← positive_eps_streak (all companies) · PEP (all signals) · all methodology
positive_eps_streak on PEPSICO INC (PEP)
SIC 2080 — Beverages · CIK 77476 · 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 PEP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-03 | 2026-02-03 | +2.04% | +2.53% | +0.66% | — | — |
| FY2024 | 2025-02-04 | 2025-02-04 | +1.51% | +1.50% | +7.24% | -6.10% | +21.42% |
| FY2023 | 2024-02-09 | 2024-02-09 | +1.75% | -0.81% | -1.00% | +6.98% | -11.37% |
| FY2022 | 2023-02-09 | 2023-02-09 | +1.98% | +1.58% | +0.24% | +12.66% | +1.58% |
| FY2021 | 2022-02-10 | 2022-02-10 | +0.12% | -0.96% | -8.09% | +2.65% | +8.41% |
| FY2020 | 2021-02-11 | 2021-02-11 | -0.81% | -1.82% | -0.64% | +9.57% | +28.39% |
| FY2019 | 2020-02-13 | 2020-02-13 | +0.36% | -0.42% | -12.40% | -7.63% | -5.94% |
| FY2018 | 2019-02-15 | 2019-02-15 | +0.02% | +0.13% | +1.99% | +10.81% | +29.34% |
| FY2017 | 2018-02-13 | 2018-02-13 | -2.70% | -3.69% | +1.16% | -12.62% | +3.73% |
| FY2016 | 2017-02-15 | 2017-02-15 | +1.30% | +2.63% | +4.85% | +6.52% | +6.88% |
| FY2015 | 2016-02-11 | 2016-02-11 | +1.64% | +2.77% | +5.30% | +9.42% | +12.72% |
| FY2014 | 2015-02-12 | 2015-02-12 | -1.14% | -1.21% | -5.30% | -3.27% | +1.09% |
| FY2013 | 2014-02-14 | 2014-02-14 | +0.12% | +1.01% | +5.81% | +12.49% | +29.55% |
| FY2012 | 2013-02-21 | 2013-02-21 | +0.28% | +1.26% | +1.77% | +11.99% | +6.74% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.00% | -0.02% | +4.74% | +8.40% | +24.33% |
| FY2010 | 2011-02-18 | 2011-02-18 | -0.41% | +0.02% | +1.86% | +13.00% | +2.71% |
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.