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positive_eps_streak on ICU MEDICAL INC/DE (ICUI)
SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 883984 · 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 ICUI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-25 | 2022-02-25 | +3.40% | +6.11% | -1.45% | -21.09% | -25.47% |
| FY2020 | 2021-02-26 | 2021-02-26 | -0.01% | -2.64% | +1.12% | -1.45% | +10.34% |
| FY2019 | 2020-03-02 | 2020-03-02 | -3.07% | -11.06% | -1.94% | -1.84% | +1.97% |
| FY2018 | 2019-03-01 | 2019-03-01 | -6.44% | -7.58% | -5.20% | -10.08% | -20.47% |
| FY2017 | 2018-03-16 | 2018-03-16 | -0.86% | -1.38% | +2.17% | +21.47% | -4.35% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.59% | -2.40% | +0.00% | +4.83% | +46.49% |
| FY2015 | 2016-02-26 | 2016-02-26 | -2.63% | -2.45% | +4.53% | +8.06% | +62.80% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.17% | +1.21% | +5.52% | +10.34% | +2.28% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.07% | -1.51% | +1.14% | +2.26% | +49.79% |
| FY2012 | 2013-02-26 | 2013-02-26 | -0.34% | +2.74% | +5.49% | +21.15% | +4.87% |
| FY2011 | 2012-03-23 | 2012-03-23 | +2.27% | +2.50% | +1.19% | +10.61% | +24.21% |
| FY2010 | 2011-02-18 | 2011-02-18 | -1.27% | -1.22% | -0.59% | -0.19% | +10.35% |
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.