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positive_eps_streak on Andersons, Inc. (ANDE)

SIC 5150 — Wholesale-Farm Product Raw Materials · CIK 821026 · 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 ANDE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+0.34%-0.39%+7.47%
FY20242025-02-192025-02-19-3.43%-10.71%-8.43%-25.54%+39.89%
FY20232024-02-212024-02-21-7.48%-2.88%-0.48%-6.43%-18.94%
FY20222023-02-232023-02-23+2.71%+4.88%-11.37%-9.40%+21.29%
FY20212022-02-242022-02-24+3.32%+13.56%+21.92%-17.30%+8.78%
FY20202021-02-252021-02-25-3.54%-4.72%+2.62%+12.81%+60.23%
FY20192020-02-272020-02-27+0.11%+2.07%-3.38%-33.69%+48.12%
FY20182019-02-272019-02-27-0.22%-5.16%-11.88%-26.05%-49.16%
FY20142015-03-022015-03-02-0.04%-7.86%-8.41%+0.02%-37.48%
FY20132014-02-282014-02-28+2.68%+6.09%+7.00%-15.25%-17.69%
FY20122013-03-012013-03-01+0.54%+1.59%+10.64%+10.42%+75.83%
FY20112012-02-272012-02-27-1.45%+0.67%+11.01%+2.90%+14.75%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/821026/financials