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positive_eps_streak on Emergent BioSolutions Inc. (EBS)
SIC 2834 — Pharmaceutical Preparations · CIK 1367644 · 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 EBS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-25 | 2022-02-25 | +4.39% | +4.92% | +11.50% | -7.49% | -68.77% |
| FY2020 | 2021-02-19 | 2021-02-19 | -5.14% | -6.83% | -11.70% | -41.49% | -58.79% |
| FY2019 | 2020-02-25 | 2020-02-25 | -2.49% | -6.43% | -6.66% | +47.87% | +64.91% |
| FY2018 | 2019-02-22 | 2019-02-22 | -3.66% | -6.03% | -23.69% | -31.63% | -2.98% |
| FY2017 | 2018-02-23 | 2018-02-23 | +3.05% | +3.11% | +9.92% | +7.12% | +20.37% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.12% | -2.04% | -8.09% | -3.54% | +58.38% |
| FY2015 | 2016-02-29 | 2016-02-29 | +3.81% | +5.17% | +5.00% | +25.13% | -7.24% |
| FY2014 | 2015-03-09 | 2015-03-09 | -0.03% | +2.24% | -0.62% | +10.48% | +19.31% |
| FY2013 | 2014-03-10 | 2014-03-10 | -3.35% | -3.77% | -13.63% | -23.64% | +3.20% |
| FY2012 | 2013-03-08 | 2013-03-08 | -5.29% | -3.36% | -14.78% | -8.33% | +81.34% |
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.