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positive_eps_streak on US Foods Holding Corp. (USFD)
SIC 5140 — Wholesale-Groceries & Related Products · CIK 1665918 · 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 USFD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | -2.01% | -5.17% | -7.21% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | +0.20% | -1.42% | -7.90% | +3.42% | +36.56% |
| FY2023 | 2024-02-15 | 2024-02-15 | +2.08% | +5.13% | +11.20% | +12.46% | +47.46% |
| FY2019 | 2020-02-13 | 2020-02-13 | +0.15% | -1.83% | -51.34% | -54.23% | -8.78% |
| FY2018 | 2019-02-14 | 2019-02-14 | +0.00% | +0.23% | -1.56% | +7.93% | +14.70% |
| FY2017 | 2018-02-27 | 2018-02-27 | +0.63% | +2.77% | +0.33% | +6.24% | +6.21% |
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.