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positive_eps_streak on INTUITIVE SURGICAL INC (ISRG)

SIC 3842 — Orthopedic, Prosthetic & Surgical Appliances & Supplies · CIK 1035267 · 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 ISRG

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-032026-02-03-0.08%+3.40%+4.66%
FY20242025-01-312025-01-31+1.17%+1.94%-0.86%-9.97%-16.26%
FY20232024-01-312024-01-31+1.48%+3.48%+1.95%-0.76%+52.97%
FY20222023-02-102023-02-10-0.06%-2.59%-7.13%+22.95%+54.48%
FY20212022-02-032022-02-03+0.05%+2.41%+5.84%-15.74%-12.82%
FY20202021-02-102021-02-10+1.36%-2.61%-7.12%+8.76%+11.22%
FY20192020-02-072020-02-07+0.95%+4.13%-11.87%-11.49%+32.89%
FY20182019-02-042019-02-04+0.09%+1.35%+4.63%-4.86%+9.88%
FY20172018-02-022018-02-02-4.30%-5.77%+1.75%+7.34%+25.41%
FY20162017-02-062017-02-06-0.10%+0.81%+3.57%+19.91%+73.77%
FY20152016-02-022016-02-02+1.07%-5.66%+6.39%+17.09%+29.23%
FY20142015-02-062015-02-06-2.14%-0.30%-3.84%-3.77%-0.97%
FY20132014-02-032014-02-03+1.98%+7.10%+12.05%-9.84%+26.79%
FY20122013-02-042013-02-04+0.00%-0.36%-8.35%-14.55%-28.68%
FY20112012-02-062012-02-06+0.53%+2.38%+3.10%+19.29%+16.06%
FY20102011-02-012011-02-01-1.44%+0.41%-2.94%+7.04%+39.20%

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/1035267/financials