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positive_eps_streak on ENANTA PHARMACEUTICALS INC (ENTA)
SIC 2834 — Pharmaceutical Preparations · CIK 1177648 · 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 ENTA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-11-27 | 2019-11-27 | +0.36% | -0.71% | -1.45% | -19.53% | -32.37% |
| FY2018 | 2018-11-29 | 2018-11-29 | -4.21% | -11.61% | -14.27% | +24.11% | -24.90% |
| FY2017 | 2017-12-11 | 2017-12-11 | +0.02% | +17.72% | +24.47% | +76.90% | +55.16% |
| FY2016 | 2016-12-09 | 2016-12-09 | -0.45% | -3.45% | +7.36% | -13.38% | +45.90% |
| FY2015 | 2015-12-11 | 2015-12-11 | -0.50% | +5.70% | -2.96% | -3.93% | +9.53% |
| FY2014 | 2014-12-11 | 2014-12-11 | -6.89% | -3.34% | +6.42% | -26.08% | -35.34% |
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.