← positive_eps_streak (all companies) · UNFI (all signals) · all methodology
positive_eps_streak on UNITED NATURAL FOODS INC (UNFI)
SIC 5141 — Wholesale-Groceries, General Line · CIK 1020859 · 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 UNFI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-09-26 | 2023-09-26 | +6.99% | -3.50% | +8.45% | +19.74% | +21.85% |
| FY2018 | 2018-09-24 | 2018-09-24 | -3.05% | -6.85% | -23.05% | -69.38% | -61.62% |
| FY2017 | 2017-09-26 | 2017-09-26 | -4.08% | -8.45% | -10.99% | +12.39% | -30.57% |
| FY2016 | 2016-09-28 | 2016-09-28 | -0.41% | +2.74% | +6.91% | +23.22% | +5.72% |
| FY2015 | 2015-09-30 | 2015-09-30 | -2.80% | +9.65% | +6.60% | -14.97% | -19.17% |
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.