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positive_eps_streak on MEDIFAST INC (MED)

SIC 2090 — Miscellaneous Food Preparations & Kindred Products · CIK 910329 · 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 MED

FYFiling dateEvent date1d5d20d60d252d
FY20242025-02-182025-02-18-11.41%-10.79%-9.80%-20.95%-34.16%
FY20232024-02-202024-02-20-17.47%-14.67%-28.59%-48.17%-69.90%
FY20222023-02-212023-02-21-2.42%+6.34%-2.30%-12.86%-59.86%
FY20212022-02-232022-02-23-2.00%+9.20%-0.54%-6.44%-34.60%
FY20202021-02-262021-02-26+5.07%-3.89%-11.25%+30.30%-27.84%
FY20192020-03-022020-03-02-1.51%-10.25%-20.97%+22.97%+229.90%
FY20182019-03-012019-03-01+1.67%+3.85%+1.34%+8.15%-33.04%
FY20172018-03-162018-03-16+0.12%-1.26%+12.58%+76.29%+52.81%
FY20162017-03-162017-03-16+0.76%+0.51%+1.25%-2.55%+113.59%
FY20152016-03-152016-03-15-0.32%+2.27%+7.86%+16.71%+56.15%
FY20142015-03-162015-03-16-0.03%+5.42%+2.03%+5.99%-4.41%
FY20132014-03-172014-03-17+6.29%+3.45%+11.29%+15.96%+8.05%
FY20122013-03-152013-03-15-0.46%-3.85%-4.19%+19.55%+16.45%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/910329/financials