← positive_eps_streak (all companies) · MD (all signals) · all methodology
positive_eps_streak on Pediatrix Medical Group, Inc. (MD)
SIC 8060 — Services-Hospitals · CIK 893949 · 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 MD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-14 | 2019-02-14 | +2.57% | +0.50% | -16.09% | -19.27% | -25.14% |
| FY2017 | 2018-02-14 | 2018-02-14 | +2.98% | +5.02% | +4.95% | -15.83% | -32.94% |
| FY2016 | 2017-02-10 | 2017-02-10 | +0.15% | +3.04% | +3.47% | -19.96% | -20.01% |
| FY2015 | 2016-02-11 | 2016-02-11 | -2.57% | +1.21% | -0.06% | +7.01% | +4.47% |
| FY2014 | 2015-02-09 | 2015-02-09 | +1.35% | +1.79% | +1.71% | +1.11% | -5.28% |
| FY2013 | 2014-02-12 | 2014-02-12 | +0.96% | +5.42% | +5.01% | -1.10% | +22.77% |
| FY2012 | 2013-02-15 | 2013-02-15 | +1.31% | -1.87% | -0.94% | +4.89% | +38.66% |
| FY2011 | 2012-02-29 | 2012-02-29 | -1.47% | -4.56% | +0.20% | -17.61% | +14.57% |
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.