← positive_eps_streak (all companies) · PMDI (all signals) · all methodology
positive_eps_streak on PSYCHEMEDICS CORP (PMDI)
SIC 8071 — Services-Medical Laboratories · CIK 806517 · 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 PMDI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-25 | 2020-02-25 | -1.80% | -5.61% | -43.88% | -44.00% | -19.30% |
| FY2018 | 2019-03-04 | 2019-03-04 | -20.52% | -21.35% | -26.21% | -43.70% | -52.10% |
| FY2017 | 2018-03-16 | 2018-03-16 | +0.15% | -0.25% | +3.94% | +0.62% | -22.15% |
| FY2016 | 2017-03-07 | 2017-03-07 | -0.05% | -2.47% | -4.47% | +0.58% | +5.90% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.25% | +2.81% | +1.40% | +4.43% | +76.14% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.61% | +1.65% | -0.67% | -11.96% | -18.97% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.24% | +0.95% | -2.70% | -20.05% | -3.52% |
| FY2012 | 2013-03-08 | 2013-03-08 | -1.27% | -3.22% | -1.61% | -4.76% | +60.34% |
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.