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positive_eps_streak on CAMPBELL'S Co (CPB)

SIC 2000 — Food and Kindred Products · CIK 16732 · 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 CPB

FYFiling dateEvent date1d5d20d60d252d
FY20252025-09-182025-09-18-0.42%-4.05%-7.39%-13.33%
FY20242024-09-192024-09-19+0.73%-2.79%-3.44%-14.78%-30.95%
FY20232023-09-212023-09-21-0.68%-3.82%-6.40%+3.24%+21.68%
FY20222022-09-222022-09-22-1.18%-4.41%+2.21%+16.92%-12.12%
FY20212021-09-232021-09-23+0.35%-1.11%-3.06%+2.88%+18.82%
FY20202020-09-242020-09-24+1.60%+3.65%+3.09%+2.36%-6.54%
FY20192019-09-262019-09-26+0.36%+0.15%+1.57%+6.08%+4.87%
FY20182018-09-272018-09-27-0.62%+0.90%+3.92%-8.48%+32.11%
FY20172017-09-272017-09-27+0.00%-1.04%-1.03%+4.24%-19.15%
FY20162016-09-222016-09-22-0.90%-1.82%-3.34%+8.18%-16.43%
FY20152015-09-292015-09-29+0.18%+0.36%+1.80%+6.54%+10.95%
FY20142014-09-242014-09-24-1.37%-1.75%+0.63%+3.27%+22.36%
FY20132013-09-262013-09-26-0.99%-1.21%+3.28%+4.01%+6.02%
FY20122012-09-272012-09-27+0.20%+1.90%+0.83%+3.31%+22.29%
FY20112011-09-282011-09-28+1.13%+2.88%+5.89%+5.79%+12.77%

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/16732/financials