← positive_eps_streak (all companies) · FIZZ (all signals) · all methodology

positive_eps_streak on NATIONAL BEVERAGE CORP (FIZZ)

SIC 2086 — Bottled & Canned Soft Drinks & Carbonated Waters · CIK 69891 · 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 FIZZ

FYFiling dateEvent date1d5d20d60d252d
FY20252025-07-022025-07-02+4.59%+0.29%+2.16%-17.30%
FY20242024-06-262024-06-26+15.03%+17.02%+12.01%+4.99%-1.99%
FY20232023-06-282023-06-28+0.98%+4.75%+9.98%-2.93%+13.93%
FY20222022-06-292022-06-29+2.00%+5.77%+9.80%-15.46%+0.77%
FY20212021-06-302021-06-30-2.90%-3.87%-0.57%+10.01%+10.03%
FY20202020-07-012020-07-01+0.87%+3.47%+9.85%+10.54%+54.05%
FY20192019-06-262019-06-26+4.36%+7.91%-3.29%+6.68%+45.86%
FY20182018-06-272018-06-27+5.53%+8.99%+6.82%+13.22%-53.99%
FY20172017-07-132017-07-13+4.74%+12.64%+10.82%+13.56%+9.50%
FY20162016-07-142016-07-14+2.79%+1.53%-6.61%-23.64%+76.65%
FY20152015-07-162015-07-16-1.77%-1.90%+4.54%+40.20%+152.79%
FY20142014-07-172014-07-17+4.34%+1.75%+5.41%+24.06%+34.08%
FY20132013-07-112013-07-11-2.79%+0.89%-2.06%-0.11%+4.97%

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/69891/financials