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positive_eps_streak on Amcor plc (AMCR)
SIC 3990 — Miscellaneous Manufacturing Industries · CIK 1748790 · 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 AMCR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-15 | 2025-08-15 | -2.86% | -0.23% | -5.15% | -3.44% | — |
| FY2024 | 2024-08-16 | 2024-08-16 | +1.63% | +6.22% | +7.61% | -0.23% | -13.77% |
| FY2023 | 2023-08-17 | 2023-08-17 | +0.00% | -1.78% | -1.01% | -3.98% | +16.98% |
| FY2022 | 2022-08-18 | 2022-08-18 | -1.89% | +1.57% | -7.40% | -7.55% | -22.41% |
| FY2021 | 2021-08-24 | 2021-08-24 | +1.43% | +1.82% | -6.10% | -2.82% | +4.37% |
| FY2020 | 2020-08-27 | 2020-08-27 | +1.63% | +1.12% | -1.25% | +8.88% | +20.22% |
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.