← positive_eps_streak (all companies) · EXEL (all signals) · all methodology
positive_eps_streak on EXELIXIS, INC. (EXEL)
SIC 2836 — Biological Products, (No Diagnostic Substances) · CIK 939767 · 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 EXEL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | -0.09% | +3.47% | -2.86% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -0.03% | +6.89% | +13.38% | +11.25% | +30.14% |
| FY2023 | 2024-02-06 | 2024-02-06 | -7.56% | -7.33% | +2.52% | +1.33% | +53.37% |
| FY2022 | 2023-02-07 | 2023-02-07 | +2.72% | +4.57% | -5.38% | +12.67% | +16.66% |
| FY2021 | 2022-02-18 | 2022-02-18 | +0.20% | +4.96% | +8.64% | +5.78% | -11.20% |
| FY2020 | 2021-02-11 | 2021-02-11 | -0.72% | +0.63% | +5.48% | +13.05% | -14.23% |
| FY2019 | 2020-02-25 | 2020-02-25 | -3.66% | -3.40% | -18.30% | +28.87% | +16.80% |
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.