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positive_eps_streak on MARCUS CORP (MCS)
SIC 7830 — Services-Motion Picture Theaters · CIK 62234 · 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 MCS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-24 | 2020-02-24 | -6.39% | -15.32% | -65.31% | -61.63% | -36.37% |
| FY2018 | 2019-03-12 | 2019-03-12 | -0.51% | -3.76% | -3.18% | -18.06% | -53.72% |
| FY2017 | 2018-03-13 | 2018-03-13 | +0.00% | +1.49% | +2.82% | +5.14% | +38.03% |
| FY2016 | 2017-03-14 | 2017-03-14 | +2.57% | -0.64% | -0.48% | +5.89% | -1.20% |
| FY2015 | 2015-08-11 | 2015-08-11 | -1.40% | -4.15% | -4.20% | +3.35% | +13.59% |
| FY2014 | 2014-08-12 | 2014-08-12 | +3.37% | +4.77% | -3.82% | -5.27% | +13.25% |
| FY2013 | 2013-08-13 | 2013-08-13 | +0.63% | -0.24% | +3.17% | +19.48% | +49.33% |
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.