← positive_eps_streak (all companies) · MATV (all signals) · all methodology
positive_eps_streak on Mativ Holdings, Inc. (MATV)
SIC 2621 — Paper Mills · CIK 1000623 · 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 MATV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-01 | 2022-03-01 | +1.26% | -5.09% | -1.77% | -8.38% | -8.05% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.73% | +0.29% | +0.76% | -8.45% | -32.19% |
| FY2019 | 2020-03-02 | 2020-03-02 | +0.44% | -8.60% | -21.47% | -3.39% | +43.90% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.47% | -1.90% | +0.65% | -19.03% | -6.67% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.96% | +1.91% | +1.24% | +14.75% | +3.74% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.22% | +0.10% | -0.59% | -8.10% | +1.71% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.92% | -3.93% | +0.69% | +11.18% | +40.54% |
| FY2014 | 2015-02-27 | 2015-02-27 | -0.28% | +0.60% | -2.80% | -14.15% | -32.63% |
| FY2013 | 2014-02-28 | 2014-02-28 | -2.89% | -4.97% | -13.34% | -11.57% | +0.41% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.38% | +1.83% | +4.24% | +30.71% | +29.52% |
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.