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positive_eps_streak on IDEXX LABORATORIES INC /DE (IDXX)

SIC 2835 — In Vitro & In Vivo Diagnostic Substances · CIK 874716 · 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 IDXX

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-1.97%+3.31%-9.19%
FY20242025-02-212025-02-21+2.41%-3.46%-7.02%+15.22%+43.39%
FY20232024-02-222024-02-22+0.87%+0.69%-6.86%-4.88%-19.51%
FY20222023-02-162023-02-16-1.96%-7.55%-6.92%-3.26%+8.85%
FY20212022-02-162022-02-16-2.89%+0.35%+3.76%-28.71%-2.27%
FY20202021-02-122021-02-12-1.09%-1.32%-5.76%-2.92%-5.34%
FY20192020-02-142020-02-14-0.70%-6.57%-22.49%+0.13%+86.36%
FY20182019-02-152019-02-15+0.50%-0.08%+2.61%+17.08%+36.38%
FY20172018-02-162018-02-16+0.37%+1.98%+9.09%+14.49%+15.87%
FY20162017-02-172017-02-17+0.12%+0.97%+6.55%+15.81%+28.78%
FY20152016-02-172016-02-17-1.24%+0.76%+3.97%+21.85%+98.18%
FY20142015-02-172015-02-17+0.43%+0.63%-2.78%-16.20%-8.31%
FY20132014-02-182014-02-18-0.41%-0.05%-0.53%+1.89%+24.75%
FY20122013-02-192013-02-19+0.12%-0.72%-0.65%-4.82%+36.03%
FY20112012-02-172012-02-17+0.11%-1.23%-5.20%-1.83%+3.07%

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/874716/financials