 | 2013-02-27 | 2013-02-27 | +1.32% | +0.65% | +12.04% | +4.48% | +1.29% |
| FY2011 | 2012-02-23 | 2012-02-23 | +1.70% | +0.89% | -8.91% | -15.03% | +64.93% |
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.