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positive_eps_streak on Bank of Marin Bancorp (BMRC)
SIC 6022 — State Commercial Banks · CIK 1403475 · 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 BMRC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-14 | 2024-03-14 | +2.18% | +1.09% | -9.15% | -8.12% | +42.60% |
| FY2022 | 2023-03-16 | 2023-03-16 | -5.58% | -12.41% | -20.78% | -25.09% | -33.17% |
| FY2021 | 2022-03-15 | 2022-03-15 | +1.29% | +3.25% | -7.62% | -3.42% | -23.56% |
| FY2020 | 2021-03-15 | 2021-03-15 | -0.82% | -1.19% | -3.23% | -16.21% | -9.88% |
| FY2019 | 2020-03-13 | 2020-03-13 | -15.34% | -21.66% | +2.03% | +11.54% | +29.48% |
| FY2018 | 2019-03-15 | 2019-03-15 | +1.23% | -7.15% | +1.52% | +0.70% | -34.53% |
| FY2017 | 2018-03-15 | 2018-03-15 | -1.49% | -6.01% | -5.27% | +7.87% | +17.14% |
| FY2016 | 2017-03-14 | 2017-03-14 | -0.14% | -1.74% | -3.91% | -8.66% | +7.56% |
| FY2015 | 2016-03-11 | 2016-03-11 | -0.04% | +0.20% | -1.32% | +0.43% | +41.17% |
| FY2014 | 2015-03-12 | 2015-03-12 | -0.84% | -0.64% | +0.51% | -4.27% | -0.66% |
| FY2013 | 2014-03-17 | 2014-03-17 | +1.36% | +0.11% | +0.51% | -1.71% | +15.99% |
| FY2012 | 2013-03-14 | 2013-03-14 | +0.48% | +0.91% | -0.68% | +1.62% | +14.53% |
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.