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positive_eps_streak on BRISTOL MYERS SQUIBB CO (BMY)
SIC 2834 — Pharmaceutical Preparations · CIK 14272 · 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 BMY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-13 | 2024-02-13 | +0.37% | +4.52% | +8.09% | -7.08% | +16.18% |
| FY2019 | 2020-02-24 | 2020-02-24 | -2.86% | -5.67% | -27.47% | -1.16% | -2.06% |
| FY2018 | 2019-02-25 | 2019-02-25 | -0.97% | +4.74% | -6.24% | -5.53% | +26.80% |
| FY2017 | 2018-02-13 | 2018-02-13 | +2.32% | +4.16% | +4.32% | -19.40% | -18.17% |
| FY2016 | 2017-02-21 | 2017-02-21 | +1.04% | +3.52% | +1.70% | +0.05% | +24.74% |
| FY2015 | 2016-02-12 | 2016-02-12 | +3.29% | +5.81% | +6.51% | +19.53% | -11.41% |
| FY2014 | 2015-02-13 | 2015-02-13 | +0.10% | +2.08% | +13.31% | +13.07% | +5.98% |
| FY2013 | 2014-02-14 | 2014-02-14 | +0.48% | -0.11% | +0.64% | -3.34% | +13.64% |
| FY2012 | 2013-02-15 | 2013-02-15 | +0.98% | -0.66% | +6.29% | +16.37% | +53.96% |
| FY2011 | 2012-02-17 | 2012-02-17 | -2.42% | -1.42% | +0.09% | +0.59% | +15.35% |
| FY2010 | 2011-02-18 | 2011-02-18 | -0.43% | +1.26% | +2.00% | +13.80% | +32.48% |
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.