← positive_eps_streak (all companies) · ASRV (all signals) · all methodology
positive_eps_streak on AMERISERV FINANCIAL INC /PA/ (ASRV)
SIC 6021 — National Commercial Banks · CIK 707605 · 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 ASRV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-27 | 2023-03-27 | -2.64% | -10.26% | -14.08% | -23.55% | -17.21% |
| FY2021 | 2022-03-22 | 2022-03-22 | -1.21% | -1.21% | -1.21% | -3.64% | -12.67% |
| FY2020 | 2021-03-10 | 2021-03-10 | -0.53% | +13.00% | +0.80% | +10.74% | +10.07% |
| FY2019 | 2020-03-02 | 2020-03-02 | -0.25% | -4.76% | -33.33% | -23.97% | -3.20% |
| FY2018 | 2019-03-05 | 2019-03-05 | +0.00% | -2.84% | -4.73% | -0.11% | -3.61% |
| FY2017 | 2018-03-02 | 2018-03-02 | -2.41% | -1.20% | -2.41% | +4.11% | +3.86% |
| FY2016 | 2017-03-03 | 2017-03-03 | +1.33% | +0.00% | +0.00% | +11.08% | +9.60% |
| FY2015 | 2016-03-08 | 2016-03-08 | +1.30% | +0.97% | -2.27% | +3.24% | +27.04% |
| FY2014 | 2015-03-06 | 2015-03-06 | -2.04% | +0.34% | +2.04% | +17.03% | +5.70% |
| FY2013 | 2014-02-28 | 2014-02-28 | +0.31% | +6.58% | +21.32% | +9.72% | -7.31% |
| FY2012 | 2013-03-08 | 2013-03-08 | -1.27% | +2.54% | -0.95% | -0.63% | +13.51% |
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)
| 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.