← positive_eps_streak (all companies) · VRTX (all signals) · all methodology
positive_eps_streak on VERTEX PHARMACEUTICALS INC / MA (VRTX)
SIC 2834 — Pharmaceutical Preparations · CIK 875320 · 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 VRTX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-15 | 2024-02-15 | -0.96% | +0.90% | -4.36% | +0.85% | +10.67% |
| FY2022 | 2023-02-10 | 2023-02-10 | +0.60% | -1.26% | -1.32% | +15.95% | +39.89% |
| FY2021 | 2022-02-09 | 2022-02-09 | -3.42% | -3.47% | -0.95% | +3.97% | +21.77% |
| FY2020 | 2021-02-11 | 2021-02-11 | +1.65% | -1.65% | +1.82% | +1.14% | +12.06% |
| FY2019 | 2020-02-13 | 2020-02-13 | +1.55% | +2.58% | -8.01% | +18.82% | -10.88% |
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.