← positive_eps_streak (all companies) · MTZ (all signals) · all methodology
positive_eps_streak on MASTEC INC (MTZ)
SIC 1623 — Water, Sewer, Pipeline, Comm & Power Line Construction · CIK 15615 · 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 MTZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-16 | 2023-03-16 | -2.22% | -1.29% | -0.76% | +23.45% | -3.04% |
| FY2021 | 2022-03-01 | 2022-03-01 | +1.15% | +1.67% | +13.62% | +6.13% | +33.81% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.13% | -1.16% | +0.78% | +32.23% | +3.66% |
| FY2019 | 2020-02-27 | 2020-02-27 | -6.30% | -6.93% | -39.52% | -30.36% | +65.62% |
| FY2018 | 2019-02-28 | 2019-02-28 | +8.59% | +8.04% | +9.36% | +6.65% | +13.66% |
| FY2014 | 2015-07-31 | 2015-07-31 | -4.40% | -10.47% | -13.89% | -11.99% | +32.34% |
| FY2013 | 2014-02-27 | 2014-02-27 | +7.54% | +12.95% | +14.47% | +1.60% | -42.03% |
| FY2012 | 2013-02-28 | 2013-02-28 | +2.29% | +0.93% | -3.12% | +4.99% | +36.06% |
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.