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positive_eps_streak on ACNB CORP (ACNB)

SIC 6022 — State Commercial Banks · CIK 715579 · 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 ACNB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-122026-03-12-0.11%-1.10%+10.08%
FY20242025-03-142025-03-14+0.24%+1.72%-6.90%+4.66%+15.56%
FY20232024-03-142024-03-14+4.37%+8.10%-4.17%-7.41%+25.73%
FY20222023-03-032023-03-03-2.39%-3.28%-9.48%-15.68%+1.86%
FY20212022-03-142022-03-14-0.18%+3.61%+5.73%+1.07%+0.97%
FY20202021-03-052021-03-05+2.18%+7.13%-6.05%-6.96%+10.91%
FY20192020-03-062020-03-06-10.41%-20.24%-22.25%-22.60%+6.11%
FY20182019-03-082019-03-08+0.78%+2.08%+3.41%+1.25%-20.02%
FY20172018-03-092018-03-09+1.39%+4.00%+1.04%+10.72%+30.57%
FY20162017-03-152017-03-15+1.30%-7.00%-1.79%-6.84%-1.29%
FY20152016-03-042016-03-04+1.48%+2.08%+3.88%+12.17%+41.90%
FY20142015-03-062015-03-06+0.00%+1.23%+0.49%+0.25%+12.71%
FY20132014-03-072014-03-07-0.05%-0.88%+3.01%+7.21%+15.42%
FY20122013-03-152013-03-15-1.84%-0.41%-0.83%-1.38%+11.51%

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/715579/financials