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positive_eps_streak on BAXTER INTERNATIONAL INC (BAX)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 10456 · 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 BAX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-23 | 2022-02-23 | -0.95% | -0.27% | -9.82% | -15.05% | -52.00% |
| FY2020 | 2021-02-11 | 2021-02-11 | +1.12% | +0.74% | +0.44% | +11.43% | +14.28% |
| FY2019 | 2020-03-17 | 2020-03-17 | +5.07% | -8.20% | +7.92% | +4.08% | +0.17% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.88% | +1.20% | +6.24% | +2.89% | +26.51% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.14% | -2.81% | -5.73% | +5.72% | +10.72% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.20% | +1.01% | +2.84% | +13.83% | +37.07% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.20% | +0.36% | +2.96% | +8.61% | +29.41% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.70% | +0.79% | -0.18% | -1.13% | +8.02% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.27% | +0.30% | -1.58% | +8.52% | +1.90% |
| FY2012 | 2013-02-21 | 2013-02-21 | +0.87% | +1.78% | +6.16% | +10.52% | +7.27% |
| FY2011 | 2012-02-23 | 2012-02-23 | +1.86% | +3.02% | +5.30% | -8.44% | +21.23% |
| FY2010 | 2011-02-23 | 2011-02-23 | -0.08% | +0.52% | +1.95% | +17.12% | +12.01% |
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.