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positive_eps_streak on Smart Sand, Inc. (SND)
SIC 1400 — Mining & Quarrying of Nonmetallic Minerals (No Fuels) · CIK 1529628 · 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 SND
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +2.17% | -19.29% | +2.36% | — | — |
| FY2020 | 2021-03-03 | 2021-03-03 | -7.02% | +1.34% | -15.38% | -13.71% | +9.70% |
| FY2019 | 2020-02-26 | 2020-02-26 | -8.72% | -6.98% | -53.02% | -49.19% | +79.65% |
| FY2018 | 2019-03-14 | 2019-03-14 | +14.66% | +27.01% | +18.10% | -13.79% | -70.40% |
| FY2017 | 2018-03-15 | 2018-03-15 | -1.22% | -5.03% | +9.90% | -6.98% | -24.19% |
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.