← positive_eps_streak (all companies) · MASI (all signals) · all methodology
positive_eps_streak on MASIMO CORP (MASI)
SIC 3845 — Electromedical & Electrotherapeutic Apparatus · CIK 937556 · 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 MASI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-28 | 2024-02-28 | -0.12% | +0.75% | +12.26% | -3.07% | +48.12% |
| FY2022 | 2023-03-01 | 2023-03-01 | +2.27% | -0.05% | +0.20% | -10.21% | -28.10% |
| FY2021 | 2022-02-16 | 2022-02-16 | +5.67% | +6.80% | +9.15% | -5.66% | +14.25% |
| FY2020 | 2021-02-23 | 2021-02-23 | +1.20% | +1.24% | -8.18% | -13.98% | -36.54% |
| FY2019 | 2020-02-19 | 2020-02-19 | -0.23% | -8.13% | -11.44% | +35.06% | +46.13% |
| FY2018 | 2019-02-26 | 2019-02-26 | +2.44% | +3.60% | +5.32% | +9.89% | +30.86% |
| FY2017 | 2018-02-28 | 2018-02-28 | -6.19% | -1.41% | -1.94% | +13.08% | +53.60% |
| FY2016 | 2017-02-15 | 2017-02-15 | +2.16% | +8.92% | +15.35% | +6.01% | +7.40% |
| FY2015 | 2016-02-24 | 2016-02-24 | +2.80% | +1.36% | +6.21% | +28.80% | +132.43% |
| FY2014 | 2015-02-17 | 2015-02-17 | +8.04% | +12.79% | +17.50% | +26.09% | +34.34% |
| FY2013 | 2014-02-14 | 2014-02-14 | +0.90% | -3.92% | +2.30% | -14.94% | -1.48% |
| FY2012 | 2013-02-15 | 2013-02-15 | -0.30% | -2.84% | -1.15% | +11.50% | +39.59% |
| FY2011 | 2012-02-17 | 2012-02-17 | -1.51% | +3.65% | -0.14% | -9.82% | -4.51% |
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.