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positive_eps_streak on Celanese Corp (CE)
SIC 2820 — Plastic Material, Synth Resin/Rubber, Cellulos (No Glass) · CIK 1306830 · 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 CE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-23 | 2024-02-23 | +0.50% | +2.73% | +10.73% | +5.27% | -64.20% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.22% | +5.79% | -13.71% | -7.20% | +30.03% |
| FY2021 | 2022-02-10 | 2022-02-10 | -2.78% | -4.43% | -13.37% | -9.85% | -22.05% |
| FY2020 | 2021-02-11 | 2021-02-11 | +1.73% | +3.64% | +13.44% | +28.72% | +24.27% |
| FY2019 | 2020-02-06 | 2020-02-06 | -0.79% | +0.95% | -15.25% | -27.91% | +19.31% |
| FY2018 | 2019-02-07 | 2019-02-07 | +0.01% | +3.67% | +4.48% | +13.55% | +15.58% |
| FY2017 | 2018-02-09 | 2018-02-09 | +0.83% | +2.73% | +7.87% | +9.50% | +1.04% |
| FY2016 | 2017-02-10 | 2017-02-10 | +0.18% | +1.98% | +4.19% | -0.91% | +16.61% |
| FY2015 | 2016-02-05 | 2016-02-05 | -4.41% | -2.37% | +9.29% | +21.53% | +52.37% |
| FY2014 | 2015-02-06 | 2015-02-06 | +0.63% | +4.49% | +4.04% | +20.61% | +3.03% |
| FY2013 | 2014-02-07 | 2014-02-07 | +0.18% | +4.05% | +4.68% | +20.18% | +11.30% |
| FY2012 | 2013-02-08 | 2013-02-08 | +0.00% | +1.48% | -3.13% | +0.22% | +4.71% |
| FY2011 | 2012-02-10 | 2012-02-10 | +1.78% | +3.88% | -8.60% | -9.63% | +1.23% |
| FY2010 | 2011-02-11 | 2011-02-11 | +0.41% | +0.84% | -8.26% | +19.04% | +16.75% |
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.