← positive_eps_streak (all companies) · MKSI (all signals) · all methodology
positive_eps_streak on MKS INC (MKSI)
SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 1049502 · 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 MKSI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-14 | 2023-03-14 | -2.19% | -2.43% | -7.63% | +14.06% | +39.03% |
| FY2021 | 2022-02-28 | 2022-02-28 | -3.42% | -7.24% | +3.63% | -23.85% | -36.67% |
| FY2020 | 2021-02-23 | 2021-02-23 | +5.19% | -3.21% | -0.65% | +8.37% | -12.87% |
| FY2019 | 2020-02-28 | 2020-02-28 | +0.59% | +0.65% | -20.18% | +4.30% | +72.54% |
| FY2018 | 2019-02-26 | 2019-02-26 | -1.64% | -0.78% | +5.35% | -11.26% | +22.49% |
| FY2017 | 2018-02-28 | 2018-02-28 | +1.08% | +7.23% | +0.00% | +2.11% | -24.01% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.27% | -2.16% | +1.79% | +19.26% | +69.04% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.03% | +4.31% | +9.94% | +15.01% | +105.86% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.69% | -1.14% | -4.05% | +5.34% | -6.30% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.70% | +1.64% | -1.07% | -4.76% | +22.75% |
| FY2012 | 2013-02-26 | 2013-02-26 | -0.22% | +1.37% | -0.96% | +1.07% | +12.73% |
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.