← positive_eps_streak (all companies) · SEM (all signals) · all methodology
positive_eps_streak on SELECT MEDICAL HOLDINGS CORP (SEM)
SIC 8060 — Services-Hospitals · CIK 1320414 · 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 SEM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -6.65% | -7.21% | +1.61% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -7.24% | -3.15% | -11.39% | -18.84% | -21.09% |
| FY2023 | 2024-02-22 | 2024-02-22 | +9.83% | +5.42% | +12.89% | +31.92% | +39.22% |
| FY2022 | 2023-02-23 | 2023-02-23 | -7.92% | -10.34% | -17.86% | -3.93% | -4.77% |
| FY2021 | 2022-02-24 | 2022-02-24 | -1.70% | +1.98% | +4.76% | +4.51% | +18.29% |
| FY2020 | 2021-02-25 | 2021-02-25 | +18.45% | +23.05% | +26.98% | +45.91% | -11.16% |
| FY2019 | 2020-02-20 | 2020-02-20 | +8.13% | -6.44% | -49.21% | -45.42% | +5.67% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.97% | -4.26% | -6.20% | -5.10% | +82.24% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.08% | -3.25% | -1.90% | -0.27% | -15.07% |
| FY2016 | 2017-02-23 | 2017-02-23 | +8.85% | +10.00% | -6.15% | +7.31% | +43.46% |
| FY2015 | 2016-02-26 | 2016-02-26 | +1.24% | +12.41% | +17.37% | +27.51% | +50.98% |
| FY2014 | 2015-02-25 | 2015-02-25 | +2.57% | +6.01% | +15.75% | +28.88% | -31.16% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.55% | +5.88% | +6.25% | +29.85% | +20.73% |
| FY2012 | 2013-02-26 | 2013-02-26 | +4.00% | +0.44% | +0.11% | -9.78% | +28.12% |
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.