← positive_eps_streak (all companies) · KO (all signals) · all methodology
positive_eps_streak on COCA COLA CO (KO)
SIC 2080 — Beverages · CIK 21344 · 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 KO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +0.90% | +2.15% | -5.73% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | +1.87% | +1.19% | +0.26% | +3.56% | +18.41% |
| FY2023 | 2024-02-20 | 2024-02-20 | +0.89% | -0.59% | +0.02% | +4.84% | +21.14% |
| FY2022 | 2023-02-21 | 2023-02-21 | +0.30% | -0.48% | +1.64% | +6.41% | +5.48% |
| FY2021 | 2022-02-22 | 2022-02-22 | -1.11% | -0.50% | -1.63% | -0.98% | -0.66% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.35% | -0.46% | +4.55% | +9.78% | +24.41% |
| FY2019 | 2020-02-24 | 2020-02-24 | -1.42% | -4.65% | -35.40% | -23.39% | -10.88% |
| FY2018 | 2019-02-21 | 2019-02-21 | -1.26% | -1.13% | +0.10% | +8.22% | +35.27% |
| FY2017 | 2018-02-23 | 2018-02-23 | -0.02% | -0.73% | -3.03% | -2.85% | +4.99% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.26% | +1.68% | +1.70% | +6.68% | +8.93% |
| FY2015 | 2016-02-25 | 2016-02-25 | -2.31% | -0.45% | +4.02% | +0.30% | -2.32% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.98% | +1.07% | -3.01% | -1.14% | +8.51% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.34% | +1.05% | +2.78% | +7.44% | +17.15% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.70% | +1.48% | +5.36% | +9.84% | +1.86% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.26% | +0.61% | +3.99% | +7.82% | +13.27% |
| FY2010 | 2011-02-28 | 2011-02-28 | +1.55% | +2.03% | +2.47% | +6.32% | +10.82% |
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.