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positive_eps_streak on MOSAIC CO (MOS)
SIC 2870 — Agricultural Chemicals · CIK 1285785 · 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 MOS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -1.19% | -5.50% | -9.44% | — | — |
| FY2024 | 2025-03-03 | 2025-03-03 | -1.07% | +7.63% | +16.84% | +55.86% | +15.01% |
| FY2023 | 2024-02-22 | 2024-02-22 | -2.30% | -3.29% | +0.11% | -4.35% | -18.45% |
| FY2022 | 2023-02-23 | 2023-02-23 | +0.02% | +11.10% | -15.79% | -29.93% | -36.95% |
| FY2016 | 2017-02-15 | 2017-02-15 | -1.87% | -5.77% | -13.43% | -31.58% | -21.58% |
| FY2015 | 2016-02-19 | 2016-02-19 | +3.11% | +9.92% | +23.07% | +6.84% | +43.37% |
| FY2014 | 2015-02-17 | 2015-02-17 | +1.27% | +2.27% | -8.65% | -12.26% | -50.06% |
| FY2013 | 2013-07-17 | 2013-07-17 | -0.44% | -3.48% | -19.00% | -14.36% | -10.60% |
| FY2012 | 2012-07-31 | 2012-07-31 | -0.24% | +0.03% | -2.34% | -8.43% | -28.23% |
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.