← positive_eps_streak (all companies) · OMCL (all signals) · all methodology
positive_eps_streak on OMNICELL, INC. (OMCL)
SIC 3571 — Electronic Computers · CIK 926326 · 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 OMCL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-01 | 2023-03-01 | +0.53% | -2.29% | -2.84% | +27.16% | -53.87% |
| FY2021 | 2022-02-25 | 2022-02-25 | +2.30% | +6.58% | +1.70% | -12.23% | -56.92% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.80% | -4.13% | +4.68% | +4.11% | -7.79% |
| FY2019 | 2020-02-26 | 2020-02-26 | -4.03% | -0.64% | -25.62% | -24.03% | +49.75% |
| FY2018 | 2019-02-27 | 2019-02-27 | +1.14% | -2.74% | -4.68% | -5.26% | -2.94% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.57% | -0.11% | -5.25% | +2.01% | +89.62% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.58% | -1.39% | +5.31% | +9.12% | +14.78% |
| FY2015 | 2016-02-26 | 2016-02-26 | -3.08% | -2.30% | -9.17% | +8.99% | +34.56% |
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.