← positive_eps_streak (all companies) · REGN (all signals) · all methodology
positive_eps_streak on REGENERON PHARMACEUTICALS, INC. (REGN)
SIC 2834 — Pharmaceutical Preparations · CIK 872589 · 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 REGN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-04 | 2026-02-04 | -1.09% | +0.50% | -1.19% | — | — |
| FY2024 | 2025-02-05 | 2025-02-05 | +0.75% | -7.38% | -2.43% | -15.39% | +10.21% |
| FY2023 | 2024-02-05 | 2024-02-05 | +0.16% | +1.15% | +3.08% | -3.51% | -22.88% |
| FY2022 | 2023-02-06 | 2023-02-06 | -1.40% | -2.16% | -0.90% | +2.86% | +20.19% |
| FY2021 | 2022-02-07 | 2022-02-07 | -0.71% | +0.19% | -1.22% | +6.19% | +20.45% |
| FY2020 | 2021-02-08 | 2021-02-08 | -0.85% | -2.87% | -4.90% | -2.52% | +25.75% |
| FY2019 | 2020-02-07 | 2020-02-07 | +1.14% | +4.63% | +24.24% | +50.41% | +29.60% |
| FY2018 | 2019-02-07 | 2019-02-07 | +0.10% | +2.09% | -0.94% | -15.31% | -6.05% |
| FY2017 | 2018-02-08 | 2018-02-08 | +4.27% | +3.27% | +5.91% | -10.56% | +26.62% |
| FY2016 | 2017-02-09 | 2017-02-09 | -0.04% | +3.62% | +7.84% | +17.61% | -6.56% |
| FY2015 | 2016-02-11 | 2016-02-11 | +3.20% | +7.55% | +2.69% | +2.24% | -2.01% |
| FY2014 | 2015-02-12 | 2015-02-12 | +0.16% | +5.49% | +6.88% | +18.87% | -5.66% |
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.