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positive_eps_streak on MATTHEWS INTERNATIONAL CORP (MATW)
SIC 3360 — Nonferrous Foundries (Castings) · CIK 63296 · 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 MATW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2018-11-20 | 2018-11-20 | +4.01% | +3.62% | -3.19% | +3.40% | -11.72% |
| FY2017 | 2017-11-21 | 2017-11-21 | +0.00% | +5.87% | +0.82% | -1.83% | -19.12% |
| FY2016 | 2016-11-22 | 2016-11-22 | +2.13% | +1.85% | +6.61% | -4.60% | -24.25% |
| FY2015 | 2015-11-24 | 2015-11-24 | -0.43% | -0.02% | -8.08% | -20.64% | +22.91% |
| FY2014 | 2015-08-07 | 2015-08-07 | +0.72% | +0.43% | -5.50% | +10.86% | +15.01% |
| FY2013 | 2013-11-27 | 2013-11-27 | -0.07% | -2.49% | +0.45% | -4.20% | +10.30% |
| FY2012 | 2012-11-27 | 2012-11-27 | -0.48% | +4.76% | +8.63% | +11.35% | +44.69% |
| FY2011 | 2011-11-22 | 2011-11-22 | -2.50% | +2.22% | -4.22% | -2.18% | -8.00% |
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.