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positive_eps_streak on KROGER CO (KR)

SIC 5411 — Retail-Grocery Stores · CIK 56873 · 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 KR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-312026-03-31-2.52%-1.93%
FY20242025-04-012025-04-01-1.28%-2.60%+5.97%+5.32%+8.35%
FY20232024-04-022024-04-02-0.10%-4.15%-4.22%-14.16%+25.03%
FY20222023-03-282023-03-28+0.25%+1.10%-2.25%-5.18%+19.64%
FY20212022-03-292022-03-29-0.04%+2.23%-1.44%-13.75%-11.18%
FY20202021-03-302021-03-30-5.49%-2.44%-3.76%+3.32%+50.98%
FY20192020-04-012020-04-01+3.61%+1.70%+3.64%+7.65%+20.36%
FY20182019-04-022019-04-02+0.17%+0.76%+7.66%-9.48%+31.49%
FY20172018-04-182018-04-18-1.63%+4.27%+1.98%+14.70%+6.91%
FY20162017-03-282017-03-28+1.03%+2.24%+2.82%-22.00%-17.07%
FY20152016-03-292016-03-29+0.16%+0.50%-4.29%-9.75%-22.56%
FY20142015-04-012015-04-01+0.47%+0.05%-10.24%-4.52%+0.94%
FY20132014-04-012014-04-01+3.76%+1.58%+5.55%+13.63%+78.23%
FY20122013-04-022013-04-02-2.29%-2.23%+4.85%+5.61%+35.26%
FY20112012-03-272012-03-27-0.41%-2.31%-4.53%-4.67%+36.87%

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/56873/financials