← positive_eps_streak (all companies) · BKSC (all signals) · all methodology
positive_eps_streak on BANK OF SOUTH CAROLINA CORP (BKSC)
SIC 6022 — State Commercial Banks · CIK 1007273 · 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 BKSC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-02 | 2023-03-02 | +0.00% | -2.37% | +0.55% | -14.46% | -23.73% |
| FY2021 | 2022-03-04 | 2022-03-04 | -2.91% | -5.13% | -7.15% | -16.10% | -15.91% |
| FY2020 | 2021-03-05 | 2021-03-05 | -0.54% | -0.05% | +24.20% | +9.43% | +13.82% |
| FY2019 | 2020-03-06 | 2020-03-06 | -1.86% | -12.89% | -16.39% | -3.52% | +11.46% |
| FY2018 | 2019-03-04 | 2019-03-04 | +0.00% | -0.11% | +2.35% | -3.43% | -2.06% |
| FY2017 | 2018-03-05 | 2018-03-05 | -3.14% | +2.66% | -3.63% | +6.01% | +0.54% |
| FY2016 | 2017-03-03 | 2017-03-03 | -2.66% | +0.24% | +1.15% | -3.71% | +2.98% |
| FY2015 | 2016-03-04 | 2016-03-04 | -0.12% | +1.25% | +1.44% | -0.51% | +29.61% |
| FY2014 | 2015-03-09 | 2015-03-09 | +0.75% | +1.02% | +2.24% | +6.35% | +13.19% |
| FY2013 | 2014-03-11 | 2014-03-11 | -0.07% | +0.00% | +2.15% | +0.73% | +2.62% |
| FY2012 | 2013-03-05 | 2013-03-05 | -0.75% | +0.08% | +2.42% | +7.21% | +29.18% |
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.