← positive_eps_streak (all companies) · EXP (all signals) · all methodology
positive_eps_streak on EAGLE MATERIALS INC (EXP)
SIC 3241 — Cement, Hydraulic · CIK 918646 · 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 EXP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-20 | 2025-05-20 | -2.70% | -7.88% | -11.28% | +5.93% | — |
| FY2023 | 2024-05-22 | 2024-05-22 | -1.34% | -2.21% | -9.25% | +4.69% | -8.32% |
| FY2022 | 2023-05-19 | 2023-05-19 | -0.06% | -0.62% | +3.05% | +9.45% | +45.66% |
| FY2021 | 2022-05-20 | 2022-05-20 | +3.00% | +10.37% | -10.22% | +10.17% | +37.94% |
| FY2020 | 2021-05-21 | 2021-05-21 | +0.39% | +1.62% | -2.48% | +4.89% | -15.04% |
| FY2019 | 2020-05-22 | 2020-05-22 | +3.78% | +1.85% | +5.89% | +26.33% | +120.17% |
| FY2018 | 2019-05-23 | 2019-05-23 | +0.03% | -1.71% | +1.44% | -8.12% | -24.41% |
| FY2017 | 2018-05-23 | 2018-05-23 | -1.35% | -0.50% | -0.29% | -13.27% | -19.20% |
| FY2016 | 2017-05-24 | 2017-05-24 | -1.39% | -0.17% | -6.03% | -8.49% | +11.75% |
| FY2015 | 2016-05-25 | 2016-05-25 | +2.25% | -0.67% | +2.66% | +4.67% | +22.32% |
| FY2014 | 2015-05-22 | 2015-05-22 | -1.46% | -1.00% | -5.16% | +1.13% | -7.94% |
| FY2013 | 2014-05-23 | 2014-05-23 | +1.34% | +0.43% | +9.31% | +12.89% | -4.82% |
| FY2012 | 2013-05-24 | 2013-05-24 | +2.11% | -4.60% | -14.33% | -11.25% | +17.80% |
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.