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positive_eps_streak on BECTON DICKINSON & CO (BDX)

SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 10795 · 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 BDX

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-252025-11-25-0.81%-0.98%+0.87%+19.39%
FY20242024-11-272024-11-27-0.04%+0.12%+3.42%+1.46%-12.40%
FY20232023-11-212023-11-21+0.27%-0.20%+1.96%+2.32%-2.98%
FY20222022-11-222022-11-22+0.73%+5.83%+7.93%+2.03%+2.88%
FY20212021-11-242021-11-24+0.26%-1.03%+2.18%+8.44%+1.18%
FY20202020-11-252020-11-25+0.66%+4.85%+9.40%+8.83%+9.21%
FY20192019-11-272019-11-27-0.73%-0.57%+5.10%-5.19%-10.92%
FY20182018-11-212018-11-21-0.01%+3.33%-11.19%+2.66%+4.54%
FY20172017-11-222017-11-22+0.91%+1.77%-2.54%-2.13%+9.35%
FY20162016-11-232016-11-23+1.31%-2.29%-1.09%+8.48%+36.46%
FY20152015-11-252015-11-25+0.78%-0.13%+4.31%-1.34%+15.58%
FY20142014-11-262014-11-26-0.66%-0.41%-0.93%+5.30%+8.94%
FY20132013-11-272013-11-27-0.32%-1.78%+1.81%+6.00%+31.30%
FY20122012-11-212012-11-21+1.18%+0.20%+3.67%+14.53%+45.27%
FY20112011-11-232011-11-23+0.48%+4.76%+4.86%+9.23%+11.68%
FY20102010-11-242010-11-24+0.05%+3.38%+8.89%+2.51%-7.55%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/10795/financials