← positive_eps_streak (all companies) · RGEN (all signals) · all methodology
positive_eps_streak on REPLIGEN CORP (RGEN)
SIC 2836 — Biological Products, (No Diagnostic Substances) · CIK 730272 · 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 RGEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-11-18 | 2024-11-18 | +4.12% | +18.35% | +28.14% | +17.64% | +25.08% |
| FY2022 | 2023-02-22 | 2023-02-22 | +8.02% | +3.76% | -2.19% | -7.85% | +15.61% |
| FY2021 | 2022-02-17 | 2022-02-17 | -0.95% | +5.31% | +4.94% | -17.79% | -2.42% |
| FY2020 | 2021-02-24 | 2021-02-24 | -3.95% | -7.29% | -12.31% | -15.85% | -18.91% |
| FY2019 | 2020-02-26 | 2020-02-26 | +1.10% | +10.58% | +4.56% | +64.76% | +143.15% |
| FY2018 | 2019-03-01 | 2019-03-01 | -5.83% | -9.67% | -5.92% | +11.88% | +40.91% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.11% | -3.17% | +0.83% | +21.73% | +72.07% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.83% | -1.70% | +7.13% | +18.24% | +9.17% |
| FY2015 | 2016-02-25 | 2016-02-25 | +1.05% | +5.12% | +1.36% | -5.39% | +24.63% |
| FY2014 | 2015-03-17 | 2015-03-17 | +3.00% | -2.39% | +2.23% | +22.68% | -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.