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positive_eps_streak on NEOGEN CORP (NEOG)
SIC 2835 — In Vitro & In Vivo Diagnostic Substances · CIK 711377 · 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 NEOG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-07-27 | 2022-07-27 | -2.06% | -4.60% | -11.96% | -53.59% | -0.69% |
| FY2021 | 2021-07-30 | 2021-07-30 | -0.87% | +0.48% | +0.44% | -4.36% | -48.16% |
| FY2020 | 2020-07-30 | 2020-07-30 | +1.88% | +6.69% | +0.64% | -4.06% | +15.62% |
| FY2019 | 2019-07-30 | 2019-07-30 | +1.03% | -0.25% | -1.71% | -7.09% | +7.03% |
| FY2018 | 2018-07-27 | 2018-07-27 | -1.23% | +0.60% | +9.58% | -22.24% | -12.77% |
| FY2017 | 2017-07-28 | 2017-07-28 | +1.26% | +2.69% | +2.49% | +23.60% | +63.98% |
| FY2016 | 2016-07-29 | 2016-07-29 | +1.43% | +0.05% | +6.64% | -4.84% | +19.44% |
| FY2015 | 2015-07-30 | 2015-07-30 | +2.23% | +1.07% | -8.43% | -11.12% | -3.11% |
| FY2014 | 2014-07-30 | 2014-07-30 | -2.59% | -2.63% | -6.43% | -4.95% | +27.00% |
| FY2013 | 2013-07-30 | 2013-07-30 | -0.18% | +2.17% | -4.68% | +23.75% | +18.82% |
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.