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positive_eps_streak on METTLER TOLEDO INTERNATIONAL INC/ (MTD)

SIC 3826 — Laboratory Analytical Instruments · CIK 1037646 · 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 MTD

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-062026-02-06+0.53%-0.92%-9.10%
FY20242025-02-072025-02-07-3.56%-8.50%-6.88%-23.50%+0.74%
FY20232024-02-092024-02-09+1.32%+1.10%+10.51%+6.23%+11.76%
FY20222023-02-102023-02-10+2.70%+0.04%-4.87%-9.06%-23.51%
FY20212022-02-112022-02-11-1.00%-1.53%-9.86%-14.73%+8.05%
FY20202021-02-082021-02-08-0.23%-1.52%-13.17%+6.92%+24.04%
FY20192020-02-072020-02-07-0.81%-3.04%-14.91%-9.84%+53.63%
FY20182019-02-082019-02-08+0.03%+0.99%+4.02%+12.08%+17.89%
FY20172018-02-092018-02-09+2.25%+5.66%+2.59%-8.98%+12.01%
FY20162017-02-022017-02-02+6.69%+7.33%+11.09%+18.46%+53.85%
FY20152016-02-042016-02-04-0.73%-4.67%+6.53%+15.61%+47.36%
FY20142015-02-062015-02-06-1.32%-0.62%+0.48%+3.99%-3.49%
FY20132014-02-072014-02-07-0.31%-2.19%-4.22%-7.61%+19.43%
FY20122013-02-082013-02-08-0.80%-2.72%-0.70%-0.18%+15.05%
FY20112012-02-132012-02-13-0.69%-1.73%-0.53%-6.80%+19.80%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1037646/financials