← positive_eps_streak (all companies) · PFE (all signals) · all methodology
positive_eps_streak on PFIZER INC (PFE)
SIC 2834 — Pharmaceutical Preparations · CIK 78003 · 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 PFE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +2.03% | -1.81% | +1.73% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.26% | +0.54% | -4.18% | -8.95% | +12.03% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.76% | -3.59% | +0.40% | +5.52% | +3.14% |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.30% | -3.97% | -5.01% | -12.13% | -32.44% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.83% | +4.07% | +14.43% | +15.10% | -8.25% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.98% | +1.12% | +5.47% | +19.29% | +40.76% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.99% | +3.99% | -6.89% | +11.07% | +7.81% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.02% | -4.52% | -2.45% | -2.37% | -19.93% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.45% | -0.31% | -0.39% | +0.69% | +24.78% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.59% | +1.32% | +0.68% | -3.78% | +10.55% |
| FY2015 | 2016-02-29 | 2016-02-29 | +1.25% | +0.40% | +1.28% | +15.96% | +19.36% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.31% | -1.02% | +0.61% | +0.21% | -10.55% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.40% | +1.00% | -0.72% | -6.96% | +12.15% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.07% | +3.29% | +5.44% | +6.99% | +21.19% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.42% | +0.24% | +6.03% | +5.13% | +33.90% |
| FY2010 | 2011-02-28 | 2011-02-28 | -0.52% | +1.92% | +5.35% | +7.69% | +14.91% |
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.