← positive_eps_streak (all companies) · SFM (all signals) · all methodology
positive_eps_streak on Sprouts Farmers Market, Inc. (SFM)
SIC 5411 — Retail-Grocery Stores · CIK 1575515 · 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 SFM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -0.55% | +11.63% | +24.57% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -15.59% | -15.86% | -17.69% | -0.66% | -57.89% |
| FY2023 | 2024-02-22 | 2024-02-22 | +10.92% | +16.15% | +15.92% | +46.15% | +169.29% |
| FY2022 | 2023-03-02 | 2023-03-02 | -2.01% | -3.68% | -0.89% | +3.28% | +82.70% |
| FY2021 | 2022-02-24 | 2022-02-24 | +5.00% | +13.09% | +17.55% | -15.43% | +11.26% |
| FY2020 | 2021-02-25 | 2021-02-25 | +2.88% | +17.35% | +28.17% | +25.73% | +35.48% |
| FY2019 | 2020-02-20 | 2020-02-20 | +12.09% | +2.49% | +9.78% | +54.89% | +36.32% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.82% | +0.13% | -3.35% | -9.92% | -22.76% |
| FY2017 | 2018-02-22 | 2018-02-22 | -1.65% | +1.25% | -6.47% | -14.58% | -7.13% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.25% | -3.76% | +19.03% | +25.82% | +31.16% |
| FY2015 | 2016-02-25 | 2016-02-25 | +1.71% | +4.52% | +5.72% | -9.70% | -29.38% |
| FY2014 | 2015-02-26 | 2015-02-26 | +2.22% | -2.28% | -8.11% | -15.41% | -22.52% |
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.