← positive_eps_streak (all companies) · MSTR (all signals) · all methodology
positive_eps_streak on Strategy Inc (MSTR)
SIC 6199 — Finance Services · CIK 1050446 · 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 MSTR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-14 | 2020-02-14 | -0.58% | -1.99% | -28.34% | -19.30% | +541.63% |
| FY2018 | 2019-02-20 | 2019-02-20 | +1.93% | +0.55% | +5.07% | -1.68% | +6.68% |
| FY2017 | 2018-02-07 | 2018-02-07 | -1.49% | +1.73% | +0.52% | -2.49% | -2.05% |
| FY2016 | 2017-02-10 | 2017-02-10 | +1.05% | +1.86% | -0.26% | -0.78% | -29.83% |
| FY2015 | 2016-02-26 | 2016-02-26 | +1.46% | +6.56% | +8.48% | +15.73% | +22.60% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.65% | -5.13% | -5.55% | -2.35% | -11.66% |
| FY2013 | 2014-02-12 | 2014-02-12 | +5.88% | +7.01% | +1.25% | -1.29% | +45.31% |
| FY2012 | 2013-02-13 | 2013-02-13 | -0.80% | +1.16% | +13.19% | -5.08% | +30.54% |
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.