← positive_eps_streak (all companies) · BIO (all signals) · all methodology
positive_eps_streak on BIO-RAD LABORATORIES, INC. (BIO)
SIC 3826 — Laboratory Analytical Instruments · CIK 12208 · 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 BIO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-11 | 2022-02-11 | -1.40% | -7.31% | -14.09% | -22.17% | -26.56% |
| FY2020 | 2021-02-16 | 2021-02-16 | +0.94% | -8.49% | -13.67% | -10.12% | -4.41% |
| FY2019 | 2020-03-02 | 2020-03-02 | +0.28% | -4.77% | -5.38% | +27.58% | +60.24% |
| FY2018 | 2019-04-01 | 2019-04-01 | +0.57% | +0.79% | -2.10% | -1.42% | +14.04% |
| FY2017 | 2018-04-16 | 2018-04-16 | +0.97% | -0.25% | +9.45% | +14.24% | +15.00% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.31% | +0.06% | +1.29% | +12.95% | +35.10% |
| FY2015 | 2016-02-29 | 2016-02-29 | +2.58% | +2.86% | +1.84% | +9.96% | +44.56% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.51% | +1.43% | +2.01% | +8.70% | +4.27% |
| FY2013 | 2014-03-18 | 2014-03-18 | +0.49% | -1.61% | -6.49% | -5.58% | +6.38% |
| FY2012 | 2013-03-18 | 2013-03-18 | +1.07% | +0.52% | +1.16% | -8.71% | +5.10% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.92% | +0.41% | +1.01% | +0.10% | +19.61% |
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.