← positive_eps_streak (all companies) · MHK (all signals) · all methodology
positive_eps_streak on MOHAWK INDUSTRIES INC (MHK)
SIC 2273 — Carpets & Rugs · CIK 851968 · 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 MHK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-22 | 2023-02-22 | -0.60% | -6.05% | -12.20% | -8.57% | +6.70% |
| FY2021 | 2022-02-23 | 2022-02-23 | +0.29% | +2.92% | -1.95% | +0.29% | -25.08% |
| FY2020 | 2021-02-24 | 2021-02-24 | -5.67% | -0.19% | +1.32% | +13.65% | -24.14% |
| FY2019 | 2020-02-28 | 2020-02-28 | -0.24% | -2.13% | -35.58% | -22.85% | +48.38% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.00% | -4.78% | -7.45% | +7.18% | -11.00% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.51% | -1.11% | -4.58% | -11.46% | -42.69% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.75% | -0.02% | -0.20% | +2.10% | +8.09% |
| FY2015 | 2016-11-23 | 2016-11-23 | +0.15% | -4.59% | +1.14% | +12.13% | +37.29% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.99% | -2.22% | -1.70% | +1.20% | -2.51% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.03% | +2.23% | -4.80% | -2.05% | +31.54% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.12% | +4.91% | +5.98% | +7.63% | +35.45% |
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.