← positive_eps_streak (all companies) · CNR (all signals) · all methodology
positive_eps_streak on Core Natural Resources, Inc. (CNR)
SIC 1220 — Silver Ores · CIK 1710366 · 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 CNR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-20 | 2025-02-20 | -4.83% | -10.70% | -10.35% | -8.14% | +6.98% |
| FY2023 | 2024-02-09 | 2024-02-09 | +0.84% | -5.12% | +2.45% | +3.97% | +1.19% |
| FY2019 | 2020-02-14 | 2020-02-14 | -11.79% | -13.49% | -21.59% | +0.14% | +57.24% |
| FY2018 | 2019-02-08 | 2019-02-08 | +3.79% | +8.49% | +5.81% | -4.03% | -71.17% |
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.