← positive_eps_streak (all companies) · MSCI (all signals) · all methodology
positive_eps_streak on MSCI Inc. (MSCI)
SIC 7389 — Services-Business Services, NEC · CIK 1408198 · 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 MSCI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | +0.29% | -5.32% | +1.59% | — | — |
| FY2024 | 2025-02-07 | 2025-02-07 | +0.71% | -0.85% | -5.58% | -5.61% | -9.87% |
| FY2023 | 2024-02-09 | 2024-02-09 | -0.38% | -3.73% | -4.48% | -20.21% | -2.23% |
| FY2022 | 2023-02-10 | 2023-02-10 | +2.32% | -0.58% | -3.60% | -13.71% | +5.91% |
| FY2021 | 2022-02-11 | 2022-02-11 | -0.24% | -1.17% | -14.24% | -27.07% | +6.19% |
| FY2020 | 2021-02-12 | 2021-02-12 | +1.41% | -4.70% | -3.33% | +8.91% | +23.71% |
| FY2019 | 2020-02-18 | 2020-02-18 | +1.53% | -8.00% | -21.08% | +2.82% | +35.42% |
| FY2018 | 2019-02-22 | 2019-02-22 | +0.56% | +7.37% | +8.30% | +26.02% | +73.14% |
| FY2017 | 2018-02-26 | 2018-02-26 | -1.09% | +1.05% | +9.87% | +8.65% | +26.78% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.01% | -0.10% | +1.99% | +4.30% | +52.99% |
| FY2015 | 2016-02-26 | 2016-02-26 | -2.68% | -4.09% | -1.50% | +5.61% | +33.50% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.43% | -3.32% | +5.82% | +9.21% | +25.83% |
| FY2013 | 2014-02-28 | 2014-02-28 | +1.08% | +4.67% | -3.66% | -0.69% | +32.66% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.36% | +1.61% | +1.03% | +6.15% | +33.84% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.42% | -1.64% | +4.75% | -4.78% | -7.04% |
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.