← positive_eps_streak (all companies) · POST (all signals) · all methodology
positive_eps_streak on Post Holdings, Inc. (POST)
SIC 2040 — Grain Mill Products · CIK 1530950 · 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 POST
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-11-15 | 2024-11-15 | +2.25% | +9.10% | +9.67% | +5.02% | +0.76% |
| FY2023 | 2023-11-17 | 2023-11-17 | +2.33% | +3.52% | +4.79% | +25.33% | +30.99% |
| FY2022 | 2022-11-17 | 2022-11-17 | -0.74% | +3.69% | +1.34% | +0.44% | -3.84% |
| FY2021 | 2021-11-19 | 2021-11-19 | +2.46% | -0.68% | +3.30% | +7.32% | +39.44% |
| FY2020 | 2020-11-20 | 2020-11-20 | -0.36% | +4.34% | +8.52% | +7.92% | +14.68% |
| FY2019 | 2019-11-22 | 2019-11-22 | +5.49% | +5.05% | +8.17% | +5.11% | -9.72% |
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.