← positive_eps_streak (all companies) · MMS (all signals) · all methodology
positive_eps_streak on MAXIMUS, INC. (MMS)
SIC 7389 — Services-Business Services, NEC · CIK 1032220 · 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 MMS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-20 | 2025-11-20 | +3.42% | +4.91% | +7.35% | -8.31% | — |
| FY2024 | 2024-11-21 | 2024-11-21 | -2.49% | -0.61% | -2.69% | -11.56% | +17.42% |
| FY2023 | 2023-11-16 | 2023-11-16 | -0.56% | +1.21% | -1.57% | +0.13% | -2.89% |
| FY2022 | 2022-11-22 | 2022-11-22 | -0.27% | -0.06% | +3.65% | +18.78% | +20.81% |
| FY2021 | 2021-11-18 | 2021-11-18 | +2.06% | -3.06% | -3.55% | -3.04% | -21.73% |
| FY2020 | 2020-11-19 | 2020-11-19 | -1.42% | +0.48% | +0.01% | +11.85% | +12.32% |
| FY2019 | 2019-11-26 | 2019-11-26 | +0.12% | -1.77% | -1.82% | -11.41% | -0.84% |
| FY2018 | 2018-11-20 | 2018-11-20 | +4.79% | +9.56% | +1.34% | +14.45% | +19.35% |
| FY2017 | 2017-11-20 | 2017-11-20 | +1.57% | +2.06% | +7.96% | +1.41% | -3.76% |
| FY2016 | 2016-11-21 | 2016-11-21 | +2.01% | +0.09% | -0.16% | +4.57% | +20.28% |
| FY2015 | 2015-11-16 | 2015-11-16 | -2.27% | +3.54% | +6.93% | -9.49% | +2.97% |
| FY2014 | 2014-11-17 | 2014-11-17 | +0.37% | +0.94% | -1.70% | +14.08% | -0.77% |
| FY2013 | 2013-11-19 | 2013-11-19 | +0.36% | +2.00% | -2.38% | +5.23% | +16.83% |
| FY2012 | 2012-11-16 | 2012-11-16 | +0.84% | +5.46% | +8.18% | +23.56% | +53.13% |
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.