← positive_eps_streak (all companies) · NUE (all signals) · all methodology
positive_eps_streak on NUCOR CORP (NUE)
SIC 3312 — Steel Works, Blast Furnaces & Rolling Mills (Coke Ovens) · CIK 73309 · 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 NUE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.07% | +0.34% | -5.88% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.97% | -2.09% | -5.44% | -19.16% | +36.13% |
| FY2023 | 2024-02-27 | 2024-02-27 | -0.48% | -4.31% | +0.49% | -11.16% | -27.77% |
| FY2022 | 2023-03-01 | 2023-03-01 | +2.95% | +1.49% | -12.19% | -20.84% | +13.14% |
| FY2021 | 2022-02-28 | 2022-02-28 | -0.47% | +0.21% | +16.89% | -5.31% | +31.88% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.84% | +5.18% | +32.56% | +73.68% | +121.29% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.26% | -4.21% | -19.32% | +1.61% | +54.65% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.33% | -2.58% | -4.20% | -14.94% | -29.71% |
| FY2017 | 2018-02-28 | 2018-02-28 | +3.26% | +6.24% | -8.72% | -0.58% | -5.25% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.30% | -2.62% | -3.77% | -5.67% | +7.24% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.55% | +7.51% | +17.27% | +18.14% | +61.53% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.21% | +0.00% | -0.34% | +1.14% | -13.38% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.35% | -0.18% | +0.37% | +4.08% | -3.43% |
| FY2012 | 2013-02-28 | 2013-02-28 | -1.51% | +3.84% | +3.27% | +1.19% | +15.00% |
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.