← positive_eps_streak (all companies) · DGX (all signals) · all methodology
positive_eps_streak on QUEST DIAGNOSTICS INC (DGX)
SIC 8071 — Services-Medical Laboratories · CIK 1022079 · 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 DGX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.38% | -3.37% | -6.13% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | +0.06% | -0.34% | -3.30% | +3.89% | +22.74% |
| FY2023 | 2024-02-22 | 2024-02-22 | +1.39% | -0.36% | +2.78% | +15.82% | +42.90% |
| FY2022 | 2023-02-21 | 2023-02-21 | +0.14% | -3.64% | -5.34% | -7.50% | -10.84% |
| FY2021 | 2022-02-28 | 2022-02-28 | +0.50% | +3.68% | +10.38% | +7.25% | +7.99% |
| FY2020 | 2021-02-22 | 2021-02-22 | +1.10% | +0.31% | +8.35% | +13.26% | +15.12% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.27% | -1.66% | -29.71% | -0.80% | +8.00% |
| FY2018 | 2019-02-21 | 2019-02-21 | -0.01% | -1.43% | +2.06% | +11.38% | +31.59% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.45% | -1.13% | -2.75% | +0.51% | -13.50% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.01% | +2.93% | +3.11% | +11.02% | +7.41% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.03% | +3.12% | +4.73% | +13.84% | +47.95% |
| FY2014 | 2015-02-24 | 2015-02-24 | +0.95% | +0.51% | +9.36% | +6.27% | -4.35% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.26% | +0.47% | +4.23% | +8.59% | +37.84% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.00% | +0.30% | +0.41% | +10.92% | -4.10% |
| FY2011 | 2012-02-16 | 2012-02-16 | -0.42% | -0.50% | +3.96% | -1.36% | +0.15% |
| FY2010 | 2011-02-16 | 2011-02-16 | +0.05% | -1.52% | -5.33% | +0.44% | +1.35% |
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.