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positive_eps_streak on ELI LILLY & Co (LLY)
SIC 2834 — Pharmaceutical Preparations · CIK 59478 · 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 LLY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +0.33% | -2.61% | -4.96% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +0.70% | +5.53% | -3.46% | -15.43% | +17.29% |
| FY2023 | 2024-02-21 | 2024-02-21 | +3.18% | +1.57% | +3.61% | +3.56% | +18.93% |
| FY2022 | 2023-02-22 | 2023-02-22 | -0.47% | -4.53% | +0.58% | +33.42% | +135.81% |
| FY2021 | 2022-02-23 | 2022-02-23 | +2.00% | +6.66% | +19.25% | +20.53% | +36.68% |
| FY2020 | 2021-02-17 | 2021-02-17 | -2.59% | -0.94% | -9.56% | -5.16% | +19.89% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.88% | +3.05% | +4.19% | -2.13% | -0.90% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.55% | +1.36% | -2.29% | +8.54% | +13.66% |
| FY2014 | 2015-02-19 | 2015-02-19 | +1.07% | -1.53% | +4.36% | +3.21% | +4.80% |
| FY2013 | 2014-02-19 | 2014-02-19 | -0.07% | +0.98% | +1.65% | +1.04% | +26.24% |
| FY2012 | 2013-02-21 | 2013-02-21 | +0.46% | +1.18% | +1.96% | +4.39% | +11.31% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.33% | +1.10% | +2.10% | +5.28% | +46.42% |
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.