← positive_eps_streak (all companies) · AVY (all signals) · all methodology
positive_eps_streak on Avery Dennison Corp (AVY)
SIC 2670 — Converted Paper & Paperboard Prods (No Contaners/Boxes) · CIK 8818 · 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 AVY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.08% | -2.42% | -11.05% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -0.14% | -1.10% | -3.74% | -2.46% | +7.97% |
| FY2023 | 2024-02-21 | 2024-02-21 | +2.60% | +1.53% | +3.01% | +6.87% | -11.11% |
| FY2022 | 2023-02-22 | 2023-02-22 | -0.39% | -0.32% | -6.07% | -5.88% | +19.74% |
| FY2021 | 2022-02-23 | 2022-02-23 | -0.38% | -1.31% | -5.55% | -3.70% | +5.53% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.07% | -3.43% | +1.85% | +21.49% | -1.35% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.96% | +2.10% | -18.03% | -11.19% | +52.19% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.24% | +0.66% | +3.57% | -7.06% | +8.92% |
| FY2017 | 2018-02-21 | 2018-02-21 | +1.13% | +1.05% | -5.43% | -7.10% | -6.76% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.50% | +1.91% | -0.71% | +3.14% | +50.58% |
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.