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positive_eps_streak on Meritage Homes CORP (MTH)

SIC 1531 — Operative Builders · CIK 833079 · 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 MTH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-0.56%-4.71%-20.43%
FY20242025-02-202025-02-20-0.55%-1.47%-3.07%-6.38%+6.09%
FY20232024-02-142024-02-14+0.90%-1.26%+0.04%+16.76%-2.93%
FY20222023-02-152023-02-15-2.10%-3.95%-2.90%+11.94%+34.07%
FY20212022-02-162022-02-16-2.10%-0.13%+1.32%-11.46%+16.50%
FY20202021-02-122021-02-12-3.03%-5.81%+3.75%+29.79%+5.53%
FY20192020-02-182020-02-18-0.11%-4.10%-52.60%-25.07%+16.94%
FY20182019-02-152019-02-15+1.88%+2.28%-3.37%+16.92%+60.24%
FY20172018-02-122018-02-12-0.11%+1.76%+1.87%-2.20%-2.95%
FY20162017-02-172017-02-17+0.29%+4.83%+11.71%+19.91%+35.43%
FY20152016-02-172016-02-17-1.31%+3.67%+14.79%+9.70%+12.62%
FY20142015-02-172015-02-17+1.37%+4.33%+2.15%+1.09%-27.79%

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/833079/financials