← positive_eps_streak (all companies) · MCO (all signals) · all methodology
positive_eps_streak on MOODYS CORP /DE/ (MCO)
SIC 7320 — Services-Consumer Credit Reporting, Collection Agencies · CIK 1059556 · 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 MCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -0.33% | +2.80% | -2.47% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | -0.62% | -4.19% | -13.08% | -7.12% | -13.13% |
| FY2023 | 2024-02-14 | 2024-02-14 | +1.84% | +4.44% | +4.86% | +9.49% | +42.91% |
| FY2022 | 2023-02-15 | 2023-02-15 | -2.56% | -4.91% | -3.78% | +0.02% | +20.57% |
| FY2021 | 2022-02-22 | 2022-02-22 | -1.29% | +0.00% | +2.68% | -12.95% | -7.77% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.36% | +2.19% | +5.02% | +17.15% | +17.67% |
| FY2019 | 2020-02-24 | 2020-02-24 | -2.34% | -2.53% | -38.00% | -4.43% | +4.31% |
| FY2018 | 2019-02-25 | 2019-02-25 | -0.01% | -0.15% | +2.85% | +9.11% | +52.15% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.88% | -1.37% | -5.24% | +3.64% | +3.96% |
| FY2016 | 2017-02-24 | 2017-02-24 | -1.09% | -0.59% | -0.72% | +1.83% | +51.98% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.05% | +7.02% | +4.86% | +6.27% | +29.71% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.07% | -0.77% | +5.39% | +14.02% | -7.25% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.14% | +5.02% | -1.43% | +4.94% | +24.46% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.89% | +5.39% | +9.64% | +41.43% | +68.40% |
| FY2011 | 2012-02-27 | 2012-02-27 | -1.50% | -1.76% | +7.88% | -7.12% | +24.51% |
| FY2010 | 2011-02-28 | 2011-02-28 | -1.72% | -0.25% | +4.64% | +18.71% | +23.12% |
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.