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positive_eps_streak on MIDDLESEX WATER CO (MSEX)
SIC 4941 — Water Supply · CIK 66004 · 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 MSEX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -0.62% | -1.43% | -6.37% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +15.76% | +28.15% | +26.63% | +16.16% | +13.55% |
| FY2023 | 2024-03-01 | 2024-03-01 | +0.23% | +2.07% | -0.10% | +0.25% | +17.61% |
| FY2022 | 2023-11-08 | 2023-11-08 | -0.22% | +4.07% | +8.06% | -12.18% | +12.06% |
| FY2021 | 2022-02-25 | 2022-02-25 | +1.71% | +8.38% | +4.26% | -9.40% | -21.12% |
| FY2020 | 2021-02-25 | 2021-02-25 | +1.70% | +2.46% | +16.77% | +19.67% | +47.13% |
| FY2019 | 2020-02-27 | 2020-02-27 | -3.93% | +6.09% | -10.10% | +3.50% | +12.61% |
| FY2018 | 2019-03-08 | 2019-03-08 | +3.77% | +1.44% | -3.44% | +2.74% | +13.12% |
| FY2017 | 2018-03-09 | 2018-03-09 | +0.41% | +2.38% | +4.94% | +21.10% | +66.85% |
| FY2016 | 2017-03-03 | 2017-03-03 | -3.19% | -5.96% | -2.51% | -6.40% | -6.01% |
| FY2015 | 2016-03-04 | 2016-03-04 | +5.19% | +10.02% | +13.31% | +32.89% | +34.24% |
| FY2014 | 2015-03-05 | 2015-03-05 | -2.03% | +1.13% | +4.75% | +0.97% | +30.49% |
| FY2013 | 2014-03-05 | 2014-03-05 | +0.54% | +4.31% | +7.29% | +1.13% | +12.19% |
| FY2012 | 2013-03-07 | 2013-03-07 | +0.41% | -0.86% | -2.08% | +1.48% | +8.76% |
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.