← positive_eps_streak (all companies) · MTX (all signals) · all methodology
positive_eps_streak on MINERALS TECHNOLOGIES INC (MTX)
SIC 2810 — Industrial Inorganic Chemicals · CIK 891014 · 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 MTX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-21 | 2025-02-21 | -0.33% | -1.76% | -6.92% | -15.98% | +1.16% |
| FY2023 | 2024-02-16 | 2024-02-16 | -1.22% | -1.28% | -0.77% | +11.26% | -1.26% |
| FY2022 | 2023-02-17 | 2023-02-17 | -2.47% | -3.33% | -11.06% | -7.09% | +13.28% |
| FY2021 | 2022-02-18 | 2022-02-18 | +0.82% | +0.10% | -5.01% | -3.78% | -11.61% |
| FY2020 | 2021-02-19 | 2021-02-19 | +2.38% | +0.82% | +9.91% | +20.14% | -0.70% |
| FY2019 | 2020-02-14 | 2020-02-14 | -0.56% | -6.51% | -42.95% | -21.83% | +23.59% |
| FY2018 | 2019-02-15 | 2019-02-15 | +1.44% | +3.91% | +2.88% | -1.03% | -4.97% |
| FY2017 | 2018-02-16 | 2018-02-16 | -2.18% | +1.19% | +0.63% | +0.98% | -16.01% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.38% | -0.88% | -6.04% | -6.67% | -12.02% |
| FY2015 | 2016-02-19 | 2016-02-19 | +2.43% | +3.29% | +16.71% | +19.14% | +63.94% |
| FY2014 | 2015-02-18 | 2015-02-18 | -0.01% | +1.12% | -1.17% | -2.81% | -33.69% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.34% | +1.42% | +20.59% | +18.33% | +38.04% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.71% | -0.81% | +3.44% | +5.36% | +29.88% |
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.