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positive_eps_streak on METHODE ELECTRONICS INC (MEI)

SIC 3678 — Electronic Connectors · CIK 65270 · 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 MEI

FYFiling dateEvent date1d5d20d60d252d
FY20232023-06-272023-06-27-0.46%+1.96%+1.43%-33.65%-69.20%
FY20222022-06-232022-06-23+2.70%+0.03%+3.90%+5.31%-10.95%
FY20212021-06-242021-06-24-1.18%+1.83%-6.94%-12.81%-21.53%
FY20202020-06-302020-06-30-7.49%-9.31%-5.15%-11.63%+59.41%
FY20192019-06-202019-06-20-2.19%+3.37%+7.14%+33.06%+18.46%
FY20182018-06-212018-06-21-3.83%-3.83%-6.08%-9.20%-33.72%
FY20172017-06-222017-06-22+1.00%+1.99%+1.22%+0.47%+1.23%
FY20162016-06-232016-06-23-0.13%+7.04%+8.88%+8.01%+27.85%
FY20152015-06-252015-06-25-3.12%-12.68%-18.08%+4.87%+3.06%
FY20142014-06-262014-06-26-2.36%+2.26%-13.15%+4.20%-18.53%
FY20132013-06-202013-06-20+8.47%+15.11%+31.20%+71.80%+130.28%

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/65270/financials