← positive_eps_streak (all companies) · STZ (all signals) · all methodology
positive_eps_streak on CONSTELLATION BRANDS, INC. (STZ)
SIC 2080 — Beverages · CIK 16918 · 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 STZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-04-21 | 2020-04-21 | +1.44% | +9.42% | +10.89% | +18.99% | +60.20% |
| FY2018 | 2019-04-23 | 2019-04-23 | +1.28% | +2.02% | -0.84% | -2.00% | -24.05% |
| FY2017 | 2018-04-23 | 2018-04-23 | -0.89% | +2.13% | -3.59% | -5.77% | -6.57% |
| FY2016 | 2017-04-27 | 2017-04-27 | +0.87% | +3.59% | +5.62% | +14.91% | +38.36% |
| FY2015 | 2016-04-25 | 2016-04-25 | -0.38% | +0.59% | -1.38% | +6.32% | +11.13% |
| FY2014 | 2015-04-28 | 2015-04-28 | -0.73% | -0.92% | +1.23% | +0.64% | +35.04% |
| FY2013 | 2014-04-29 | 2014-04-29 | +0.11% | +1.14% | +4.26% | +9.40% | +45.78% |
| FY2012 | 2013-04-29 | 2013-04-29 | +3.35% | +5.19% | +11.98% | +6.60% | +67.02% |
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.