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positive_eps_streak on STEEL DYNAMICS INC (STLD)
SIC 3312 — Steel Works, Blast Furnaces & Rolling Mills (Coke Ovens) · CIK 1022671 · 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 STLD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +4.34% | -5.96% | -11.47% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -3.38% | -7.43% | -8.22% | -4.30% | +48.30% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.08% | -1.05% | +11.12% | -0.04% | -4.18% |
| FY2022 | 2023-02-28 | 2023-02-28 | +2.39% | +3.87% | -13.39% | -25.77% | +7.76% |
| FY2021 | 2022-02-28 | 2022-02-28 | +2.25% | +2.55% | +23.51% | +11.10% | +86.12% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.45% | +9.23% | +12.97% | +37.46% | +63.30% |
| FY2019 | 2020-02-27 | 2020-02-27 | -0.97% | -4.61% | -23.39% | -8.01% | +60.55% |
| FY2018 | 2019-02-27 | 2019-02-27 | -1.66% | -3.45% | -8.72% | -27.83% | -26.98% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.28% | -1.00% | +12.74% | +22.05% | +10.06% |
| FY2013 | 2014-03-03 | 2014-03-03 | +0.17% | -0.41% | +4.04% | +2.17% | +7.77% |
| FY2012 | 2013-02-27 | 2013-02-27 | +1.06% | +2.25% | +6.70% | +3.37% | +18.37% |
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.