← positive_eps_streak (all companies) · MYGN (all signals) · all methodology
positive_eps_streak on MYRIAD GENETICS INC (MYGN)
SIC 2835 — In Vitro & In Vivo Diagnostic Substances · CIK 899923 · 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 MYGN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-08-13 | 2019-08-13 | -42.76% | -45.03% | -39.39% | -47.92% | -70.66% |
| FY2018 | 2018-08-24 | 2018-08-24 | +1.40% | +2.41% | -3.48% | -33.79% | -54.59% |
| FY2017 | 2017-08-09 | 2017-08-09 | -2.79% | -0.46% | +15.87% | +2.07% | +53.82% |
| FY2016 | 2016-08-10 | 2016-08-10 | +5.58% | +6.40% | +2.89% | -17.46% | +38.07% |
| FY2015 | 2015-08-12 | 2015-08-12 | +2.17% | +2.80% | +15.63% | +34.04% | -37.35% |
| FY2014 | 2014-08-13 | 2014-08-13 | +0.14% | +4.08% | +1.47% | -3.50% | -5.88% |
| FY2013 | 2013-08-14 | 2013-08-14 | -1.85% | -2.20% | -4.44% | -7.14% | +28.25% |
| FY2012 | 2012-08-15 | 2012-08-15 | -3.16% | -0.32% | +8.36% | +20.05% | +8.08% |
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.