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positive_eps_streak on STRYKER CORP (SYK)

SIC 3841 — Surgical & Medical Instruments & Apparatus · CIK 310764 · 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 SYK

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-112026-02-11+0.59%+2.46%-7.28%
FY20242025-02-122025-02-12+0.71%+0.20%-5.70%-0.99%-4.20%
FY20232024-02-142024-02-14-0.18%+1.07%+1.78%-5.18%+11.38%
FY20222023-02-102023-02-10+1.00%-0.45%+0.90%+7.59%+29.93%
FY20212022-02-112022-02-11-0.48%-1.39%-2.30%-9.36%+6.50%
FY20202021-02-112021-02-11+1.15%-1.32%-1.87%+4.61%+5.16%
FY20192020-02-062020-02-06-1.57%-0.38%-14.83%-17.88%+10.77%
FY20182019-02-072019-02-07+1.06%+2.65%+3.59%+5.96%+20.08%
FY20172018-02-082018-02-08+2.17%+7.11%+12.43%+13.49%+25.47%
FY20162017-02-092017-02-09-0.01%+1.97%+5.42%+9.70%+24.14%
FY20152016-02-112016-02-11+1.22%+1.62%+9.19%+16.19%+30.00%
FY20142015-02-122015-02-12+1.22%+2.01%-2.23%+1.44%+5.81%
FY20132014-02-132014-02-13+0.73%-0.79%-3.00%-1.62%+15.91%
FY20122013-02-272013-02-27+0.35%+3.61%+2.32%+6.06%+29.58%
FY20112012-02-132012-02-13-0.65%-1.00%-1.00%-0.77%+20.81%
FY20102011-02-182011-02-18-1.71%+0.41%-1.54%+1.57%-14.15%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/310764/financials