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positive_eps_streak on NORFOLK SOUTHERN CORP (NSC)

SIC 4011 — Railroads, Line-Haul Operating · CIK 702165 · 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 NSC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-092026-02-09+3.18%+3.40%-2.36%
FY20242025-02-102025-02-10+1.19%+1.97%-8.07%-12.67%+27.75%
FY20232024-02-052024-02-05+1.36%+2.19%+3.57%-7.20%+2.92%
FY20222023-02-032023-02-03-2.24%-3.77%-11.78%-19.13%+2.47%
FY20212022-02-042022-02-04-2.36%-1.19%+2.92%-5.30%-6.51%
FY20202021-02-042021-02-04+0.04%+1.36%+4.25%+15.27%+14.13%
FY20192020-02-062020-02-06-1.18%-1.03%-17.90%-21.00%+17.70%
FY20182019-02-082019-02-08+3.20%+6.65%+5.47%+17.85%+24.37%
FY20172018-02-052018-02-05+3.20%+0.94%+1.78%+2.73%+24.34%
FY20162017-02-062017-02-06+0.84%+1.95%+1.78%-1.71%+21.75%
FY20152016-02-082016-02-08+1.32%+4.97%+8.33%+26.91%+75.83%
FY20142015-02-112015-02-11+0.89%+2.27%+0.11%-6.70%-31.98%
FY20132014-02-142014-02-14-1.55%-1.69%+3.22%+5.71%+21.86%
FY20122013-02-152013-02-15+2.38%-0.08%+5.05%+12.69%+31.12%
FY20112012-02-152012-02-15+0.88%+2.17%+1.02%+1.53%+10.98%
FY20102011-02-172011-02-17-0.31%-0.83%+1.66%+10.05%+8.07%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/702165/financials