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positive_eps_streak on Koppers Holdings Inc. (KOP)
SIC 2400 — Lumber & Wood Products (No Furniture) · CIK 1315257 · 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 KOP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +1.50% | +2.09% | +4.36% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | -0.48% | +1.71% | -0.11% | +3.73% | +25.85% |
| FY2023 | 2024-02-28 | 2024-02-28 | -0.79% | -6.80% | -4.03% | -24.05% | -50.95% |
| FY2022 | 2023-02-27 | 2023-02-27 | +1.93% | +0.71% | -5.27% | -9.99% | +63.16% |
| FY2021 | 2022-02-23 | 2022-02-23 | -1.39% | -1.08% | -1.74% | -11.41% | +20.16% |
| FY2020 | 2021-02-24 | 2021-02-24 | -3.19% | -0.08% | -8.36% | -6.35% | -19.44% |
| FY2019 | 2020-02-27 | 2020-02-27 | +9.41% | -0.50% | -36.94% | -20.02% | +67.22% |
| FY2018 | 2019-03-01 | 2019-03-01 | +1.49% | -1.64% | -0.69% | +3.10% | -23.43% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.35% | +3.34% | +4.30% | -7.63% | -54.58% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.81% | +1.81% | +13.95% | +7.19% | -0.76% |
| FY2011 | 2012-03-27 | 2012-03-27 | +0.16% | +1.52% | +0.73% | -15.29% | +16.38% |
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.