← positive_eps_streak (all companies) · MCD (all signals) · all methodology
positive_eps_streak on MCDONALDS CORP (MCD)
SIC 5812 — Retail-Eating Places · CIK 63908 · 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 MCD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -0.01% | +0.29% | -7.05% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -2.08% | -1.02% | -0.65% | +2.43% | +10.17% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.62% | -0.67% | -3.64% | -7.43% | +7.55% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.42% | +2.63% | +3.50% | +10.37% | +13.93% |
| FY2021 | 2022-02-24 | 2022-02-24 | +1.80% | -2.88% | -1.40% | -4.01% | +10.48% |
| FY2020 | 2021-02-23 | 2021-02-23 | +0.92% | -0.65% | +6.83% | +9.58% | +22.32% |
| FY2019 | 2020-02-26 | 2020-02-26 | -4.33% | -0.85% | -21.94% | -11.36% | +2.91% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.31% | +1.67% | +2.64% | +9.33% | +19.38% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.32% | -8.50% | -4.35% | -0.34% | +15.20% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.64% | -0.74% | -0.16% | +16.06% | +23.63% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.36% | -0.67% | +4.95% | +4.32% | +12.03% |
| FY2014 | 2015-02-24 | 2015-02-24 | +3.87% | +5.92% | +5.52% | +6.32% | +27.50% |
| FY2013 | 2014-02-24 | 2014-02-24 | +0.12% | -1.43% | +0.52% | +6.11% | +1.82% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.08% | -0.32% | +3.01% | +7.10% | +3.78% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.04% | -0.12% | -4.09% | -8.38% | -0.72% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.67% | +2.14% | +1.09% | +10.83% | +37.77% |
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.