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positive_eps_streak on MOLSON COORS BEVERAGE CO (TAP)
SIC 2082 — Malt Beverages · CIK 24545 · 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 TAP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-12 | 2020-02-12 | -0.25% | -0.16% | -30.01% | -29.12% | -18.90% |
| FY2018 | 2019-02-12 | 2019-02-12 | +0.83% | +3.72% | +3.05% | -0.76% | -2.73% |
| FY2017 | 2018-02-14 | 2018-02-14 | +1.60% | -2.49% | +1.74% | -24.12% | -22.42% |
| FY2016 | 2017-02-14 | 2017-02-14 | -0.47% | +0.72% | -1.20% | -5.65% | -17.65% |
| FY2015 | 2016-02-11 | 2016-02-11 | +0.61% | +2.30% | +11.08% | +19.10% | +16.69% |
| FY2014 | 2015-02-12 | 2015-02-12 | -1.30% | +3.86% | +2.28% | +2.11% | +16.50% |
| FY2013 | 2014-02-14 | 2014-02-14 | +1.29% | +4.09% | +6.56% | +17.13% | +41.04% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.86% | -1.97% | +6.09% | +14.63% | +26.44% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.36% | -0.44% | +2.78% | -8.14% | +4.73% |
| FY2010 | 2011-02-22 | 2011-02-22 | -0.31% | +0.36% | -1.90% | +2.55% | +0.71% |
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.