← positive_eps_streak (all companies) · MO (all signals) · all methodology
positive_eps_streak on ALTRIA GROUP, INC. (MO)
SIC 2111 — Cigarettes · CIK 764180 · 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 MO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | -0.33% | -2.27% | -6.96% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +0.42% | +2.01% | +7.18% | +10.06% | +34.89% |
| FY2023 | 2024-02-27 | 2024-02-27 | +0.22% | -2.35% | +7.78% | +15.78% | +48.28% |
| FY2022 | 2023-02-27 | 2023-02-27 | -0.24% | +1.40% | -2.81% | -1.41% | -3.89% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.42% | +1.50% | +11.02% | +2.85% | -13.70% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.64% | +1.20% | -4.11% | -11.75% | -13.74% |
| FY2016 | 2017-02-27 | 2017-02-27 | +0.44% | +1.33% | -1.07% | -2.52% | -11.08% |
| FY2015 | 2016-02-25 | 2016-02-25 | -1.35% | -0.24% | -1.52% | +1.84% | +23.70% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.81% | +0.27% | -8.96% | -6.26% | +16.83% |
| FY2013 | 2014-02-26 | 2014-02-26 | +1.21% | +4.26% | +6.50% | +16.30% | +65.84% |
| FY2012 | 2013-02-27 | 2013-02-27 | -1.53% | +0.18% | +2.32% | +9.60% | +10.83% |
| FY2011 | 2012-02-16 | 2012-02-16 | +0.37% | +1.52% | +3.05% | +8.74% | +24.46% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.72% | +1.52% | +5.09% | +13.35% | +27.64% |
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.