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positive_eps_streak on MONOLITHIC POWER SYSTEMS INC (MPWR)

SIC 3674 — Semiconductors & Related Devices · CIK 1280452 · 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 MPWR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27-0.01%-10.46%-7.85%
FY20242025-03-032025-03-03+1.59%+0.46%+0.45%+17.34%+91.42%
FY20232024-02-292024-02-29+3.29%+6.61%-5.74%+4.83%-17.76%
FY20222023-02-242023-02-24+0.66%+4.76%+0.48%-6.99%+47.98%
FY20212022-02-252022-02-25-0.59%-10.33%+6.52%-9.12%+5.75%
FY20202021-03-012021-03-01-4.75%-22.36%-12.47%-14.68%+18.59%
FY20192020-02-282020-02-28+3.45%+4.68%+1.93%+29.55%+147.35%
FY20182019-03-012019-03-01+0.23%-1.38%-0.21%-14.01%+21.83%
FY20172018-03-012018-03-01+2.06%+3.54%+0.26%+14.06%+19.07%
FY20162017-03-012017-03-01-0.58%-1.20%+2.94%+9.43%+30.46%
FY20152016-02-292016-02-29+2.03%+4.15%+5.61%+13.63%+50.65%
FY20142015-03-022015-03-02-1.11%-3.43%-1.13%+1.45%+12.91%
FY20132014-03-102014-03-10-0.54%+4.29%-0.24%+6.47%+43.49%
FY20122013-03-052013-03-05+0.41%-1.10%-7.98%+0.98%+50.84%

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/1280452/financials