← positive_eps_streak (all companies) · KDP (all signals) · all methodology
positive_eps_streak on Keurig Dr Pepper Inc. (KDP)
SIC 2080 — Beverages · CIK 1418135 · 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 KDP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -2.84% | -4.71% | -15.53% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -3.43% | -3.84% | -3.18% | -3.21% | -10.47% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.59% | -1.51% | -2.60% | +11.91% | +18.17% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.89% | -4.24% | -5.54% | -11.35% | -16.19% |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.50% | +5.35% | +1.66% | -5.18% | -1.41% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.10% | +0.06% | +11.92% | +17.94% | +21.18% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.27% | -4.39% | -12.22% | -3.21% | +10.46% |
| FY2018 | 2019-02-28 | 2019-02-28 | +3.38% | +5.53% | +11.21% | +16.78% | +13.24% |
| FY2017 | 2018-02-14 | 2018-02-14 | +0.52% | -0.09% | +2.05% | +4.38% | +55.33% |
| FY2016 | 2017-02-14 | 2017-02-14 | -0.27% | +1.28% | +3.93% | -1.73% | +26.59% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.63% | +0.67% | -2.39% | +0.32% | +4.77% |
| FY2014 | 2015-02-19 | 2015-02-19 | +0.77% | -0.04% | -2.09% | -0.41% | +18.61% |
| FY2013 | 2014-02-20 | 2014-02-20 | +0.52% | +0.35% | +2.87% | +12.02% | +57.35% |
| FY2012 | 2013-02-21 | 2013-02-21 | +0.78% | +2.47% | +8.04% | +16.69% | +25.65% |
| FY2011 | 2012-02-22 | 2012-02-22 | -0.03% | -2.13% | +0.16% | +5.95% | +13.44% |
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.