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positive_eps_streak on HOLOGIC INC (HOLX)
SIC 3844 — X-Ray Apparatus & Tubes & Related Irradiation Apparatus · CIK 859737 · 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 HOLX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-18 | 2025-11-18 | +0.08% | +1.04% | +1.11% | +1.40% | — |
| FY2024 | 2024-11-27 | 2024-11-27 | +0.08% | -4.33% | -8.61% | -20.43% | -5.82% |
| FY2023 | 2023-11-21 | 2023-11-21 | +0.38% | -1.82% | -2.21% | +3.71% | +9.47% |
| FY2022 | 2022-11-15 | 2022-11-15 | -0.42% | -0.47% | +1.72% | +11.86% | -2.65% |
| FY2017 | 2017-11-21 | 2017-11-21 | +0.69% | +4.11% | +7.00% | -4.26% | +2.32% |
| FY2016 | 2016-11-17 | 2016-11-17 | -0.54% | +1.24% | +3.91% | +2.13% | +3.58% |
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.