← positive_eps_streak (all companies) · SAM (all signals) · all methodology
positive_eps_streak on BOSTON BEER CO INC (SAM)
SIC 2082 — Malt Beverages · CIK 949870 · 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 SAM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -4.26% | -0.52% | -4.78% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +3.02% | +2.01% | -0.15% | +1.90% | -3.72% |
| FY2023 | 2024-02-27 | 2024-02-27 | -15.76% | -19.73% | -16.66% | -27.83% | -34.13% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.58% | -4.64% | -4.78% | -2.36% | +6.09% |
| FY2021 | 2022-02-22 | 2022-02-22 | -3.81% | -0.73% | +6.34% | -11.90% | -12.21% |
| FY2020 | 2021-02-17 | 2021-02-17 | -7.97% | -10.90% | -9.25% | -12.07% | -65.19% |
| FY2019 | 2020-02-19 | 2020-02-19 | -7.62% | -7.28% | -25.01% | +17.48% | +160.34% |
| FY2018 | 2019-02-20 | 2019-02-20 | +14.33% | +13.93% | +11.23% | +28.05% | +47.70% |
| FY2017 | 2018-02-21 | 2018-02-21 | -13.64% | -15.63% | -4.19% | +24.63% | +59.74% |
| FY2016 | 2017-02-22 | 2017-02-22 | -5.36% | -3.63% | -10.52% | -15.94% | +0.03% |
| FY2015 | 2016-02-18 | 2016-02-18 | -1.85% | +4.06% | +3.71% | -18.65% | -10.56% |
| FY2014 | 2015-02-24 | 2015-02-24 | -10.34% | -16.68% | -12.67% | -15.29% | -38.78% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.82% | +3.55% | +4.15% | -6.31% | +18.46% |
| FY2012 | 2013-02-20 | 2013-02-20 | -1.97% | +1.97% | +6.41% | +0.56% | +49.39% |
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.