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positive_eps_streak on MCKESSON CORP (MCK)
SIC 5122 — Wholesale-Drugs, Proprietaries & Druggists' Sundries · CIK 927653 · 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 MCK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-09 | 2025-05-09 | -0.86% | +4.43% | +2.23% | +1.59% | — |
| FY2020 | 2021-05-12 | 2021-05-12 | -0.66% | +0.85% | -0.58% | +1.67% | +69.92% |
| FY2019 | 2020-05-22 | 2020-05-22 | -0.15% | +6.65% | +3.93% | +4.37% | +34.98% |
| FY2018 | 2019-05-15 | 2019-05-15 | -0.58% | +2.63% | +7.09% | +11.34% | +3.67% |
| FY2017 | 2018-05-24 | 2018-05-24 | +1.24% | -1.01% | +3.61% | -9.08% | -8.63% |
| FY2016 | 2017-05-22 | 2017-05-22 | +2.30% | +4.30% | +3.75% | -4.84% | -4.97% |
| FY2015 | 2016-05-05 | 2016-05-05 | -2.22% | -3.13% | +8.13% | +11.40% | -17.52% |
| FY2014 | 2015-05-12 | 2015-05-12 | +1.23% | +5.69% | +2.89% | -4.77% | -26.00% |
| FY2013 | 2014-05-14 | 2014-05-14 | -0.35% | +2.85% | +2.98% | +6.66% | +35.02% |
| FY2012 | 2013-05-07 | 2013-05-07 | +6.89% | +5.97% | +2.98% | +13.90% | +54.21% |
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.