← positive_eps_streak (all companies) · KRO (all signals) · all methodology
positive_eps_streak on KRONOS WORLDWIDE INC (KRO)
SIC 2810 — Industrial Inorganic Chemicals · CIK 1257640 · 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 KRO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-08 | 2023-03-08 | -13.57% | -20.62% | -18.33% | -17.29% | +3.49% |
| FY2021 | 2022-03-09 | 2022-03-09 | +3.33% | +5.27% | +6.93% | +33.05% | -32.56% |
| FY2020 | 2021-03-10 | 2021-03-10 | -2.94% | -3.65% | +1.15% | +5.63% | -2.89% |
| FY2019 | 2020-03-11 | 2020-03-11 | -9.39% | +13.71% | +13.20% | +40.23% | +103.20% |
| FY2018 | 2019-03-11 | 2019-03-11 | -7.25% | -6.72% | -2.93% | -8.87% | -42.18% |
| FY2012 | 2013-03-12 | 2013-03-12 | -3.22% | -5.41% | -12.09% | -9.09% | -9.69% |
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.