← positive_eps_streak (all companies) · SPH (all signals) · all methodology
positive_eps_streak on SUBURBAN PROPANE PARTNERS LP (SPH)
SIC 5900 — Retail-Miscellaneous Retail · CIK 1005210 · 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 SPH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-26 | 2025-11-26 | +1.24% | -0.36% | -2.59% | +6.48% | — |
| FY2024 | 2024-11-27 | 2024-11-27 | +2.58% | -1.03% | -10.65% | +8.55% | +4.99% |
| FY2023 | 2023-11-22 | 2023-11-22 | +0.41% | +0.18% | +18.52% | +23.07% | +16.86% |
| FY2022 | 2022-11-23 | 2022-11-23 | +2.46% | -0.98% | -6.09% | -3.84% | +14.72% |
| FY2021 | 2021-11-24 | 2021-11-24 | -1.86% | -0.80% | -5.66% | -1.01% | +20.04% |
| FY2020 | 2020-11-25 | 2020-11-25 | +0.50% | -3.14% | -8.54% | -3.96% | +0.35% |
| FY2019 | 2019-11-27 | 2019-11-27 | +0.18% | -2.06% | -1.70% | -6.96% | -20.08% |
| FY2018 | 2018-11-21 | 2018-11-21 | -0.77% | -0.34% | -15.74% | -0.53% | +7.88% |
| FY2017 | 2017-11-22 | 2017-11-22 | -0.46% | +0.08% | -3.52% | +2.34% | +6.41% |
| FY2016 | 2016-11-23 | 2016-11-23 | +0.03% | -7.72% | -1.75% | -13.01% | -10.58% |
| FY2015 | 2015-11-25 | 2015-11-25 | -0.33% | -8.99% | -17.22% | -11.55% | +13.62% |
| FY2014 | 2014-11-26 | 2014-11-26 | -1.01% | +0.04% | -4.69% | -0.44% | -28.42% |
| FY2013 | 2013-11-27 | 2013-11-27 | -0.71% | -3.03% | +1.10% | -3.57% | +5.31% |
| FY2012 | 2012-11-28 | 2012-11-28 | -0.10% | -0.23% | -1.89% | +10.49% | +28.88% |
| FY2011 | 2011-11-23 | 2011-11-23 | -0.50% | +1.06% | +1.12% | -3.22% | -9.20% |
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.