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positive_eps_streak on BIOGEN INC. (BIIB)

SIC 2836 — Biological Products, (No Diagnostic Substances) · CIK 875045 · 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 BIIB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-062026-02-06-3.66%-2.32%-6.43%
FY20242025-02-122025-02-12+3.76%+2.74%+4.91%-11.44%+47.28%
FY20232024-02-142024-02-14+1.18%+0.79%-0.51%+0.34%-38.13%
FY20222023-02-152023-02-15-2.67%-2.52%-4.92%+10.98%-21.47%
FY20212022-02-032022-02-03+0.62%-0.06%-4.87%-5.84%+30.94%
FY20202021-02-032021-02-03+1.57%+4.46%+0.12%+1.55%-14.55%
FY20192020-02-062020-02-06+0.43%-0.89%-5.72%-12.07%-21.39%
FY20182019-02-062019-02-06-7.36%-3.51%-5.39%-30.63%+1.20%
FY20172018-02-012018-02-01-0.63%-9.89%-17.06%-20.92%-3.45%
FY20162017-02-022017-02-02+0.17%+2.35%+12.72%+2.57%+30.13%
FY20152016-02-032016-02-03+1.05%-6.74%-0.66%+1.69%-2.29%
FY20142015-02-042015-02-04+2.73%-0.29%+8.82%-1.25%-30.13%
FY20132014-02-062014-02-06+4.83%+9.17%+9.22%-3.64%+33.55%
FY20122013-02-052013-02-05+2.30%+5.14%+9.59%+38.09%+90.60%
FY20112012-02-032012-02-03+0.17%-3.07%-2.84%+8.16%+32.08%
FY20102011-02-042011-02-04-1.03%-0.15%+8.05%+48.63%+85.18%

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/875045/financials