← positive_eps_streak (all companies) · JJSF (all signals) · all methodology
positive_eps_streak on J&J SNACK FOODS CORP (JJSF)
SIC 2052 — Cookies & Crackers · CIK 785956 · 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 JJSF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-26 | 2025-11-26 | -0.10% | -1.34% | -1.97% | -6.42% | — |
| FY2024 | 2024-11-26 | 2024-11-26 | -0.68% | -1.07% | -8.14% | -21.96% | -44.15% |
| FY2023 | 2023-11-28 | 2023-11-28 | -1.01% | +4.14% | +2.63% | -11.90% | +6.64% |
| FY2022 | 2022-11-22 | 2022-11-22 | -0.60% | +1.64% | -3.92% | -10.47% | +6.23% |
| FY2021 | 2021-11-23 | 2021-11-23 | +0.70% | -9.07% | +5.72% | +7.06% | +10.01% |
| FY2020 | 2020-11-25 | 2020-11-25 | -0.14% | -6.34% | +2.27% | +2.10% | -6.11% |
| FY2019 | 2019-11-27 | 2019-11-27 | -0.69% | +0.92% | +0.50% | -7.61% | -16.24% |
| FY2018 | 2018-11-28 | 2018-11-28 | -0.48% | -3.46% | -8.21% | -1.91% | +19.87% |
| FY2017 | 2017-11-28 | 2017-11-28 | +1.89% | +0.61% | +1.80% | -7.38% | +6.51% |
| FY2016 | 2016-11-22 | 2016-11-22 | -0.25% | -2.66% | +5.89% | +5.95% | +18.38% |
| FY2015 | 2015-11-23 | 2015-11-23 | +0.28% | +0.87% | -1.05% | -4.99% | +8.92% |
| FY2014 | 2014-11-25 | 2014-11-25 | +1.47% | +2.49% | +5.55% | -2.11% | +14.70% |
| FY2013 | 2013-11-26 | 2013-11-26 | +1.13% | -1.47% | +4.18% | +7.42% | +25.34% |
| FY2012 | 2012-11-27 | 2012-11-27 | -0.80% | +2.09% | -0.07% | +10.41% | +37.37% |
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.