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positive_eps_streak on MSA Safety Inc (MSA)

SIC 3842 — Orthopedic, Prosthetic & Surgical Appliances & Supplies · CIK 66570 · 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 MSA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12-0.30%-2.71%-12.51%
FY20242025-02-142025-02-14+0.91%+1.57%-3.93%+1.74%+27.83%
FY20232024-02-162024-02-16-0.64%+2.40%+2.62%+6.22%-9.85%
FY20222023-02-162023-02-16+0.62%-3.51%-7.30%+3.01%+28.71%
FY20212022-02-182022-02-18-1.43%-0.80%-1.93%-11.60%-3.35%
FY20202021-02-192021-02-19+1.22%-5.28%-6.15%-0.24%-18.98%
FY20192020-02-202020-02-20-0.38%-6.48%-17.72%-13.32%+29.92%
FY20182019-02-222019-02-22-0.60%-1.39%-4.42%+0.78%+25.94%
FY20172018-02-222018-02-22+1.27%-1.30%-1.67%+10.85%+27.43%
FY20162017-02-282017-02-28+1.65%-1.94%-4.26%+11.23%+13.74%
FY20152016-02-292016-02-29+1.90%+5.68%+13.76%+11.45%+69.39%
FY20142015-02-252015-02-25+2.38%+0.41%+1.60%-5.74%-8.47%
FY20132014-02-242014-02-24-0.43%+0.33%+10.10%-1.17%-1.73%
FY20122013-02-202013-02-20-0.96%-3.78%+1.08%+1.79%+8.72%
FY20112012-02-222012-02-22+2.07%-0.78%+9.58%+13.42%+30.88%

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/66570/financials