← positive_eps_streak (all companies) · MITK (all signals) · all methodology
positive_eps_streak on MITEK SYSTEMS INC (MITK)
SIC 3577 — Computer Peripheral Equipment, NEC · CIK 807863 · 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 MITK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-11 | 2025-12-11 | +8.87% | +14.61% | +14.94% | +58.33% | — |
| FY2024 | 2024-12-16 | 2024-12-16 | +15.17% | +18.65% | +5.06% | -3.90% | +11.59% |
| FY2023 | 2024-03-19 | 2024-03-19 | +0.97% | +6.87% | -1.70% | -8.48% | -25.93% |
| FY2022 | 2023-07-31 | 2023-07-31 | +7.84% | +17.24% | +8.13% | -4.41% | +30.36% |
| FY2017 | 2017-11-30 | 2017-11-30 | -1.11% | -2.78% | -0.56% | -15.00% | +6.33% |
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.