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positive_eps_streak on Marcus & Millichap, Inc. (MMI)
SIC 6531 — Real Estate Agents & Managers (For Others) · CIK 1578732 · 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 MMI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-28 | 2023-02-28 | +0.32% | -2.85% | -10.80% | -13.47% | +8.45% |
| FY2021 | 2022-03-01 | 2022-03-01 | +2.77% | -4.64% | +8.02% | -13.19% | -25.90% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.47% | -10.70% | -13.46% | -1.51% | +29.47% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.91% | -13.12% | -11.36% | -11.88% | +15.94% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.70% | -1.04% | +5.52% | -14.64% | -16.30% |
| FY2017 | 2018-03-16 | 2018-03-16 | -0.48% | -1.79% | -2.32% | +6.91% | +10.77% |
| FY2016 | 2017-03-16 | 2017-03-16 | -0.61% | -7.40% | -6.22% | -0.95% | +35.66% |
| FY2015 | 2016-03-15 | 2016-03-15 | -0.88% | +6.78% | +5.14% | +14.61% | +9.52% |
| FY2014 | 2015-03-09 | 2015-03-09 | -2.54% | -12.12% | +3.29% | +31.89% | -36.68% |
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.