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positive_eps_streak on CAL-MAINE FOODS INC (CALM)
SIC 200 — Agricultural Prod-Livestock & Animal Specialties · CIK 16160 · 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 CALM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-07-22 | 2025-07-22 | +13.80% | +3.29% | +7.45% | -9.15% | — |
| FY2024 | 2024-07-23 | 2024-07-23 | +3.13% | +10.72% | +12.03% | +46.84% | +73.94% |
| FY2023 | 2023-07-25 | 2023-07-25 | +0.69% | +1.31% | +6.81% | +4.87% | +63.42% |
| FY2022 | 2022-07-19 | 2022-07-19 | +2.04% | +5.27% | +6.33% | +12.34% | -6.91% |
| FY2021 | 2021-07-19 | 2021-07-19 | +1.21% | +0.63% | +1.15% | +0.17% | +50.76% |
| FY2020 | 2020-07-20 | 2020-07-20 | +0.30% | +2.33% | +4.97% | -13.88% | -19.67% |
| FY2016 | 2016-07-18 | 2016-07-18 | -5.45% | -7.45% | -4.50% | -12.52% | -19.76% |
| FY2015 | 2015-07-20 | 2015-07-20 | -1.09% | +0.89% | -3.10% | +4.43% | -19.11% |
| FY2014 | 2014-07-28 | 2014-07-28 | +0.68% | -6.35% | +3.25% | +11.65% | +47.77% |
| FY2013 | 2013-08-05 | 2013-08-05 | +0.14% | -2.36% | -9.27% | +3.44% | +47.16% |
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.