← positive_eps_streak (all companies) · INGN (all signals) · all methodology
positive_eps_streak on Inogen Inc (INGN)
SIC 3842 — Orthopedic, Prosthetic & Surgical Appliances & Supplies · CIK 1294133 · 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 INGN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-25 | 2020-02-25 | +14.05% | +5.07% | +21.58% | -12.39% | +22.89% |
| FY2018 | 2019-02-26 | 2019-02-26 | -24.12% | -26.75% | -33.86% | -51.41% | -65.81% |
| FY2017 | 2018-02-27 | 2018-02-27 | -7.26% | -4.80% | -7.00% | +32.54% | -17.52% |
| FY2016 | 2017-02-28 | 2017-02-28 | +7.55% | +3.86% | +12.18% | +26.44% | +76.07% |
| FY2015 | 2016-03-14 | 2016-03-14 | +17.01% | +17.60% | +32.37% | +42.67% | +108.35% |
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.