← positive_eps_streak (all companies) · SXC (all signals) · all methodology
positive_eps_streak on SunCoke Energy, Inc. (SXC)
SIC 3312 — Steel Works, Blast Furnaces & Rolling Mills (Coke Ovens) · CIK 1514705 · 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 SXC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-21 | 2025-02-21 | +0.33% | -1.41% | -0.98% | -3.69% | -33.49% |
| FY2023 | 2024-02-22 | 2024-02-22 | -1.09% | -2.28% | +2.46% | -3.08% | -12.54% |
| FY2022 | 2023-02-24 | 2023-02-24 | +2.96% | +13.17% | -6.04% | -15.77% | +26.35% |
| FY2018 | 2019-02-15 | 2019-02-15 | +1.93% | +2.03% | -8.21% | -18.74% | -37.97% |
| FY2013 | 2014-02-28 | 2014-02-28 | +0.54% | +5.07% | +2.11% | -9.52% | -19.18% |
| FY2012 | 2013-02-22 | 2013-02-22 | -4.01% | -1.79% | -2.27% | -5.44% | +33.25% |
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.