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positive_eps_streak on COMMERCIAL METALS Co (CMC)
SIC 3312 — Steel Works, Blast Furnaces & Rolling Mills (Coke Ovens) · CIK 22444 · 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 CMC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-10-12 | 2023-10-12 | -1.21% | -5.49% | +3.57% | +13.38% | +25.31% |
| FY2022 | 2022-10-13 | 2022-10-13 | -1.97% | +2.12% | +14.30% | +27.14% | +3.15% |
| FY2021 | 2021-10-14 | 2021-10-14 | +2.36% | +2.71% | +12.46% | +16.15% | +35.14% |
| FY2020 | 2020-10-15 | 2020-10-15 | -3.09% | -4.89% | -9.11% | +2.30% | +44.85% |
| FY2019 | 2019-10-23 | 2019-10-23 | -0.63% | +1.41% | +5.92% | +14.00% | +13.80% |
| FY2018 | 2018-10-25 | 2018-10-25 | -6.24% | +4.07% | +1.39% | -12.04% | +4.89% |
| FY2017 | 2017-10-26 | 2017-10-26 | +0.67% | +0.46% | -2.71% | +29.38% | -7.08% |
| FY2016 | 2016-10-31 | 2016-10-31 | -0.70% | +9.12% | +41.44% | +36.38% | +27.19% |
| FY2015 | 2015-10-30 | 2015-10-30 | +4.04% | +4.19% | +3.77% | -3.92% | +12.82% |
| FY2014 | 2014-10-30 | 2014-10-30 | +4.72% | +0.61% | -0.31% | -17.76% | -10.20% |
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.