← positive_eps_streak (all companies) · EME (all signals) · all methodology
positive_eps_streak on EMCOR Group, Inc. (EME)
SIC 1731 — Electrical Work · CIK 105634 · 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 EME
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -2.89% | -3.64% | -2.66% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -4.32% | -6.72% | -6.80% | +8.96% | +72.52% |
| FY2023 | 2024-02-28 | 2024-02-28 | +2.64% | +6.64% | +15.11% | +27.80% | +29.87% |
| FY2022 | 2023-02-23 | 2023-02-23 | +2.10% | +2.92% | -2.76% | +1.86% | +70.20% |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.36% | +2.36% | +2.29% | -8.41% | +48.86% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.63% | +0.28% | +9.60% | +22.08% | +12.55% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.88% | -0.71% | -21.19% | -20.72% | +24.84% |
| FY2018 | 2019-02-21 | 2019-02-21 | +1.98% | +2.18% | +4.24% | +15.05% | +27.57% |
| FY2017 | 2018-02-22 | 2018-02-22 | +0.34% | -0.21% | +2.48% | +0.55% | -4.95% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.50% | +3.63% | -0.75% | +2.87% | +24.62% |
| FY2015 | 2016-02-25 | 2016-02-25 | -1.87% | +4.72% | +4.04% | -0.38% | +35.37% |
| FY2014 | 2015-02-26 | 2015-02-26 | +1.17% | +0.90% | +5.84% | +4.71% | +4.49% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.58% | +2.81% | +4.95% | -0.29% | -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.