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positive_eps_streak on FMC CORP (FMC)

SIC 2800 — Chemicals & Allied Products · CIK 37785 · 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 FMC

FYFiling dateEvent date1d5d20d60d252d
FY20242025-02-282025-02-28-3.69%+11.90%+14.39%+7.08%-60.54%
FY20232024-02-272024-02-27-2.82%+13.13%+18.30%+21.67%-27.20%
FY20222023-02-242023-02-24+0.27%-0.36%-8.68%-15.92%-57.86%
FY20212022-02-252022-02-25-0.61%+2.81%+15.75%+5.12%+11.53%
FY20202021-02-252021-02-25-0.21%-1.11%+8.78%+15.19%+14.88%
FY20192020-02-282020-02-28+4.09%-2.76%-17.70%+2.44%+16.74%
FY20182019-02-282019-02-28+1.05%+0.25%-1.45%-8.15%+22.25%
FY20172018-02-282018-02-28+0.20%+5.49%-6.64%+12.80%+16.56%
FY20162017-02-282017-02-28+2.78%+2.55%+7.27%+29.92%+37.37%
FY20152016-02-262016-02-26-1.10%+6.36%+7.33%+25.15%+53.59%
FY20142015-02-272015-02-27+1.86%-3.47%-9.82%-8.71%-39.75%
FY20132014-02-182014-02-18-0.16%-0.15%+8.70%+0.65%-11.20%
FY20122013-02-192013-02-19-1.84%-1.35%-0.08%+6.44%+23.50%
FY20112012-02-212012-02-21+0.11%+1.50%+0.70%+2.33%+20.09%
FY20102011-02-222011-02-22-2.19%-1.92%+2.89%+8.22%+28.14%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/37785/financials