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positive_eps_streak on Jazz Pharmaceuticals plc (JAZZ)
SIC 2834 — Pharmaceutical Preparations · CIK 1232524 · 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 JAZZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-02-23 | 2021-02-23 | +10.18% | +5.26% | +4.34% | +11.27% | -13.97% |
| FY2019 | 2020-02-25 | 2020-02-25 | -8.38% | -9.40% | -24.86% | -10.08% | +36.35% |
| FY2018 | 2019-02-26 | 2019-02-26 | +7.88% | +6.31% | +6.87% | +10.30% | -8.74% |
| FY2017 | 2018-02-27 | 2018-02-27 | +0.70% | +0.73% | +1.88% | +14.71% | -2.62% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.35% | +0.28% | +10.02% | +13.18% | +9.18% |
| FY2015 | 2016-02-23 | 2016-02-23 | -0.07% | +1.47% | +0.36% | +23.68% | +10.69% |
| FY2014 | 2015-02-24 | 2015-02-24 | +1.69% | +0.10% | +2.77% | +2.67% | -30.83% |
| FY2013 | 2014-02-25 | 2014-02-25 | -7.38% | -8.15% | -21.87% | -26.63% | +2.35% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.67% | +4.05% | -1.44% | +8.27% | +185.17% |
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.