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positive_eps_streak on Marathon Petroleum Corp (MPC)
SIC 2911 — Petroleum Refining · CIK 1510295 · 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 MPC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -1.42% | +8.10% | +23.49% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.49% | -7.04% | -0.43% | +8.13% | +44.83% |
| FY2023 | 2024-02-28 | 2024-02-28 | +1.24% | +4.80% | +17.85% | +6.13% | -10.91% |
| FY2019 | 2020-02-28 | 2020-02-28 | +0.65% | -17.44% | -51.18% | -21.02% | +25.34% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.08% | -5.11% | -1.71% | -18.05% | -20.43% |
| FY2017 | 2018-02-28 | 2018-02-28 | +1.14% | +5.65% | +12.11% | +24.22% | +0.53% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.46% | +2.48% | -2.32% | +6.63% | +36.23% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.09% | +8.30% | +8.07% | +4.89% | +53.33% |
| FY2014 | 2015-02-27 | 2015-02-27 | -3.07% | -6.20% | -5.10% | -3.88% | -32.97% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.75% | +7.14% | +4.37% | +4.00% | +23.70% |
| FY2012 | 2013-02-28 | 2013-02-28 | +2.57% | +6.52% | +8.11% | -0.53% | +3.49% |
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.