← positive_eps_streak (all companies) · FCX (all signals) · all methodology
positive_eps_streak on FREEPORT-MCMORAN INC (FCX)
SIC 1000 — Metal Mining · CIK 831259 · 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 FCX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | -2.78% | +4.31% | -7.81% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | -0.43% | -5.98% | +0.10% | +0.45% | +60.68% |
| FY2023 | 2024-02-16 | 2024-02-16 | -1.78% | -2.06% | +14.55% | +38.14% | +1.62% |
| FY2022 | 2023-02-15 | 2023-02-15 | +1.06% | -4.07% | -14.68% | -17.00% | -6.84% |
| FY2013 | 2014-02-27 | 2014-02-27 | -2.54% | +1.08% | -3.17% | +3.85% | -32.65% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.90% | -2.96% | +1.69% | +2.28% | +11.23% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.81% | -6.60% | -10.23% | -25.17% | -23.69% |
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.