← positive_eps_streak (all companies) · PG (all signals) · all methodology
positive_eps_streak on PROCTER & GAMBLE Co (PG)
SIC 2840 — Soap, Detergents, Cleang Preparations, Perfumes, Cosmetics · CIK 80424 · 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 PG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-04 | 2025-08-04 | -0.17% | +2.80% | +4.80% | +1.11% | — |
| FY2024 | 2024-08-05 | 2024-08-05 | +0.02% | -0.74% | +3.84% | +0.06% | -6.36% |
| FY2023 | 2023-08-04 | 2023-08-04 | +1.06% | +1.12% | -0.50% | -3.27% | +10.99% |
| FY2022 | 2022-08-05 | 2022-08-05 | +0.38% | +1.35% | -5.22% | -6.28% | +11.39% |
| FY2021 | 2021-08-06 | 2021-08-06 | +0.54% | +1.58% | +1.87% | +1.50% | +5.19% |
| FY2020 | 2020-08-10 | 2020-08-10 | -0.65% | +1.04% | +1.37% | +5.89% | +8.69% |
| FY2019 | 2019-08-06 | 2019-08-06 | +1.09% | +2.60% | +7.81% | +10.03% | +19.75% |
| FY2018 | 2018-08-07 | 2018-08-07 | -0.35% | -1.61% | +0.79% | +8.26% | +46.46% |
| FY2017 | 2017-08-07 | 2017-08-07 | +0.15% | +0.23% | +1.40% | -4.87% | -6.56% |
| FY2016 | 2016-08-09 | 2016-08-09 | +0.37% | +0.69% | +2.28% | +1.65% | +10.26% |
| FY2015 | 2015-08-07 | 2015-08-07 | +1.19% | +0.19% | -8.90% | +2.40% | +17.50% |
| FY2014 | 2014-08-08 | 2014-08-08 | +0.65% | +1.03% | +2.93% | +8.77% | -2.68% |
| FY2013 | 2013-08-08 | 2013-08-08 | -0.65% | -2.06% | -6.11% | -0.47% | +1.64% |
| FY2012 | 2012-08-08 | 2012-08-08 | +0.01% | -0.12% | +2.28% | +3.77% | +26.19% |
| FY2011 | 2011-08-10 | 2011-08-10 | +3.32% | +5.40% | +7.52% | +8.91% | +17.89% |
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.