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positive_eps_streak on TYSON FOODS, INC. (TSN)
SIC 2015 — Poultry Slaughtering and Processing · CIK 100493 · 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 TSN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-11-14 | 2022-11-14 | -0.76% | +2.96% | +0.34% | -6.17% | -22.96% |
| FY2021 | 2021-11-15 | 2021-11-15 | -0.63% | -1.17% | +2.53% | +17.03% | -21.83% |
| FY2020 | 2021-02-11 | 2021-02-11 | +0.34% | +3.34% | +16.32% | +21.42% | +53.36% |
| FY2019 | 2019-11-12 | 2019-11-12 | -0.01% | +1.87% | +0.03% | -7.78% | -29.58% |
| FY2018 | 2018-11-13 | 2018-11-13 | +1.01% | +1.12% | -2.95% | +6.22% | +58.72% |
| FY2017 | 2017-11-13 | 2017-11-13 | +0.64% | +4.46% | +9.77% | -0.59% | -21.75% |
| FY2016 | 2016-11-21 | 2016-11-21 | +2.36% | +2.76% | +7.88% | +13.74% | +39.32% |
| FY2015 | 2015-11-23 | 2015-11-23 | +2.08% | +5.64% | +11.77% | +33.69% | +23.78% |
| FY2014 | 2014-11-17 | 2014-11-17 | -0.88% | -4.14% | -7.77% | -5.19% | +3.09% |
| FY2013 | 2013-11-18 | 2013-11-18 | +4.62% | +7.34% | +12.98% | +28.55% | +46.15% |
| FY2012 | 2012-11-19 | 2012-11-19 | +1.87% | +2.08% | +6.55% | +29.27% | +66.72% |
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.