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positive_eps_streak on SOUTHERN COPPER CORP/ (SCCO)

SIC 1000 — Metal Mining · CIK 1001838 · 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 SCCO

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+0.25%-15.27%-25.76%
FY20242025-03-032025-03-03-0.91%+2.02%+7.78%+7.59%+153.63%
FY20232024-02-292024-02-29-0.25%+4.80%+31.73%+45.33%+9.53%
FY20222023-02-282023-02-28+3.34%-1.52%+0.18%-10.62%+15.16%
FY20212022-03-072022-03-07+0.74%-6.39%+5.01%-14.61%+7.29%
FY20202021-02-262021-02-26+4.99%+3.38%-2.68%-3.72%+1.80%
FY20192020-02-282020-02-28+4.46%+4.78%-20.07%+8.76%+132.49%
FY20182019-03-012019-03-01-0.11%+0.20%+10.93%-4.32%+1.66%
FY20172018-03-012018-03-01-0.28%+1.62%+2.03%-5.20%-29.23%
FY20162017-03-012017-03-01-2.82%-4.93%-4.69%-7.67%+42.71%
FY20152016-02-262016-02-26-2.80%+9.38%+12.67%+8.76%+50.64%
FY20142015-03-022015-03-02-0.87%-3.09%-0.77%+3.37%-16.27%
FY20132014-02-272014-02-27-0.62%+1.01%-10.03%-0.55%-1.60%
FY20122013-02-282013-02-28-1.16%-0.58%-0.58%-16.26%-17.76%
FY20112012-02-272012-02-27+0.64%-4.43%-4.76%-10.28%+28.05%
FY20102011-03-012011-03-01+1.48%-1.38%-2.11%-12.84%-17.09%

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/1001838/financials