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positive_eps_streak on VAIL RESORTS INC (MTN)

SIC 7990 — Services-Miscellaneous Amusement & Recreation · CIK 812011 · 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 MTN

FYFiling dateEvent date1d5d20d60d252d
FY20252025-09-292025-09-29+1.02%+5.32%+8.20%-2.38%
FY20242024-09-262024-09-26-3.91%-7.39%-9.49%-0.66%-16.15%
FY20232023-09-282023-09-28-8.40%-12.80%-12.90%-6.45%-25.00%
FY20222022-09-282022-09-28+1.55%+7.35%+4.34%+16.00%+9.26%
FY20212021-09-232021-09-23+7.37%+1.93%+5.96%-1.43%-35.12%
FY20202020-09-242020-09-24+0.46%-4.07%+8.27%+22.29%+56.91%
FY20192019-09-262019-09-26+2.91%-0.73%+1.90%+7.98%+0.53%
FY20182018-09-282018-09-28-3.19%-8.56%-12.80%-22.61%-14.26%
FY20172017-09-282017-09-28+2.85%-2.39%+2.26%-2.51%+26.45%
FY20162016-09-262016-09-26+0.04%+0.67%+2.60%+3.86%+47.44%
FY20152015-09-282015-09-28-1.74%+2.74%+11.11%+22.23%+54.79%
FY20142014-09-242014-09-24-0.08%-0.94%-3.24%+5.66%+25.24%
FY20132013-09-272013-09-27-0.30%-1.42%+4.79%+8.56%+25.24%
FY20122012-09-252012-09-25+0.21%+0.19%+0.80%-3.87%+23.59%

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/812011/financials