← positive_eps_streak (all companies) · MRCY (all signals) · all methodology
positive_eps_streak on MERCURY SYSTEMS INC (MRCY)
SIC 3670 — Electronic Components & Accessories · CIK 1049521 · 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 MRCY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-08-16 | 2022-08-16 | -2.17% | -3.91% | -9.58% | -5.34% | -29.51% |
| FY2021 | 2021-08-17 | 2021-08-17 | -0.73% | -1.04% | -10.80% | +0.64% | -0.68% |
| FY2020 | 2020-08-18 | 2020-08-18 | +0.49% | -1.38% | -9.40% | -9.60% | -32.98% |
| FY2019 | 2019-08-15 | 2019-08-15 | +1.22% | +6.07% | -1.94% | -14.92% | -3.56% |
| FY2018 | 2018-08-16 | 2018-08-16 | +0.93% | +3.31% | +11.61% | +2.74% | +73.91% |
| FY2017 | 2017-08-18 | 2017-08-18 | +0.17% | +2.16% | +3.35% | +6.69% | +10.52% |
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.