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positive_eps_streak on Anika Therapeutics, Inc. (ANIK)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 898437 · 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 ANIK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-06 | 2020-03-06 | -9.37% | -22.87% | -32.79% | -15.87% | -21.54% |
| FY2018 | 2019-02-27 | 2019-02-27 | -1.69% | -5.78% | -10.79% | +12.32% | +23.89% |
| FY2017 | 2018-02-27 | 2018-02-27 | -4.00% | -4.28% | -9.22% | -27.15% | -39.82% |
| FY2016 | 2017-02-24 | 2017-02-24 | -2.53% | -7.18% | -14.87% | -5.91% | +7.16% |
| FY2015 | 2016-03-10 | 2016-03-10 | +1.66% | +0.07% | +2.60% | +9.23% | +1.59% |
| FY2014 | 2015-03-13 | 2015-03-13 | +0.96% | +2.74% | +3.14% | -16.65% | +11.27% |
| FY2013 | 2014-03-13 | 2014-03-13 | +3.06% | +4.89% | -4.42% | +18.77% | -3.38% |
| FY2012 | 2013-03-14 | 2013-03-14 | -3.34% | +1.28% | -3.98% | +10.02% | +201.35% |
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.