← positive_eps_streak (all companies) · MHH (all signals) · all methodology
positive_eps_streak on Mastech Digital, Inc. (MHH)
SIC 8742 — Services-Management Consulting Services · CIK 1437226 · 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 MHH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-27 | 2023-03-27 | -1.86% | +2.45% | -23.21% | -18.48% | -24.89% |
| FY2021 | 2022-03-14 | 2022-03-14 | -0.65% | +0.71% | +7.45% | -6.86% | -35.80% |
| FY2020 | 2021-03-16 | 2021-03-16 | -1.76% | -0.57% | -2.44% | -10.96% | +3.69% |
| FY2019 | 2020-03-30 | 2020-03-30 | +5.85% | -12.61% | +11.71% | +99.34% | +43.94% |
| FY2018 | 2019-03-29 | 2019-03-29 | -5.36% | -2.60% | -2.60% | -22.56% | +96.92% |
| FY2017 | 2018-03-23 | 2018-03-23 | -14.52% | -16.06% | -14.38% | +9.96% | -11.64% |
| FY2016 | 2017-03-24 | 2017-03-24 | +0.30% | +8.57% | +7.68% | -7.83% | +80.06% |
| FY2015 | 2016-03-25 | 2016-03-28 | -0.28% | -0.28% | +6.91% | -11.46% | -6.22% |
| FY2014 | 2015-03-20 | 2015-03-20 | +2.81% | +6.40% | -1.46% | +4.38% | -18.88% |
| FY2013 | 2014-03-21 | 2014-03-21 | -0.50% | -1.08% | +16.06% | +16.27% | -34.41% |
| FY2012 | 2013-03-22 | 2013-03-22 | -1.59% | +0.00% | -7.51% | -12.40% | +103.83% |
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.