← positive_eps_streak (all companies) · HUN (all signals) · all methodology
positive_eps_streak on Huntsman CORP (HUN)
SIC 2800 — Chemicals & Allied Products · CIK 1307954 · 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 HUN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-22 | 2024-02-22 | -0.19% | -2.22% | -1.34% | -2.88% | -29.33% |
| FY2022 | 2023-02-21 | 2023-02-21 | +0.35% | +1.73% | -1.21% | -11.08% | -5.80% |
| FY2021 | 2022-02-15 | 2022-02-15 | +3.81% | +0.66% | +0.26% | -13.18% | -20.34% |
| FY2020 | 2021-02-12 | 2021-02-12 | -0.07% | +0.53% | -0.03% | +9.20% | +32.45% |
| FY2019 | 2020-02-13 | 2020-02-13 | -2.23% | -2.97% | -26.65% | -25.81% | +36.84% |
| FY2018 | 2019-02-12 | 2019-02-12 | -1.74% | +6.96% | +6.22% | -12.64% | -2.34% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.62% | -6.18% | -13.63% | -2.52% | -24.75% |
| FY2016 | 2017-02-15 | 2017-02-15 | +1.84% | +3.68% | +6.93% | +22.15% | +57.90% |
| FY2015 | 2016-02-16 | 2016-02-16 | +6.20% | +0.54% | +32.18% | +57.03% | +144.36% |
| FY2014 | 2015-02-18 | 2015-02-18 | -0.44% | -0.62% | -3.32% | -0.84% | -54.94% |
| FY2013 | 2014-02-11 | 2014-02-11 | -0.62% | +2.70% | +5.15% | +12.04% | +6.13% |
| FY2012 | 2013-02-12 | 2013-02-12 | -1.52% | -5.45% | +7.04% | +7.66% | +29.52% |
| FY2011 | 2012-02-16 | 2012-02-16 | -1.43% | -1.79% | +1.31% | +6.63% | +23.74% |
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.