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positive_eps_streak on Vulcan Materials CO (VMC)
SIC 1400 — Mining & Quarrying of Nonmetallic Minerals (No Fuels) · CIK 1396009 · 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 VMC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +0.81% | +2.03% | -14.97% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -2.22% | -5.21% | -7.48% | +6.78% | +21.08% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.11% | +3.47% | +7.44% | +1.02% | -2.09% |
| FY2022 | 2023-02-24 | 2023-02-24 | -1.12% | -0.40% | -9.28% | +7.67% | +44.75% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.89% | -3.27% | +0.89% | -10.47% | -0.49% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.55% | -1.14% | -1.38% | +9.86% | +6.12% |
| FY2019 | 2020-02-26 | 2020-02-26 | -1.90% | +11.33% | -20.89% | -16.57% | +40.23% |
| FY2018 | 2019-02-26 | 2019-02-26 | -1.01% | -0.06% | +1.09% | +12.97% | +7.87% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.96% | +0.45% | -3.48% | +9.00% | -5.28% |
| FY2016 | 2017-02-24 | 2017-02-24 | +2.36% | +3.10% | -4.31% | +7.95% | +4.22% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.77% | +4.83% | +7.28% | +18.14% | +21.10% |
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.