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positive_eps_streak on Mastercard Inc (MA)

SIC 7389 — Services-Business Services, NEC · CIK 1141391 · 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 MA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-112026-02-11-1.86%-3.20%-7.47%
FY20242025-02-122025-02-12+0.30%-0.23%-7.93%+0.88%-7.66%
FY20232024-02-132024-02-13+1.03%-0.31%+3.29%-0.94%+23.35%
FY20222023-02-142023-02-14-0.09%-4.05%-5.91%+3.79%+28.16%
FY20212022-02-112022-02-11+1.19%+0.05%-11.14%-11.90%+0.67%
FY20202021-02-122021-02-12+0.06%-0.10%+11.95%+7.93%+8.97%
FY20192020-02-142020-02-14+0.09%-4.77%-30.88%-20.07%+0.61%
FY20182019-02-132019-02-13-0.33%-0.56%+4.07%+12.35%+53.07%
FY20172018-02-142018-02-14+1.26%+0.25%+4.89%+12.23%+29.46%
FY20162017-02-152017-02-15-0.33%+0.98%+2.74%+7.02%+60.41%
FY20152016-02-122016-02-12+1.52%+3.45%+4.69%+15.25%+28.59%
FY20142015-02-132015-02-13+0.44%+4.57%+1.80%+6.22%-0.38%
FY20132014-02-142014-02-14+0.13%-1.85%+0.57%-3.16%+13.81%
FY20122013-02-142013-02-14+0.19%+0.32%-0.53%+6.57%+48.86%
FY20112012-02-162012-02-16+0.72%+5.71%+6.87%+5.49%+30.80%

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/1141391/financials