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positive_eps_streak on BRUKER CORP (BRKR)

SIC 3826 — Laboratory Analytical Instruments · CIK 1109354 · 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 BRKR

FYFiling dateEvent date1d5d20d60d252d
FY20242025-03-032025-03-03-0.68%+1.41%-10.60%-20.82%-17.22%
FY20232024-02-292024-02-29+2.07%+6.53%+8.55%-10.73%-46.23%
FY20222023-03-012023-03-01+9.15%+9.66%+14.62%+4.98%+31.31%
FY20212022-02-282022-02-28-1.01%-9.88%-7.25%-15.15%-3.83%
FY20202021-03-012021-03-01-0.30%-6.00%+1.87%+11.80%+12.90%
FY20192020-03-272020-03-27+4.56%-8.65%+4.96%+10.08%+73.18%
FY20182019-03-012019-03-01-0.77%-3.57%-1.28%+9.78%+17.42%
FY20172018-03-162018-03-16-0.23%-3.03%+1.27%+7.73%+31.25%
FY20162017-03-012017-03-01-1.38%-4.30%-7.35%+9.70%+20.87%
FY20152016-02-292016-02-29+4.66%+11.63%+7.90%+3.12%-6.43%
FY20142015-02-272015-02-27-0.16%-1.10%-3.84%+3.84%+36.52%
FY20132014-02-272014-02-27-0.61%+3.71%-1.88%-9.62%-16.83%
FY20122013-02-282013-02-28+2.11%+6.10%+8.89%-2.45%+29.65%

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/1109354/financials