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positive_eps_streak on INTERNATIONAL FLAVORS & FRAGRANCES INC (IFF)
SIC 2860 — Industrial Organic Chemicals · CIK 51253 · 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 IFF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-28 | 2022-02-28 | -3.45% | -12.68% | -1.37% | -2.74% | -29.06% |
| FY2020 | 2021-02-22 | 2021-02-22 | -1.17% | -1.00% | -2.32% | +1.61% | -1.94% |
| FY2019 | 2020-03-03 | 2020-03-03 | +4.45% | -3.06% | -15.92% | +10.62% | +10.64% |
| FY2018 | 2019-02-26 | 2019-02-26 | +1.07% | +0.72% | +0.04% | +8.48% | +0.23% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.93% | -2.07% | -4.54% | -11.77% | -8.62% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.11% | -1.44% | +5.15% | +10.22% | +14.50% |
| FY2015 | 2016-03-01 | 2016-03-01 | -0.75% | +0.52% | +7.99% | +21.58% | +21.52% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.88% | -1.69% | -3.10% | -2.84% | -11.56% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.74% | +4.66% | +2.23% | +7.42% | +35.20% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.63% | +2.50% | +6.22% | +14.21% | +32.68% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.99% | -3.75% | +2.33% | -0.63% | +30.05% |
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.