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positive_eps_streak on Archer-Daniels-Midland Co (ADM)
SIC 2070 — Fats & Oils · CIK 7084 · 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 ADM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | -1.53% | -0.80% | +5.18% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | +3.52% | +0.09% | -0.06% | +7.69% | +50.54% |
| FY2023 | 2024-11-18 | 2024-11-18 | +0.53% | +1.52% | -1.39% | -11.10% | +15.15% |
| FY2022 | 2023-02-14 | 2023-02-14 | -0.05% | -0.21% | -6.08% | -8.41% | -31.78% |
| FY2021 | 2022-02-17 | 2022-02-17 | -0.34% | +2.94% | +9.56% | +13.74% | +8.23% |
| FY2020 | 2021-02-18 | 2021-02-18 | +0.54% | +2.74% | +3.21% | +21.21% | +40.86% |
| FY2019 | 2020-02-18 | 2020-02-18 | -1.08% | -9.04% | -20.67% | -23.87% | +29.95% |
| FY2018 | 2019-02-19 | 2019-02-19 | +0.29% | +1.12% | +2.77% | -1.23% | +8.70% |
| FY2017 | 2018-02-16 | 2018-02-16 | -1.30% | -2.23% | -0.16% | +2.97% | +0.27% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.27% | +1.52% | +0.36% | -5.53% | -1.73% |
| FY2015 | 2016-02-19 | 2016-02-19 | +3.49% | +6.55% | +16.60% | +16.24% | +40.94% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.23% | -0.56% | -2.49% | +10.34% | -27.85% |
| FY2013 | 2014-02-26 | 2014-02-26 | -1.24% | +0.69% | +5.72% | +8.66% | +20.21% |
| FY2012 | 2012-08-27 | 2012-08-27 | -0.19% | +1.74% | +4.69% | +1.92% | +34.93% |
| FY2011 | 2011-08-25 | 2011-08-25 | +0.54% | +2.21% | -8.90% | +5.14% | -2.31% |
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.