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positive_eps_streak on GENERAL MILLS INC (GIS)
SIC 2040 — Grain Mill Products · CIK 40704 · 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 GIS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-06-26 | 2025-06-26 | +0.30% | +5.52% | +2.61% | +0.60% | — |
| FY2024 | 2024-06-26 | 2024-06-26 | -0.72% | -1.70% | +3.58% | +17.24% | -16.11% |
| FY2023 | 2023-06-28 | 2023-06-28 | -0.55% | -0.38% | -1.48% | -14.85% | -14.62% |
| FY2022 | 2022-06-30 | 2022-06-30 | +0.45% | +0.83% | -0.17% | +5.00% | +4.97% |
| FY2021 | 2021-06-30 | 2021-06-30 | -1.17% | -1.25% | -2.49% | +0.21% | +27.80% |
| FY2020 | 2020-07-02 | 2020-07-02 | +1.15% | +4.18% | +3.72% | -1.81% | +1.25% |
| FY2019 | 2019-06-28 | 2019-06-28 | +1.54% | +2.91% | +3.18% | +4.10% | +19.92% |
| FY2018 | 2018-06-29 | 2018-06-29 | -1.85% | +1.21% | +4.89% | +0.00% | +26.39% |
| FY2017 | 2017-06-29 | 2017-06-29 | +0.78% | -1.56% | +1.56% | -4.05% | -16.41% |
| FY2016 | 2016-06-30 | 2016-06-30 | +0.87% | +2.28% | +1.47% | -9.81% | -19.93% |
| FY2015 | 2015-07-06 | 2015-07-06 | +2.30% | +2.42% | +4.93% | -1.07% | +31.38% |
| FY2014 | 2014-07-03 | 2014-07-03 | +0.70% | +0.51% | -3.25% | -3.82% | +10.09% |
| FY2013 | 2013-07-03 | 2013-07-03 | +0.16% | +5.06% | +8.56% | -1.01% | +11.82% |
| FY2012 | 2012-07-03 | 2012-07-03 | +0.05% | +1.14% | -0.67% | +3.10% | +31.40% |
| FY2011 | 2011-07-08 | 2011-07-08 | +0.14% | +2.55% | -0.90% | +3.12% | +7.86% |
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.