← positive_eps_streak (all companies) · ALCO (all signals) · all methodology
positive_eps_streak on ALICO, INC. (ALCO)
SIC 100 — Agricultural Production-Crops · CIK 3545 · 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 ALCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-12-02 | 2024-12-02 | +1.36% | +1.66% | -1.74% | +10.05% | +42.48% |
| FY2023 | 2023-12-06 | 2023-12-06 | +2.51% | +5.09% | +0.27% | -6.69% | -3.72% |
| FY2022 | 2022-12-13 | 2022-12-13 | -9.53% | -15.24% | -9.99% | -10.36% | +8.87% |
| FY2021 | 2021-12-07 | 2021-12-07 | -0.31% | -0.89% | +8.26% | -6.09% | -18.44% |
| FY2020 | 2020-12-08 | 2020-12-08 | -0.57% | -1.29% | -1.07% | -2.63% | +17.95% |
| FY2016 | 2016-12-06 | 2016-12-06 | -0.18% | +7.04% | -1.24% | -6.66% | +15.36% |
| FY2015 | 2015-12-10 | 2015-12-10 | -1.43% | -1.43% | -14.45% | -38.42% | -25.84% |
| FY2014 | 2014-12-12 | 2014-12-12 | +2.09% | +13.88% | +30.90% | +10.00% | -4.54% |
| FY2013 | 2013-12-09 | 2013-12-09 | -0.11% | +1.18% | +0.93% | -1.10% | +14.06% |
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.