← positive_eps_streak (all companies) · MGPI (all signals) · all methodology
positive_eps_streak on MGP INGREDIENTS INC (MGPI)
SIC 5180 — Wholesale-Beer, Wine & Distilled Alcoholic Beverages · CIK 835011 · 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 MGPI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-26 | 2025-02-26 | +3.23% | +3.85% | -9.74% | -4.87% | -40.05% |
| FY2023 | 2024-02-22 | 2024-02-22 | +2.01% | +8.95% | +8.27% | +2.18% | -58.04% |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.86% | -5.91% | -11.70% | -2.58% | -26.42% |
| FY2021 | 2022-02-24 | 2022-02-24 | -1.85% | +2.35% | +9.65% | +13.88% | +24.91% |
| FY2020 | 2021-02-25 | 2021-02-25 | -3.84% | -7.44% | -8.85% | +1.63% | +21.45% |
| FY2019 | 2020-02-26 | 2020-02-26 | +0.21% | +4.33% | -15.61% | +25.30% | +136.97% |
| FY2018 | 2019-02-27 | 2019-02-27 | +2.29% | +1.54% | -3.23% | -20.40% | -64.16% |
| FY2017 | 2018-03-01 | 2018-03-01 | +8.17% | +2.91% | +17.22% | +14.50% | +7.20% |
| FY2016 | 2017-03-08 | 2017-03-08 | +0.28% | +8.75% | +9.66% | +3.23% | +62.75% |
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.