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positive_eps_streak on MIDDLEBY Corp (MIDD)
SIC 3580 — Refrigeration & Service Industry Machinery · CIK 769520 · 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 MIDD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-26 | 2025-02-26 | -1.28% | -3.18% | -5.35% | -11.02% | +2.12% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.48% | +1.37% | +5.35% | -16.29% | +6.70% |
| FY2022 | 2023-03-01 | 2023-03-01 | +0.63% | -0.99% | -8.36% | -13.22% | -0.52% |
| FY2021 | 2022-03-02 | 2022-03-02 | +0.11% | -5.02% | -5.54% | -18.37% | -11.22% |
| FY2020 | 2021-03-03 | 2021-03-03 | -0.85% | +4.21% | +2.66% | +3.69% | +10.01% |
| FY2019 | 2020-02-26 | 2020-02-26 | -1.48% | -3.79% | -51.69% | -44.76% | +25.58% |
| FY2018 | 2019-02-27 | 2019-02-27 | -2.10% | -0.87% | +1.86% | +9.38% | -9.31% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.85% | +3.37% | +2.67% | -13.72% | +2.40% |
| FY2016 | 2017-03-01 | 2017-03-01 | -3.37% | -2.14% | -2.86% | -9.36% | -16.73% |
| FY2015 | 2016-03-02 | 2016-03-02 | -0.36% | +2.61% | +8.18% | +24.81% | +38.77% |
| FY2014 | 2015-03-04 | 2015-03-04 | +3.11% | +6.10% | +3.41% | +7.29% | -2.93% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.09% | -4.77% | -13.46% | -24.03% | +7.48% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.82% | +1.09% | +1.67% | +10.90% | +102.40% |
| FY2011 | 2012-03-15 | 2012-03-15 | -1.13% | -3.40% | -5.32% | -6.97% | +43.33% |
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.