← positive_eps_streak (all companies) · INBP (all signals) · all methodology
positive_eps_streak on INTEGRATED BIOPHARMA INC (INBP)
SIC 2834 — Pharmaceutical Preparations · CIK 1016504 · 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 INBP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-09-13 | 2022-09-13 | -12.07% | -12.07% | -18.97% | -34.48% | -51.72% |
| FY2021 | 2021-09-02 | 2021-09-02 | +15.00% | +10.00% | +5.00% | +0.00% | -42.00% |
| FY2020 | 2020-09-23 | 2020-09-23 | +9.09% | +6.82% | +6.82% | +72.73% | +138.64% |
| FY2019 | 2019-08-29 | 2019-08-29 | -20.00% | -20.00% | -4.00% | +4.00% | +84.00% |
| FY2018 | 2018-09-12 | 2018-09-12 | +5.88% | +5.88% | -29.41% | -23.53% | +41.18% |
| FY2017 | 2017-09-01 | 2017-09-01 | +4.76% | -4.76% | +4.76% | -28.57% | -23.81% |
| FY2016 | 2016-09-02 | 2016-09-02 | -6.67% | -6.67% | +6.67% | +26.67% | +46.67% |
| FY2015 | 2015-09-04 | 2015-09-04 | -10.00% | -10.00% | +0.00% | +0.00% | +40.00% |
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.