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positive_eps_streak on MGE ENERGY INC (MGEE)

SIC 4900 — Electric, Gas & Sanitary Services · CIK 1161728 · 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 MGEE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24-1.21%-1.03%-6.50%
FY20242025-02-252025-02-25-0.86%-2.97%-3.44%-3.39%-10.63%
FY20232024-02-212024-02-21-1.71%-2.96%+15.58%+24.75%+44.93%
FY20222023-02-222023-02-22+0.66%-1.74%+3.30%+6.47%-7.83%
FY20212022-02-232022-02-23-1.75%+0.11%+7.34%+13.76%+3.00%
FY20202021-02-242021-02-24-0.18%-1.24%+10.11%+15.78%+12.33%
FY20192020-02-272020-02-27-5.37%-2.04%-15.39%-12.95%-13.64%
FY20182019-02-222019-02-22-2.71%-2.71%-0.81%+5.95%+20.80%
FY20172018-02-232018-02-23-0.63%-5.01%-1.30%+4.03%+18.35%
FY20162017-02-242017-02-24+0.09%-0.68%-2.69%-1.61%-13.19%
FY20152016-02-252016-02-25-6.41%-6.41%-3.77%-4.29%+25.49%
FY20142015-02-262015-02-26-0.32%-2.08%-0.74%-9.09%+17.07%
FY20132014-02-272014-02-27+0.84%+0.52%+1.62%-2.59%+15.72%
FY20122013-02-262013-02-26+0.10%+2.66%+3.62%+4.12%+11.06%
FY20112012-02-242012-02-24-1.13%-5.10%-3.09%-0.44%+20.87%

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/1161728/financials