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positive_eps_streak on GOLD RESOURCE CORP (GORO)
SIC 1040 — Gold and Silver Ores · CIK 1160791 · 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 GORO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-11 | 2022-03-11 | -0.90% | +3.15% | +6.76% | -19.37% | -61.52% |
| FY2020 | 2021-02-24 | 2021-02-24 | -5.46% | -7.85% | -9.11% | -4.23% | -39.94% |
| FY2019 | 2020-03-02 | 2020-03-02 | +8.12% | -10.90% | -35.91% | -5.34% | -35.53% |
| FY2018 | 2019-02-26 | 2019-02-26 | -5.70% | -15.48% | -16.66% | -39.82% | +5.02% |
| FY2017 | 2018-03-08 | 2018-03-08 | +3.37% | +5.50% | +4.31% | +44.97% | -4.46% |
| FY2016 | 2017-02-28 | 2017-02-28 | -1.35% | -14.67% | -14.83% | -30.40% | -20.95% |
| FY2015 | 2016-03-09 | 2016-03-09 | +3.18% | +6.82% | +11.00% | +54.77% | +91.90% |
| FY2014 | 2015-03-20 | 2015-03-20 | +9.83% | +12.54% | +18.31% | -2.14% | -14.83% |
| FY2013 | 2014-04-01 | 2014-04-01 | +4.82% | +3.35% | -3.16% | +3.44% | -24.63% |
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.