← positive_eps_streak (all companies) · MC (all signals) · all methodology
positive_eps_streak on Moelis & Co (MC)
SIC 6282 — Investment Advice · CIK 1596967 · 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 MC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-23 | 2023-02-23 | -1.17% | +0.28% | -9.80% | -13.27% | +32.19% |
| FY2021 | 2022-02-23 | 2022-02-23 | +1.24% | +3.37% | -1.54% | -5.22% | -4.61% |
| FY2020 | 2021-02-24 | 2021-02-24 | -4.61% | +0.60% | +2.75% | +3.77% | -1.49% |
| FY2019 | 2020-02-27 | 2020-02-27 | -3.59% | -11.22% | -6.24% | -9.39% | +69.12% |
| FY2018 | 2019-02-27 | 2019-02-27 | -1.31% | -2.77% | -5.35% | -26.70% | -20.77% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.59% | +2.56% | -1.77% | +18.37% | -2.16% |
| FY2016 | 2017-02-28 | 2017-02-28 | +3.21% | +3.90% | +1.56% | +0.36% | +52.52% |
| FY2015 | 2016-03-14 | 2016-03-14 | -2.54% | +3.14% | +1.01% | -0.22% | +52.04% |
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.