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positive_eps_streak on THERMO FISHER SCIENTIFIC INC. (TMO)
SIC 3829 — Measuring & Controlling Devices, NEC · CIK 97745 · 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 TMO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.19% | -0.25% | -5.92% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -0.98% | -2.71% | -3.49% | -23.32% | -3.64% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.75% | +1.73% | +4.29% | +6.28% | -3.47% |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.48% | -0.40% | +0.83% | -4.22% | +2.55% |
| FY2021 | 2022-02-24 | 2022-02-24 | +1.79% | +2.61% | +6.26% | +2.83% | +0.44% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.31% | -2.22% | -1.98% | +2.47% | +19.89% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.91% | +5.65% | -12.06% | +8.68% | +46.38% |
| FY2013 | 2014-02-27 | 2014-02-27 | -0.30% | +1.19% | -5.68% | -7.23% | +4.58% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.61% | +3.26% | +1.43% | +15.63% | +69.39% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.99% | -2.42% | +0.09% | -7.57% | +34.31% |
| FY2010 | 2011-02-24 | 2011-02-24 | +0.42% | +3.40% | -2.06% | +17.80% | +2.40% |
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.