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positive_eps_streak on INTEGRA LIFESCIENCES HOLDINGS CORP (IART)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 917520 · 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 IART
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-28 | 2024-02-28 | -4.55% | -6.62% | -9.93% | -26.27% | -41.87% |
| FY2022 | 2023-02-22 | 2023-02-22 | +1.37% | -2.19% | -4.59% | -11.33% | -20.20% |
| FY2021 | 2022-02-24 | 2022-02-24 | +2.17% | +2.41% | -3.94% | -9.16% | -13.32% |
| FY2020 | 2021-02-23 | 2021-02-23 | +1.59% | +0.17% | -5.48% | +3.43% | -5.44% |
| FY2019 | 2020-02-21 | 2020-02-21 | -1.06% | -12.10% | -36.19% | -15.40% | +16.26% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.20% | +1.09% | +0.18% | -9.71% | -1.40% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.63% | +3.90% | -0.50% | -8.20% | +14.64% |
| FY2011 | 2012-02-27 | 2012-02-27 | +1.92% | +6.67% | +14.66% | +11.84% | +30.57% |
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.