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positive_eps_streak on MILLER INDUSTRIES INC /TN/ (MLR)

SIC 3713 — Truck & Bus Bodies · CIK 924822 · 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 MLR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-042026-03-04+6.43%-1.56%+2.58%
FY20242025-03-052025-03-05-15.31%-17.00%-20.27%-17.02%-14.63%
FY20232024-03-062024-03-06+10.83%+6.77%+15.82%+35.44%+5.36%
FY20222023-03-082023-03-08+15.01%+22.73%+27.65%+26.83%+80.71%
FY20212022-03-092022-03-09-3.62%-4.50%-11.04%-18.06%+6.88%
FY20202021-03-032021-03-03-2.77%+6.15%+8.79%-1.29%-26.30%
FY20192020-03-042020-03-04+2.88%-5.04%-12.42%-2.33%+38.94%
FY20182019-03-062019-03-06-3.22%-2.37%-8.57%-21.85%-5.91%
FY20172018-03-072018-03-07+3.33%-1.76%+1.12%+7.44%+34.93%
FY20162017-03-152017-03-15-1.05%+2.73%+0.32%+11.03%+7.81%
FY20152016-03-092016-03-09-3.16%-0.40%+2.03%+8.80%+24.57%
FY20142015-03-042015-03-04-2.32%+1.26%+17.46%-3.94%-6.27%
FY20132014-03-052014-03-05+2.77%+3.30%+8.25%+9.11%+15.54%
FY20122013-03-062013-03-06+0.75%+4.57%-1.55%+3.24%+24.70%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/924822/financials