← positive_eps_streak (all companies) · MKTX (all signals) · all methodology
positive_eps_streak on MARKETAXESS HOLDINGS INC (MKTX)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 1278021 · 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 MKTX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -0.73% | +6.48% | -8.40% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | +1.29% | -0.11% | +9.02% | +14.64% | -5.55% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.64% | -0.07% | +4.80% | +0.54% | -6.62% |
| FY2022 | 2023-02-22 | 2023-02-22 | -1.02% | -1.19% | +7.40% | -17.85% | -38.13% |
| FY2021 | 2022-02-23 | 2022-02-23 | +2.33% | +2.75% | -5.92% | -27.08% | -4.95% |
| FY2020 | 2021-02-19 | 2021-02-19 | -1.66% | +1.04% | -7.29% | -17.16% | -31.43% |
| FY2019 | 2020-02-18 | 2020-02-18 | -1.58% | -4.60% | -4.08% | +45.56% | +55.01% |
| FY2018 | 2019-03-18 | 2019-03-18 | -0.85% | +0.62% | +10.14% | +37.12% | +41.03% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.01% | +2.63% | +11.06% | +6.75% | +22.69% |
| FY2016 | 2017-02-21 | 2017-02-21 | +1.18% | +1.29% | -4.31% | -5.23% | +5.58% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.55% | +1.27% | +0.80% | +12.96% | +65.69% |
| FY2014 | 2015-02-25 | 2015-02-25 | +1.38% | +4.96% | +4.08% | +10.49% | +50.71% |
| FY2013 | 2014-02-24 | 2014-02-24 | -1.42% | -0.60% | +4.05% | -9.85% | +35.51% |
| FY2012 | 2013-02-21 | 2013-02-21 | -0.05% | +0.33% | -1.90% | +18.80% | +54.05% |
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.