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positive_eps_streak on AbbVie Inc. (ABBV)
SIC 2834 — Pharmaceutical Preparations · CIK 1551152 · 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 ABBV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +2.08% | +3.23% | -8.78% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +1.75% | +5.81% | +11.20% | -1.62% | +22.57% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.35% | +1.84% | +2.22% | -5.93% | +19.17% |
| FY2022 | 2023-02-17 | 2023-02-17 | +0.46% | +1.96% | +3.18% | -4.43% | +20.43% |
| FY2021 | 2022-02-18 | 2022-02-18 | +1.06% | +2.60% | +11.12% | +8.38% | +8.59% |
| FY2020 | 2021-02-19 | 2021-02-19 | +1.95% | +2.60% | -1.51% | +12.67% | +44.49% |
| FY2019 | 2020-02-21 | 2020-02-21 | -1.92% | -9.74% | -27.53% | -2.24% | +18.77% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.21% | -1.66% | +0.60% | +3.55% | +13.79% |
| FY2017 | 2018-02-16 | 2018-02-16 | -0.52% | +2.48% | -5.54% | -11.25% | -29.57% |
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.