← positive_eps_streak (all companies) · FDP (all signals) · all methodology
positive_eps_streak on FRESH DEL MONTE PRODUCE INC (FDP)
SIC 100 — Agricultural Production-Crops · CIK 1047340 · 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 FDP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-22 | 2023-02-22 | -2.13% | +0.60% | -6.00% | -14.54% | -21.89% |
| FY2021 | 2022-02-23 | 2022-02-23 | -0.31% | +4.05% | +0.33% | -3.56% | +24.65% |
| FY2017 | 2018-02-20 | 2018-02-20 | +2.07% | +3.28% | +3.59% | +4.31% | -37.43% |
| FY2016 | 2017-02-21 | 2017-02-21 | -7.02% | -4.80% | -5.12% | -13.17% | -22.85% |
| FY2012 | 2013-02-19 | 2013-02-19 | -2.50% | -3.97% | +2.47% | -1.37% | -4.41% |
| FY2011 | 2012-02-28 | 2012-02-28 | -2.22% | -3.40% | -0.96% | +3.88% | +16.70% |
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.