← positive_eps_streak (all companies) · RVTY (all signals) · all methodology
positive_eps_streak on REVVITY, INC. (RVTY)
SIC 3826 — Laboratory Analytical Instruments · CIK 31791 · 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 RVTY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-03 | 2022-03-03 | -1.44% | -3.72% | -2.54% | -12.71% | -28.07% |
| FY2020 | 2021-03-02 | 2021-03-02 | -0.90% | -1.23% | +0.16% | +12.75% | +39.20% |
| FY2019 | 2020-02-25 | 2020-02-25 | +0.29% | +0.55% | -13.34% | +8.26% | +50.57% |
| FY2018 | 2019-02-26 | 2019-02-26 | +1.39% | +2.51% | +3.67% | -6.72% | -6.83% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.79% | -1.74% | -1.86% | -1.12% | +22.79% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.82% | -0.33% | +6.82% | +15.14% | +41.27% |
| FY2015 | 2016-03-01 | 2016-03-01 | +2.50% | -0.69% | +2.88% | +16.01% | +15.81% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.47% | -0.59% | +7.06% | +13.72% | +0.97% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.81% | +2.55% | +1.08% | -1.42% | +6.76% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.48% | +2.93% | -0.65% | -5.75% | +32.94% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.84% | -5.03% | +2.28% | -3.42% | +28.54% |
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.