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positive_eps_streak on Merck & Co., Inc. (MRK)
SIC 2834 — Pharmaceutical Preparations · CIK 310158 · 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 MRK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -1.19% | -3.31% | -5.40% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -2.24% | +1.24% | -3.06% | -15.08% | +35.39% |
| FY2023 | 2024-02-26 | 2024-02-26 | +0.15% | -3.72% | -2.12% | +2.13% | -27.78% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.48% | -2.74% | -3.97% | +4.91% | +20.70% |
| FY2021 | 2022-02-25 | 2022-02-25 | +0.34% | +1.98% | +7.53% | +24.04% | +43.68% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.68% | -3.28% | +2.84% | +7.04% | +6.99% |
| FY2019 | 2020-02-26 | 2020-02-26 | -2.33% | +3.79% | -13.96% | -3.45% | -3.69% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.83% | +0.17% | +2.76% | +1.18% | -0.51% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.91% | -0.77% | -0.91% | +9.08% | +53.11% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.52% | +0.14% | -3.15% | -0.72% | -15.16% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.85% | +2.84% | +5.24% | +9.40% | +34.24% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.07% | -2.90% | -0.55% | +1.55% | -11.37% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.58% | +1.06% | -0.87% | +1.05% | +6.47% |
| FY2012 | 2013-02-28 | 2013-02-28 | -0.23% | +1.26% | +4.44% | +11.43% | +38.36% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.55% | -2.45% | +2.22% | -1.63% | +15.72% |
| FY2010 | 2011-02-28 | 2011-02-28 | -0.34% | +0.80% | +0.80% | +14.53% | +23.42% |
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.