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positive_eps_streak on Ingredion Inc (INGR)

SIC 2040 — Grain Mill Products · CIK 1046257 · 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 INGR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17-0.04%+1.24%-2.88%
FY20242025-02-202025-02-20+1.36%+3.05%+4.27%+12.10%-5.73%
FY20232024-02-212024-02-21-0.43%+0.99%+1.19%+3.88%+15.98%
FY20222023-02-212023-02-21+0.85%-0.26%+0.05%+11.07%+18.49%
FY20212022-02-222022-02-22+0.33%-1.10%-3.88%+4.77%+17.64%
FY20202021-02-242021-02-24-2.27%-2.30%-3.36%+3.15%-1.20%
FY20192020-02-192020-02-19+0.39%-4.06%-35.71%-16.68%-5.57%
FY20182019-02-252019-02-25+0.16%-1.48%-0.04%-11.71%+1.47%
FY20172018-02-212018-02-21+0.80%+2.85%+2.54%-10.32%-24.55%
FY20162017-02-222017-02-22+1.38%+1.26%+0.42%-3.21%+8.04%
FY20152016-02-192016-02-19+0.64%+0.49%+5.21%+19.11%+20.97%
FY20142015-02-202015-02-20-0.24%-1.05%-4.21%-0.84%+25.42%
FY20132014-02-242014-02-24-0.17%-0.72%+2.98%+13.37%+29.36%
FY20122013-02-282013-02-28+0.59%+2.08%+9.83%+7.35%+1.79%
FY20112012-02-272012-02-27-1.09%+1.20%+0.88%-7.29%+18.63%

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/1046257/financials