← positive_eps_streak (all companies) · MLM (all signals) · all methodology
positive_eps_streak on MARTIN MARIETTA MATERIALS INC (MLM)
SIC 1400 — Mining & Quarrying of Nonmetallic Minerals (No Fuels) · CIK 916076 · 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 MLM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +1.56% | +0.45% | -15.88% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.16% | -1.37% | -2.46% | +16.19% | +43.08% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.84% | +7.66% | +10.79% | +6.41% | -10.01% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.59% | +1.16% | -6.80% | +12.33% | +55.45% |
| FY2021 | 2022-02-22 | 2022-02-22 | -3.86% | -3.80% | +1.19% | -14.63% | -3.82% |
| FY2020 | 2021-02-19 | 2021-02-19 | -2.45% | +0.33% | -1.10% | +12.00% | +15.20% |
| FY2019 | 2020-02-21 | 2020-02-21 | -0.77% | -9.29% | -38.75% | -27.89% | +31.81% |
| FY2018 | 2019-02-25 | 2019-02-25 | +1.32% | +3.70% | +4.41% | +17.11% | +27.93% |
| FY2017 | 2018-02-23 | 2018-02-23 | -0.19% | -3.23% | -2.58% | +3.17% | -8.87% |
| FY2016 | 2017-02-24 | 2017-02-24 | +2.48% | +3.83% | -1.15% | +10.55% | +1.34% |
| FY2015 | 2016-02-23 | 2016-02-23 | +3.14% | +6.34% | +12.92% | +34.59% | +59.64% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.56% | +0.08% | -1.54% | +7.43% | +0.65% |
| FY2013 | 2014-02-24 | 2014-02-24 | +1.24% | +4.88% | +6.28% | +1.03% | +24.35% |
| FY2012 | 2013-02-22 | 2013-02-22 | -3.53% | +0.76% | +5.12% | +14.75% | +20.91% |
| FY2011 | 2012-02-29 | 2012-02-29 | -0.08% | -1.62% | +0.50% | -19.51% | +17.50% |
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.