← positive_eps_streak (all companies) · MSM (all signals) · all methodology
positive_eps_streak on MSC INDUSTRIAL DIRECT CO INC (MSM)
SIC 5084 — Wholesale-Industrial Machinery & Equipment · CIK 1003078 · 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 MSM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-10-23 | 2025-10-23 | -1.93% | -5.18% | -6.02% | -0.64% | — |
| FY2024 | 2024-10-24 | 2024-10-24 | +1.13% | +1.65% | +9.19% | +8.15% | +12.98% |
| FY2023 | 2023-10-25 | 2023-10-25 | +1.21% | +3.15% | +7.61% | +6.38% | -11.78% |
| FY2022 | 2022-10-20 | 2022-10-20 | +2.85% | +5.79% | +9.83% | +3.20% | +28.84% |
| FY2021 | 2021-10-20 | 2021-10-20 | -1.74% | -2.67% | +2.71% | +3.65% | -4.98% |
| FY2020 | 2020-10-27 | 2020-10-27 | -0.93% | +13.39% | +30.21% | +28.92% | +30.07% |
| FY2019 | 2019-10-24 | 2019-10-24 | +0.01% | -3.07% | -1.51% | +3.36% | +0.69% |
| FY2018 | 2018-10-30 | 2018-10-30 | -0.58% | +6.55% | +8.89% | +4.11% | -7.16% |
| FY2017 | 2017-10-31 | 2017-10-31 | -2.53% | -1.44% | +4.97% | +17.52% | +0.32% |
| FY2016 | 2016-11-01 | 2016-11-01 | -1.26% | +4.53% | +23.38% | +43.58% | +13.39% |
| FY2015 | 2015-10-28 | 2015-10-28 | +0.52% | +4.01% | +0.05% | +1.05% | +17.02% |
| FY2014 | 2014-10-29 | 2014-10-29 | -0.10% | +3.61% | +1.67% | -1.76% | -18.21% |
| FY2013 | 2013-10-30 | 2013-10-30 | -1.60% | +0.51% | -0.49% | +9.71% | +5.30% |
| FY2012 | 2012-10-31 | 2012-10-31 | -1.34% | -3.50% | -2.26% | +7.24% | +4.04% |
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.