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positive_eps_streak on HORMEL FOODS CORP /DE/ (HRL)

SIC 2011 — Meat Packing Plants · CIK 48465 · 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 HRL

FYFiling dateEvent date1d5d20d60d252d
FY20252025-12-052025-12-05-2.01%-1.19%-6.12%+0.65%
FY20242024-12-052024-12-05-1.19%+0.55%-6.63%-10.89%-25.06%
FY20232023-12-062023-12-06-0.16%+2.51%+0.82%+7.60%+5.45%
FY20222022-12-062022-12-06+1.67%-0.38%-1.69%-12.96%-30.06%
FY20212021-12-102021-12-10+2.78%+4.72%+8.37%+9.07%+4.77%
FY20202020-12-042020-12-04-0.49%-0.38%-3.36%-0.35%-7.21%
FY20192019-12-062019-12-06+0.04%-0.97%-1.76%-2.89%+6.07%
FY20182018-12-072018-12-07-0.18%+0.52%-4.58%-1.55%+4.39%
FY20172017-12-202017-12-20-0.38%-0.03%-4.06%-7.69%+18.78%
FY20162016-12-212016-12-21+1.12%+1.38%+4.62%-0.32%+6.93%
FY20152015-12-162015-12-16-0.44%-0.11%-4.31%+10.83%-12.36%
FY20142014-12-172014-12-17+2.28%+4.34%+1.72%+9.21%+59.02%
FY20132013-12-182013-12-18+0.29%-0.04%+2.67%+6.43%+17.95%
FY20122012-12-192012-12-19+0.06%-1.95%+11.27%+26.80%+46.06%
FY20112011-12-212011-12-21+0.03%+0.55%+1.06%-0.69%+8.31%

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/48465/financials