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positive_eps_streak on Performance Food Group Co (PFGC)

SIC 5141 — Wholesale-Groceries, General Line · CIK 1618673 · 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 PFGC

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-132025-08-13-0.51%-0.18%+4.92%-6.22%
FY20242024-08-142024-08-14+1.20%+2.87%+1.05%+18.10%+36.71%
FY20232023-08-162023-08-16+0.06%-1.64%-4.48%-4.10%+17.21%
FY20192019-08-162019-08-16+1.64%+0.70%+0.33%-1.97%-25.64%
FY20182018-08-162018-08-16-0.30%+0.89%-4.00%-3.32%+37.33%
FY20172017-08-252017-08-25+0.74%+3.90%+4.64%+8.35%+25.79%

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/1618673/financials