← positive_eps_streak (all companies) · NEU (all signals) · all methodology
positive_eps_streak on NEWMARKET CORP (NEU)
SIC 2860 — Industrial Organic Chemicals · CIK 1282637 · 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 NEU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | -0.73% | +2.23% | -2.09% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +3.15% | +2.30% | -1.24% | +17.14% | +14.07% |
| FY2023 | 2024-02-15 | 2024-02-15 | -0.02% | +5.64% | +4.53% | -6.09% | -7.30% |
| FY2022 | 2023-02-15 | 2023-02-15 | -0.10% | -1.37% | +2.05% | +15.80% | +77.75% |
| FY2021 | 2022-02-15 | 2022-02-15 | +1.48% | -4.15% | +1.82% | +3.08% | +9.47% |
| FY2020 | 2021-02-16 | 2021-02-16 | +1.79% | +1.16% | +3.61% | -10.79% | -17.87% |
| FY2019 | 2020-02-18 | 2020-02-18 | +0.63% | -2.25% | -4.67% | -1.05% | -4.98% |
| FY2018 | 2019-02-19 | 2019-02-19 | +1.46% | +2.02% | +0.91% | -2.86% | +1.13% |
| FY2017 | 2018-02-15 | 2018-02-15 | +0.01% | +1.25% | -2.07% | -13.22% | +3.31% |
| FY2016 | 2017-02-15 | 2017-02-15 | +1.75% | +0.94% | +3.85% | +5.17% | -0.86% |
| FY2015 | 2016-02-12 | 2016-02-12 | +2.48% | +7.09% | +14.47% | +21.37% | +31.66% |
| FY2014 | 2015-02-17 | 2015-02-17 | +0.25% | +1.73% | -1.62% | -2.91% | -24.41% |
| FY2013 | 2014-02-19 | 2014-02-19 | +2.11% | +3.58% | +7.91% | +5.59% | +34.14% |
| FY2012 | 2013-02-15 | 2013-02-15 | +1.10% | -1.92% | +6.67% | +10.57% | +48.26% |
| FY2011 | 2012-02-22 | 2012-02-22 | -0.05% | -0.78% | +1.37% | +10.42% | +33.21% |
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.