← positive_eps_streak (all companies) · SYY (all signals) · all methodology
positive_eps_streak on SYSCO CORP (SYY)
SIC 5140 — Wholesale-Groceries & Related Products · CIK 96021 · 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 SYY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-22 | 2025-08-22 | -1.20% | +0.22% | +1.35% | -5.82% | — |
| FY2024 | 2024-08-28 | 2024-08-28 | +1.12% | +3.01% | +1.68% | -1.41% | +7.96% |
| FY2023 | 2023-08-25 | 2023-08-25 | +0.75% | +0.76% | -1.39% | +2.96% | +12.33% |
| FY2022 | 2022-08-26 | 2022-08-26 | -0.66% | -3.41% | -11.97% | +2.58% | -13.50% |
| FY2021 | 2021-08-30 | 2021-08-30 | +0.84% | -2.34% | +2.16% | -2.57% | +7.02% |
| FY2020 | 2020-08-26 | 2020-08-26 | +4.40% | +5.81% | +7.06% | +26.11% | +40.89% |
| FY2011 | 2011-08-30 | 2011-08-30 | +0.32% | -1.94% | -5.78% | -2.42% | +13.15% |
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.