← positive_eps_streak (all companies) · MAS (all signals) · all methodology
positive_eps_streak on MASCO CORP /DE/ (MAS)
SIC 3430 — Heating Equip, Except Elec & Warm Air; & Plumbing Fixtures · CIK 62996 · 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 MAS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | -1.72% | -1.41% | -19.36% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -2.45% | -2.53% | -9.19% | -21.22% | +0.43% |
| FY2023 | 2024-02-08 | 2024-02-08 | -0.97% | +0.22% | +5.27% | -3.84% | +8.95% |
| FY2022 | 2023-02-09 | 2023-02-09 | +1.96% | +3.35% | -6.72% | +0.36% | +38.52% |
| FY2021 | 2022-02-08 | 2022-02-08 | +2.40% | -1.89% | -8.05% | -8.17% | -6.72% |
| FY2020 | 2021-02-09 | 2021-02-09 | -1.79% | -3.68% | +0.96% | +17.34% | +6.27% |
| FY2019 | 2020-02-11 | 2020-02-11 | -0.99% | -5.26% | -16.83% | -12.28% | +17.61% |
| FY2018 | 2019-02-07 | 2019-02-07 | +1.07% | +4.87% | +10.47% | +13.20% | +39.10% |
| FY2017 | 2018-02-08 | 2018-02-08 | +3.51% | +5.23% | +4.37% | -5.65% | -9.85% |
| FY2016 | 2017-02-09 | 2017-02-09 | +2.09% | +1.85% | +2.63% | +12.04% | +28.79% |
| FY2015 | 2016-02-12 | 2016-02-12 | +2.36% | +7.63% | +14.29% | +25.09% | +31.34% |
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.