← positive_eps_streak (all companies) · NC (all signals) · all methodology
positive_eps_streak on NACCO INDUSTRIES INC (NC)
SIC 1221 — Bituminous Coal & Lignite Surface Mining · CIK 789933 · 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 NC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-15 | 2023-03-15 | +11.20% | +15.46% | +14.65% | +10.41% | -7.93% |
| FY2021 | 2022-03-02 | 2022-03-02 | +2.44% | -6.25% | +23.09% | +79.08% | +25.48% |
| FY2020 | 2021-03-03 | 2021-03-03 | -7.26% | -19.32% | -7.36% | -6.69% | +21.49% |
| FY2019 | 2020-03-04 | 2020-03-04 | -8.88% | -24.16% | -36.80% | -34.56% | -36.30% |
| FY2018 | 2019-03-06 | 2019-03-06 | -1.02% | +4.53% | +2.72% | +35.24% | +0.97% |
| FY2017 | 2018-03-07 | 2018-03-07 | -1.92% | -4.43% | -12.81% | -7.13% | -9.98% |
| FY2013 | 2014-03-04 | 2014-03-04 | -7.12% | -16.13% | -8.35% | -10.97% | -5.31% |
| FY2012 | 2013-03-06 | 2013-03-06 | -0.41% | +0.04% | -10.40% | +1.40% | +2.78% |
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.