← positive_eps_streak (all companies) · SUPN (all signals) · all methodology
positive_eps_streak on SUPERNUS PHARMACEUTICALS, INC. (SUPN)
SIC 2834 — Pharmaceutical Preparations · CIK 1356576 · 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 SUPN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-25 | 2025-02-25 | -2.74% | -3.54% | +0.73% | -0.55% | +69.92% |
| FY2023 | 2024-02-27 | 2024-02-27 | +1.27% | -1.11% | +5.83% | -9.19% | +4.46% |
| FY2022 | 2023-03-09 | 2023-03-09 | -4.03% | -1.23% | +1.78% | -7.57% | -11.00% |
| FY2021 | 2022-04-13 | 2022-04-13 | -4.69% | -9.29% | -18.94% | -10.85% | +12.63% |
| FY2020 | 2021-03-08 | 2021-03-08 | +0.16% | +5.06% | +14.07% | +15.48% | +17.91% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.95% | -3.34% | -10.67% | +37.97% | +44.47% |
| FY2018 | 2019-03-01 | 2019-03-01 | -5.13% | -8.56% | -14.81% | -22.03% | -54.53% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.32% | +13.81% | +18.19% | +47.74% | +0.70% |
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.