← positive_eps_streak (all companies) · KHC (all signals) · all methodology
positive_eps_streak on Kraft Heinz Co (KHC)
SIC 2030 — Canned, Frozen & Preservd Fruit, Veg & Food Specialties · CIK 1637459 · 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 KHC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-13 | 2025-02-13 | -1.13% | +6.43% | +4.69% | -2.51% | -13.84% |
| FY2023 | 2024-02-15 | 2024-02-15 | -0.46% | +3.09% | -0.59% | +5.54% | -10.71% |
| FY2022 | 2023-02-16 | 2023-02-16 | +0.55% | -0.43% | -4.41% | +2.05% | -6.40% |
| FY2021 | 2022-02-17 | 2022-02-17 | +1.77% | +5.13% | +0.60% | +17.88% | +9.95% |
| FY2017 | 2018-02-16 | 2018-02-16 | -2.98% | -1.50% | -8.83% | -15.83% | -28.88% |
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.