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positive_eps_streak on KAISER ALUMINUM CORP (KALU)
SIC 3350 — Rolling Drawing & Extruding of Nonferrous Metals · CIK 811596 · 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 KALU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +1.55% | +3.16% | -11.87% | — | — |
| FY2020 | 2021-02-26 | 2021-02-26 | +5.48% | +0.45% | -1.25% | +10.44% | -12.03% |
| FY2019 | 2020-02-25 | 2020-02-25 | -1.05% | -6.67% | -39.59% | -34.98% | +21.77% |
| FY2018 | 2019-02-22 | 2019-02-22 | +3.49% | +0.62% | -4.54% | -14.13% | -1.29% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.68% | +0.28% | +1.75% | +10.53% | +3.10% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.88% | -0.61% | +5.47% | -0.63% | +5.77% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.56% | +0.77% | +4.95% | +6.29% | +15.44% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.35% | -2.52% | -0.68% | +3.71% | +28.91% |
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.