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positive_eps_streak on DANAHER CORP /DE/ (DHR)

SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 313616 · 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 DHR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+0.16%-2.48%-9.13%
FY20242025-02-202025-02-20+1.10%-1.08%+1.11%-5.55%+2.07%
FY20232024-02-212024-02-21+0.83%+2.02%+0.41%+5.78%-15.40%
FY20222023-02-222023-02-22+0.96%-1.90%-1.52%-9.37%+15.00%
FY20212022-02-232022-02-23+3.49%+4.62%+9.02%-4.90%-4.70%
FY20202021-02-252021-02-25+0.19%-2.21%-0.16%+15.30%+24.23%
FY20192020-02-212020-02-21-3.13%-10.69%-23.52%+0.36%+39.88%
FY20182019-02-212019-02-21+0.93%+12.98%+17.66%+16.76%+44.68%
FY20172018-02-212018-02-21+0.01%+0.44%+2.53%+3.69%+17.31%
FY20162017-02-222017-02-22+0.39%+2.90%+1.79%-3.40%+15.55%
FY20152016-02-242016-02-24+1.22%+3.77%+8.95%+12.54%+101.61%
FY20142015-02-252015-02-25+0.68%-1.27%-3.14%-0.21%+1.82%
FY20132014-02-212014-02-21+0.54%+0.45%-1.12%-0.30%+14.64%
FY20122013-02-222013-02-22-2.55%+0.18%+0.34%+4.29%+24.76%
FY20112012-02-242012-02-24-0.24%+0.06%+1.97%-1.16%+15.07%
FY20102011-02-242011-02-24+1.51%+2.67%+3.68%+9.89%+7.35%

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)

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/313616/financials