← positive_eps_streak (all companies) · MLKN (all signals) · all methodology
positive_eps_streak on MILLERKNOLL, INC. (MLKN)
SIC 2520 — Office Furniture · CIK 66382 · 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 MLKN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-07-30 | 2019-07-30 | -1.24% | -6.88% | -10.87% | -0.02% | -47.51% |
| FY2018 | 2018-07-31 | 2018-07-31 | +0.26% | +0.53% | +2.11% | -13.75% | +20.21% |
| FY2017 | 2017-08-01 | 2017-08-01 | -0.90% | +0.30% | +1.05% | +5.80% | +15.83% |
| FY2013 | 2013-07-30 | 2013-07-30 | -0.46% | +0.67% | -6.44% | +8.84% | +5.87% |
| FY2012 | 2012-07-31 | 2012-07-31 | -3.28% | +2.57% | +8.80% | +5.45% | +61.79% |
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.