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positive_eps_streak on MESABI TRUST (MSB)
SIC 6795 — Mineral Royalty Traders · CIK 65172 · 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 MSB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-24 | 2025-04-24 | +2.22% | +1.52% | -5.21% | +3.46% | — |
| FY2023 | 2024-04-24 | 2024-04-24 | -0.06% | -2.07% | +3.88% | +3.06% | +107.29% |
| FY2022 | 2023-04-24 | 2023-04-24 | -11.73% | -6.54% | -27.89% | -28.49% | -29.11% |
| FY2021 | 2022-04-27 | 2022-04-27 | -2.19% | -3.51% | +6.82% | +13.79% | -4.75% |
| FY2020 | 2021-04-27 | 2021-04-27 | +1.38% | +0.16% | -0.44% | -7.69% | -19.64% |
| FY2019 | 2020-04-13 | 2020-04-13 | -11.80% | -15.19% | -2.14% | +18.77% | +146.96% |
| FY2018 | 2019-04-12 | 2019-04-12 | +3.60% | +1.41% | -2.51% | +2.61% | -52.78% |
| FY2017 | 2018-04-13 | 2018-04-13 | -8.32% | -3.56% | -3.67% | +2.59% | +40.02% |
| FY2016 | 2017-04-14 | 2017-04-17 | -0.97% | +8.09% | -10.98% | -6.30% | +70.34% |
| FY2015 | 2016-04-14 | 2016-04-14 | +0.98% | +25.17% | +25.33% | +54.23% | +123.55% |
| FY2014 | 2015-04-15 | 2015-04-15 | +8.59% | +7.06% | +3.60% | -14.13% | -49.67% |
| FY2013 | 2014-04-15 | 2014-04-15 | +4.96% | +5.43% | +2.24% | +0.42% | -9.81% |
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.