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positive_eps_streak on REX AMERICAN RESOURCES Corp (REX)
SIC 2860 — Industrial Organic Chemicals · CIK 744187 · 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 REX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-28 | 2025-03-28 | -0.87% | -4.64% | +8.36% | +29.82% | +140.47% |
| FY2023 | 2024-03-29 | 2024-04-01 | +1.68% | -0.85% | -2.90% | -23.88% | -34.97% |
| FY2022 | 2023-03-30 | 2023-03-30 | -0.56% | -1.32% | -1.60% | +16.03% | +108.35% |
| FY2021 | 2022-04-06 | 2022-04-06 | -3.79% | +0.61% | -8.36% | -10.50% | -6.26% |
| FY2020 | 2021-04-12 | 2021-04-12 | -0.59% | -1.92% | -9.16% | -4.88% | +1.66% |
| FY2019 | 2020-04-01 | 2020-04-01 | +2.51% | +12.70% | +36.83% | +48.88% | +105.06% |
| FY2018 | 2019-03-29 | 2019-03-29 | +1.46% | +3.51% | +6.85% | -15.66% | -42.41% |
| FY2017 | 2018-03-29 | 2018-03-29 | +0.32% | +0.52% | +3.01% | +9.49% | +12.35% |
| FY2016 | 2017-03-27 | 2017-03-27 | +1.25% | +5.71% | +9.55% | +7.97% | -16.39% |
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.