← positive_eps_streak (all companies) · GEF (all signals) · all methodology
positive_eps_streak on GREIF, INC (GEF)
SIC 3412 — Metal Shipping Barrels, Drums, Kegs & Pails · CIK 43920 · 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 GEF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-12-23 | 2024-12-23 | +0.66% | +0.59% | +1.68% | -7.65% | +19.61% |
| FY2023 | 2023-12-18 | 2023-12-18 | +1.81% | +2.16% | -2.44% | -1.68% | -2.73% |
| FY2022 | 2022-12-16 | 2022-12-16 | +0.59% | +2.36% | +2.48% | -10.88% | +2.99% |
| FY2021 | 2021-12-16 | 2021-12-16 | -1.45% | -5.47% | +2.26% | -1.88% | +13.35% |
| FY2020 | 2020-12-17 | 2020-12-17 | -3.07% | -2.93% | +3.26% | +24.06% | +26.65% |
| FY2019 | 2019-12-18 | 2019-12-18 | -0.57% | -2.08% | +1.41% | -33.65% | +12.74% |
| FY2018 | 2018-12-20 | 2018-12-20 | -2.38% | +2.78% | +15.84% | +18.18% | +35.75% |
| FY2017 | 2017-12-20 | 2017-12-20 | -0.63% | -0.96% | -0.94% | -14.62% | -43.40% |
| FY2016 | 2016-12-21 | 2016-12-21 | -3.46% | -4.07% | +0.91% | +3.02% | +16.94% |
| FY2015 | 2015-12-21 | 2015-12-21 | +2.44% | +5.07% | -12.58% | +2.60% | +86.13% |
| FY2014 | 2015-01-21 | 2015-01-21 | +0.20% | -1.67% | +4.24% | -4.61% | -31.48% |
| FY2013 | 2013-12-23 | 2013-12-23 | +0.81% | +1.63% | +2.81% | +0.88% | -3.49% |
| FY2012 | 2012-12-26 | 2012-12-26 | -0.67% | +3.20% | +4.06% | +18.10% | +19.96% |
| FY2011 | 2011-12-16 | 2011-12-16 | -1.63% | +5.36% | +11.46% | +20.50% | +7.09% |
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)
| 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.