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positive_eps_streak on MUELLER INDUSTRIES INC (MLI)
SIC 3350 — Rolling Drawing & Extruding of Nonferrous Metals · CIK 89439 · 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 MLI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +1.58% | +0.10% | -5.26% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -1.13% | +0.29% | -0.70% | -4.21% | +49.68% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.96% | -0.96% | +5.34% | +14.93% | +58.26% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.09% | -0.57% | -1.56% | +1.73% | +41.14% |
| FY2021 | 2022-02-23 | 2022-02-23 | -1.81% | -1.13% | +1.40% | -7.38% | +29.36% |
| FY2020 | 2021-02-24 | 2021-02-24 | +1.64% | +0.63% | -1.71% | +12.64% | +41.51% |
| FY2019 | 2020-02-26 | 2020-02-26 | -4.63% | -6.24% | -27.38% | -16.45% | +38.81% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.24% | -3.14% | -6.56% | -16.73% | -11.13% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.28% | +1.81% | -2.10% | +12.90% | +27.55% |
| FY2016 | 2017-03-01 | 2017-03-01 | -3.28% | -7.48% | -15.80% | -28.28% | -33.69% |
| FY2015 | 2016-02-24 | 2016-02-24 | -0.04% | +5.21% | +9.30% | +14.50% | +60.57% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.77% | -1.09% | +3.00% | +2.03% | -24.96% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.66% | +1.54% | -5.86% | -9.03% | +14.17% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.30% | +2.17% | +0.96% | +0.68% | +19.07% |
| FY2011 | 2012-02-28 | 2012-02-28 | -1.41% | -3.02% | -0.43% | -5.79% | +15.79% |
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.