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positive_eps_streak on Coca-Cola Consolidated, Inc. (COKE)

SIC 2086 — Bottled & Canned Soft Drinks & Carbonated Waters · CIK 317540 · 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 COKE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+3.82%+17.52%+24.99%
FY20242025-02-202025-02-20-4.14%-2.88%-8.94%-18.35%+29.43%
FY20232024-02-212024-02-21-3.32%-1.04%+2.67%+10.86%+66.09%
FY20222023-02-222023-02-22+9.79%+6.19%-1.45%+26.22%+62.93%
FY20212022-02-222022-02-22-23.47%-17.09%-15.18%-16.20%-1.34%
FY20172018-02-282018-02-28-0.59%-0.70%-6.66%-31.60%+33.80%
FY20162017-03-142017-03-14+1.36%+4.56%+9.34%+22.86%-0.93%
FY20152016-03-182016-03-18-2.54%-8.64%-5.08%-25.52%+14.81%
FY20142015-03-132015-03-13+1.17%+0.88%+7.90%+14.37%+63.29%
FY20132014-03-142014-03-14+0.09%-0.43%-8.32%-13.91%+23.48%
FY20122013-03-142013-03-14+0.06%-3.12%-3.84%-1.62%+43.09%

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/317540/financials