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positive_eps_streak on Zoetis Inc. (ZTS)
SIC 2834 — Pharmaceutical Preparations · CIK 1555280 · 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 ZTS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +0.80% | +2.50% | -7.98% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | -4.49% | -2.71% | -2.23% | -1.49% | -22.76% |
| FY2023 | 2024-02-13 | 2024-02-13 | +0.32% | +2.66% | -3.96% | -8.11% | -13.24% |
| FY2022 | 2023-02-14 | 2023-02-14 | +1.81% | -3.18% | -4.85% | +7.92% | +11.32% |
| FY2021 | 2022-02-15 | 2022-02-15 | -1.35% | -5.41% | -2.95% | -17.39% | -11.34% |
| FY2020 | 2021-02-16 | 2021-02-16 | +1.55% | -4.09% | -6.79% | +1.18% | +18.76% |
| FY2019 | 2020-02-13 | 2020-02-13 | -0.53% | -1.87% | -13.43% | -12.66% | +15.69% |
| FY2018 | 2019-02-14 | 2019-02-14 | +2.26% | +1.45% | +3.91% | +8.85% | +55.49% |
| FY2017 | 2018-02-15 | 2018-02-15 | +1.57% | +5.46% | +7.77% | +7.24% | +21.67% |
| FY2016 | 2017-02-16 | 2017-02-16 | -0.51% | +2.08% | +2.31% | +13.90% | +52.10% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.25% | -1.53% | +0.64% | +9.81% | +27.49% |
| FY2014 | 2015-02-27 | 2015-02-27 | +2.65% | -0.67% | +0.28% | +4.22% | -10.24% |
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.