← positive_eps_streak (all companies) · TREX (all signals) · all methodology
positive_eps_streak on TREX CO INC (TREX)
SIC 2400 — Lumber & Wood Products (No Furniture) · CIK 1069878 · 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 TREX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.38% | -3.57% | -10.55% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | +1.18% | -3.41% | +0.47% | -2.01% | -32.38% |
| FY2023 | 2024-02-26 | 2024-02-26 | -1.78% | +1.23% | +5.52% | -7.28% | -36.40% |
| FY2022 | 2023-02-27 | 2023-02-27 | -0.53% | -0.99% | -9.67% | +5.43% | +79.96% |
| FY2021 | 2022-02-28 | 2022-02-28 | -9.46% | -25.16% | -22.64% | -34.58% | -45.12% |
| FY2020 | 2021-02-22 | 2021-02-22 | -9.01% | -6.31% | -11.02% | -0.90% | -14.74% |
| FY2019 | 2020-02-24 | 2020-02-24 | +0.97% | +0.86% | -34.78% | +16.05% | +77.53% |
| FY2018 | 2019-02-14 | 2019-02-14 | -2.02% | -3.33% | -10.40% | -22.61% | +30.05% |
| FY2017 | 2018-02-21 | 2018-02-21 | -4.95% | -7.52% | -0.89% | +2.22% | +35.46% |
| FY2016 | 2017-02-21 | 2017-02-21 | -7.51% | -4.41% | -2.53% | -10.86% | +57.15% |
| FY2015 | 2016-02-23 | 2016-02-23 | +6.55% | +9.51% | +17.29% | +5.92% | +65.19% |
| FY2014 | 2015-02-24 | 2015-02-24 | -3.05% | +0.60% | +3.13% | +2.69% | -14.93% |
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.