← positive_eps_streak (all companies) · ASIX (all signals) · all methodology
positive_eps_streak on AdvanSix Inc. (ASIX)
SIC 2821 — Plastic Materials, Synth Resins & Nonvulcan Elastomers · CIK 1673985 · 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 ASIX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -3.89% | -5.01% | +8.77% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -3.59% | -6.21% | -22.23% | -16.99% | -37.84% |
| FY2023 | 2024-02-16 | 2024-02-16 | -4.69% | -6.42% | -11.12% | -12.54% | +3.50% |
| FY2022 | 2023-02-17 | 2023-02-17 | -4.05% | -2.56% | -16.90% | -20.33% | -34.27% |
| FY2021 | 2022-02-18 | 2022-02-18 | +7.13% | +17.51% | +60.34% | +38.83% | +22.99% |
| FY2020 | 2021-02-19 | 2021-02-19 | +4.00% | -2.49% | -4.10% | +10.28% | +44.75% |
| FY2019 | 2020-02-21 | 2020-02-21 | -6.88% | -18.05% | -27.35% | -35.59% | +67.23% |
| FY2018 | 2019-02-22 | 2019-02-22 | +3.43% | -0.63% | -14.45% | -19.09% | -50.29% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.50% | +2.64% | -19.15% | -7.67% | -21.99% |
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.