← positive_eps_streak (all companies) · FF (all signals) · all methodology
positive_eps_streak on FutureFuel Corp. (FF)
SIC 2860 — Industrial Organic Chemicals · CIK 1337298 · 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 FF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-31 | 2025-03-31 | +0.51% | +3.85% | +5.38% | +1.54% | +9.67% |
| FY2023 | 2024-05-10 | 2024-05-10 | -8.55% | -9.09% | -16.98% | -12.37% | -17.80% |
| FY2022 | 2023-03-14 | 2023-03-14 | -10.46% | -11.07% | -3.28% | +12.06% | -13.30% |
| FY2021 | 2022-03-15 | 2022-03-15 | +6.98% | +14.91% | +20.12% | -6.93% | -9.46% |
| FY2020 | 2021-03-16 | 2021-03-16 | +0.33% | -10.82% | -9.10% | -19.69% | -31.50% |
| FY2019 | 2020-03-13 | 2020-03-13 | +0.98% | -3.41% | +22.05% | +83.51% | +104.60% |
| FY2018 | 2019-03-15 | 2019-03-15 | -20.95% | -26.11% | -20.45% | -40.40% | -40.71% |
| FY2017 | 2018-03-16 | 2018-03-16 | -3.10% | -8.71% | -10.11% | +4.58% | +7.06% |
| FY2016 | 2017-03-16 | 2017-03-16 | +6.79% | +4.68% | +5.96% | +12.02% | +4.00% |
| FY2015 | 2016-03-10 | 2016-03-10 | -8.57% | -13.10% | -27.41% | -21.46% | +9.07% |
| FY2014 | 2015-03-13 | 2015-03-13 | -3.93% | -2.60% | -14.48% | +5.90% | -2.36% |
| FY2013 | 2014-03-17 | 2014-03-17 | +17.60% | +20.05% | +10.99% | -4.07% | -30.36% |
| FY2012 | 2013-03-18 | 2013-03-18 | -9.22% | -10.25% | -8.49% | +5.36% | +57.77% |
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.