← positive_eps_streak (all companies) · MAYS (all signals) · all methodology
positive_eps_streak on MAYS J W INC (MAYS)
SIC 6512 — Opeators of Nonresidential Buildings · CIK 54187 · 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 MAYS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-10-03 | 2019-10-03 | -2.05% | -2.05% | +1.33% | -11.41% | -34.89% |
| FY2018 | 2018-10-04 | 2018-10-04 | -5.61% | -5.61% | -4.88% | -2.44% | -17.07% |
| FY2017 | 2017-10-05 | 2017-10-05 | +0.00% | +0.00% | -15.00% | -17.02% | -17.66% |
| FY2016 | 2016-10-06 | 2016-10-06 | +0.00% | +4.89% | +1.09% | -7.61% | +2.17% |
| FY2015 | 2015-10-08 | 2015-10-08 | +0.00% | +1.73% | -0.89% | +2.53% | -17.90% |
| FY2014 | 2014-10-02 | 2014-10-02 | +1.39% | -2.80% | -7.41% | -9.11% | +6.48% |
| FY2013 | 2013-10-03 | 2013-10-03 | +0.00% | +0.00% | +8.15% | +23.60% | +111.47% |
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.