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positive_eps_streak on NEWMONT Corp /DE/ (NEM)
SIC 1040 — Gold and Silver Ores · CIK 1164727 · 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 NEM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-24 | 2022-02-24 | +1.77% | +5.94% | +18.09% | +1.42% | -32.37% |
| FY2020 | 2021-02-18 | 2021-02-18 | -1.20% | -2.16% | +9.60% | +24.55% | +16.23% |
| FY2012 | 2013-02-22 | 2013-02-22 | +0.34% | -2.94% | +3.05% | -20.06% | -39.80% |
| FY2011 | 2012-02-24 | 2012-02-24 | -1.58% | -5.68% | -14.16% | -23.74% | -33.18% |
| FY2010 | 2011-02-24 | 2011-02-24 | -0.55% | -2.12% | -0.15% | -0.95% | +16.08% |
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.