← positive_eps_streak (all companies) · SJM (all signals) · all methodology
positive_eps_streak on J M SMUCKER Co (SJM)
SIC 2033 — Canned, Fruits, Veg, Preserves, Jams & Jellies · CIK 91419 · 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 SJM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-06-16 | 2022-06-16 | -0.97% | +4.42% | +5.79% | +13.76% | +26.08% |
| FY2021 | 2021-06-17 | 2021-06-17 | -2.48% | -3.77% | -0.38% | -7.45% | -4.87% |
| FY2020 | 2020-06-19 | 2020-06-19 | +0.01% | -5.44% | -3.33% | +3.99% | +24.01% |
| FY2019 | 2019-06-17 | 2019-06-17 | -1.47% | -0.89% | -5.67% | -10.91% | -8.86% |
| FY2018 | 2018-06-18 | 2018-06-18 | +0.32% | +3.88% | +6.53% | +6.57% | +19.54% |
| FY2017 | 2017-06-19 | 2017-06-19 | -1.44% | -1.69% | -6.19% | -13.22% | -13.48% |
| FY2016 | 2016-06-21 | 2016-06-21 | +0.75% | +0.67% | +4.38% | -5.24% | -14.88% |
| FY2015 | 2015-06-25 | 2015-06-25 | -0.28% | -1.97% | -4.81% | +6.17% | +33.98% |
| FY2014 | 2014-06-23 | 2014-06-23 | -0.35% | -0.13% | -1.55% | -5.97% | +8.24% |
| FY2013 | 2013-06-21 | 2013-06-21 | -0.89% | +2.42% | +8.02% | +8.09% | +8.37% |
| FY2012 | 2012-06-25 | 2012-06-25 | -0.46% | +3.03% | +1.13% | +17.58% | +42.02% |
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.