← positive_eps_streak (all companies) · JNJ (all signals) · all methodology
positive_eps_streak on JOHNSON & JOHNSON (JNJ)
SIC 2834 — Pharmaceutical Preparations · CIK 200406 · 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 JNJ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | +1.53% | +2.51% | +1.02% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | -0.70% | +4.04% | +4.36% | -1.19% | +59.48% |
| FY2023 | 2024-02-16 | 2024-02-16 | +0.84% | +2.71% | +0.13% | -3.30% | +5.27% |
| FY2022 | 2023-02-16 | 2023-02-16 | +2.09% | -0.73% | -3.01% | +1.55% | +3.57% |
| FY2021 | 2022-02-17 | 2022-02-17 | -1.07% | +0.53% | +5.88% | +7.84% | -1.73% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.88% | -1.58% | -0.85% | +5.30% | +3.48% |
| FY2019 | 2020-02-18 | 2020-02-18 | -0.13% | -2.39% | -7.83% | -0.72% | +14.10% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.68% | +0.31% | +1.36% | +2.04% | +11.88% |
| FY2017 | 2018-02-21 | 2018-02-21 | +0.00% | +0.62% | +1.63% | -4.05% | +8.00% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.16% | +1.07% | +2.78% | +4.18% | +10.35% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.35% | +1.98% | +3.37% | +7.52% | +18.37% |
| FY2014 | 2015-02-24 | 2015-02-24 | +0.51% | +1.63% | +1.25% | +2.88% | +7.35% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.45% | +0.66% | +4.82% | +9.97% | +12.48% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.89% | +0.59% | +4.58% | +15.42% | +23.02% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.11% | +0.46% | -0.11% | -1.83% | +21.63% |
| FY2010 | 2011-02-25 | 2011-02-25 | +3.02% | +2.38% | -1.11% | +9.93% | +11.97% |
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.