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positive_eps_streak on GILEAD SCIENCES, INC. (GILD)

SIC 2836 — Biological Products, (No Diagnostic Substances) · CIK 882095 · 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 GILD

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24-0.35%+0.13%-5.92%
FY20242025-02-282025-02-28+1.47%+2.71%-1.52%-3.90%+32.94%
FY20232024-02-232024-02-23-0.82%-1.69%-0.27%-6.74%+56.32%
FY20222023-02-222023-02-22-1.15%-4.68%-5.93%-5.44%-8.51%
FY20212022-02-232022-02-23-1.21%-0.18%-2.85%+4.44%+37.47%
FY20202021-02-252021-02-25-2.21%+0.70%+3.07%+10.74%+0.65%
FY20192020-02-252020-02-25+6.56%+5.86%+6.49%+6.39%-5.42%
FY20182019-02-262019-02-26+0.44%-1.36%-0.64%+2.85%+18.83%
FY20172018-02-272018-02-27-2.03%-1.29%-7.12%-14.57%-16.52%
FY20162017-02-272017-02-27-0.03%-0.54%-3.52%-7.54%+17.31%
FY20152016-02-242016-02-24+0.90%-0.63%+1.29%-7.64%-20.57%
FY20142015-02-252015-02-25-0.23%-1.31%-4.38%+6.50%-12.64%
FY20132014-02-252014-02-25-0.17%-1.20%-13.01%-2.55%+24.40%
FY20122013-02-272013-02-27-0.40%+5.85%+11.26%+29.35%+95.03%
FY20112012-02-232012-02-23+0.24%+3.23%+3.28%+10.61%+87.15%
FY20102011-02-282011-02-28-1.08%+5.34%+7.05%+3.69%+18.01%

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/882095/financials