← positive_eps_streak (all companies) · SNEX (all signals) · all methodology
positive_eps_streak on StoneX Group Inc. (SNEX)
SIC 6200 — Security & Commodity Brokers, Dealers, Exchanges & Services · CIK 913760 · 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 SNEX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-28 | 2025-11-28 | -3.20% | +3.07% | +9.57% | +44.53% | — |
| FY2024 | 2024-11-29 | 2024-11-29 | +0.96% | -0.59% | -5.40% | +16.30% | +35.02% |
| FY2023 | 2023-11-24 | 2023-11-24 | -1.50% | -2.41% | +13.87% | +7.52% | +66.87% |
| FY2022 | 2022-11-29 | 2022-11-29 | +1.53% | -1.78% | -4.47% | +0.13% | -8.25% |
| FY2021 | 2021-11-29 | 2021-11-29 | -14.58% | -2.77% | -5.40% | +16.28% | +51.95% |
| FY2020 | 2020-12-14 | 2020-12-14 | +5.67% | +14.09% | +25.72% | +28.48% | +22.63% |
| FY2019 | 2019-12-12 | 2019-12-12 | +5.76% | +18.59% | +19.32% | -10.80% | +27.91% |
| FY2018 | 2018-12-12 | 2018-12-12 | -4.81% | -7.96% | -3.60% | +1.41% | +6.83% |
| FY2016 | 2016-12-14 | 2016-12-14 | -5.71% | -5.48% | -12.11% | -12.34% | -5.98% |
| FY2015 | 2015-12-09 | 2015-12-09 | +0.50% | -2.79% | -7.98% | -22.50% | +26.46% |
| FY2014 | 2014-12-10 | 2014-12-10 | +2.54% | +12.68% | +12.90% | +66.03% | +93.01% |
| FY2013 | 2014-01-15 | 2014-01-15 | -2.96% | -1.98% | -6.70% | -7.69% | +2.75% |
| FY2012 | 2012-12-12 | 2012-12-12 | -1.06% | +1.79% | +1.96% | -2.80% | +14.43% |
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.