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positive_eps_streak on Medpace Holdings, Inc. (MEDP)
SIC 8731 — Services-Commercial Physical & Biological Research · CIK 1668397 · 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 MEDP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | -4.96% | +0.03% | +7.10% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | +2.63% | +4.91% | -0.90% | -8.25% | +26.90% |
| FY2023 | 2024-02-13 | 2024-02-13 | +7.06% | +6.11% | +12.02% | +9.64% | -6.57% |
| FY2022 | 2023-02-14 | 2023-02-14 | -4.20% | -9.77% | -18.05% | -3.51% | +81.61% |
| FY2021 | 2022-02-15 | 2022-02-15 | +5.60% | +0.96% | +10.75% | -4.09% | +48.31% |
| FY2020 | 2021-02-16 | 2021-02-16 | +1.09% | -4.75% | -0.68% | -1.61% | +6.45% |
| FY2019 | 2020-02-25 | 2020-02-25 | -1.44% | -10.67% | -32.74% | -11.64% | +58.03% |
| FY2018 | 2019-02-26 | 2019-02-26 | +1.74% | -1.51% | +4.67% | +5.72% | +82.39% |
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.