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positive_eps_streak on MARRIOTT INTERNATIONAL INC /MD/ (MAR)
SIC 7011 — Hotels & Motels · CIK 1048286 · 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 MAR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | -0.17% | -0.93% | -9.00% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | +0.85% | -0.15% | -15.15% | -9.76% | +24.50% |
| FY2023 | 2024-02-13 | 2024-02-13 | +0.19% | +3.80% | +7.24% | +1.32% | +21.88% |
| FY2019 | 2020-02-27 | 2020-02-27 | +3.64% | -7.87% | -30.78% | -23.90% | +23.76% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.41% | -3.01% | +0.51% | -0.23% | +0.30% |
| FY2017 | 2018-02-15 | 2018-02-15 | -1.97% | +0.86% | +0.07% | -1.14% | -12.58% |
| FY2016 | 2017-02-21 | 2017-02-21 | -0.01% | -0.80% | +1.61% | +16.81% | +63.37% |
| FY2015 | 2016-02-18 | 2016-02-18 | +1.19% | +5.57% | +10.98% | +3.37% | +40.01% |
| FY2014 | 2015-02-19 | 2015-02-19 | -0.12% | +0.39% | +1.70% | -2.41% | -19.94% |
| FY2013 | 2014-02-20 | 2014-02-20 | +1.39% | +4.33% | +4.60% | +13.02% | +62.22% |
| FY2012 | 2013-02-20 | 2013-02-20 | -1.41% | -0.72% | +1.10% | +9.10% | +32.38% |
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.