← positive_eps_streak (all companies) · BCML (all signals) · all methodology
positive_eps_streak on BayCom Corp (BCML)
SIC 6022 — State Commercial Banks · CIK 1730984 · 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 BCML
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-16 | 2026-03-16 | -0.62% | +2.10% | -2.28% | — | — |
| FY2024 | 2025-03-14 | 2025-03-14 | +0.36% | -0.28% | +0.20% | +9.27% | +19.38% |
| FY2023 | 2024-03-15 | 2024-03-15 | -0.67% | +0.52% | +1.85% | +0.26% | +35.08% |
| FY2022 | 2023-07-25 | 2023-07-25 | +5.02% | +8.19% | +2.84% | +9.86% | +35.79% |
| FY2021 | 2022-03-31 | 2022-03-31 | +0.41% | -1.29% | +4.04% | -3.00% | -22.64% |
| FY2020 | 2021-03-23 | 2021-03-23 | +0.56% | +2.25% | +1.92% | +1.80% | +25.98% |
| FY2019 | 2020-03-16 | 2020-03-16 | -8.38% | -20.42% | -20.09% | -5.56% | +16.95% |
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.