← positive_eps_streak (all companies) · CAG (all signals) · all methodology
positive_eps_streak on CONAGRA BRANDS INC. (CAG)
SIC 2000 — Food and Kindred Products · CIK 23217 · 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 CAG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-07-10 | 2025-07-10 | -0.46% | -2.67% | +0.59% | -0.15% | — |
| FY2024 | 2024-07-11 | 2024-07-11 | -0.11% | +6.03% | +8.01% | +5.20% | -29.50% |
| FY2023 | 2023-07-13 | 2023-07-13 | -0.78% | -0.18% | -5.33% | -19.50% | -9.63% |
| FY2022 | 2022-07-21 | 2022-07-21 | +1.36% | +2.44% | +7.38% | +4.33% | +3.96% |
| FY2021 | 2021-07-23 | 2021-07-23 | +0.00% | -2.22% | -0.59% | -2.30% | +2.59% |
| FY2020 | 2020-07-24 | 2020-07-24 | +0.98% | +2.29% | +3.90% | +2.93% | -3.73% |
| FY2019 | 2019-07-19 | 2019-07-19 | -2.25% | +0.90% | +2.72% | -3.17% | +28.77% |
| FY2014 | 2014-07-16 | 2014-07-16 | -1.20% | +0.65% | +2.67% | +10.51% | +48.74% |
| FY2013 | 2013-07-19 | 2013-07-19 | -0.51% | -0.76% | -5.41% | -16.34% | -14.65% |
| FY2012 | 2012-07-20 | 2012-07-20 | -0.50% | +1.73% | +3.53% | +18.94% | +57.45% |
| FY2011 | 2011-07-19 | 2011-07-19 | -0.38% | -0.49% | -9.55% | -2.51% | -3.01% |
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.