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positive_eps_streak on GLOBUS MEDICAL INC (GMED)

SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 1237831 · 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 GMED

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+4.72%-0.20%-6.13%
FY20242025-02-202025-02-20-4.56%-6.48%-12.14%-27.19%+11.03%
FY20232024-02-212024-02-21+0.47%-0.98%-5.76%+16.27%+45.49%
FY20222023-02-212023-02-21+0.51%-1.34%-10.06%-3.87%-6.54%
FY20212022-02-172022-02-17-0.14%+5.06%+4.42%-3.38%-10.87%
FY20202021-02-172021-02-17-4.83%-4.98%-7.72%+6.91%+3.79%
FY20192020-03-022020-03-02-3.27%-16.84%-9.36%+17.75%+32.27%
FY20182019-02-212019-02-21-0.02%+2.10%+1.95%-10.67%+16.06%
FY20172018-02-222018-02-22-1.18%-3.07%+2.78%+5.59%-0.74%
FY20162017-03-162017-03-16+4.26%+6.05%+8.95%+16.65%+85.21%
FY20152016-02-292016-02-29+2.88%+5.97%-3.42%-2.59%+14.44%
FY20142015-02-262015-02-26-3.11%-5.19%-3.95%+1.80%-1.20%
FY20132014-03-142014-03-14+2.07%+3.01%-10.27%-6.80%-3.13%

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/1237831/financials