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positive_eps_streak on SANFILIPPO JOHN B & SON INC (JBSS)

SIC 2060 — Sugar & Confectionery Products · CIK 880117 · 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 JBSS

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-202025-08-20+1.91%+4.66%+2.97%+8.18%
FY20242024-08-212024-08-21-7.62%-7.64%-5.84%-17.42%-32.80%
FY20232023-08-232023-08-23+1.55%-0.20%-2.46%-7.45%-4.26%
FY20222022-08-242022-08-24+13.74%+11.95%+7.57%+15.37%+43.94%
FY20212021-08-182021-08-18-1.98%-2.23%-8.14%-0.82%-14.28%
FY20202020-08-192020-08-19-9.40%-10.61%-16.34%-15.70%+1.57%
FY20192019-08-212019-08-21+9.67%+15.35%+17.31%+24.43%+7.92%
FY20182018-08-222018-08-22-7.65%-9.79%-7.68%-19.08%+13.39%
FY20172017-08-232017-08-23+2.89%-0.08%+2.37%-4.07%+20.60%
FY20142014-08-272014-08-27-1.98%+2.43%+3.68%+24.94%+76.90%
FY20132013-08-282013-08-28+2.80%+7.17%+12.83%+24.52%+54.55%

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/880117/financials