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positive_eps_streak on SIERRA BANCORP (BSRR)
SIC 6022 — State Commercial Banks · CIK 1130144 · 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 BSRR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.44% | -6.09% | -7.42% | — | — |
| FY2024 | 2025-03-03 | 2025-03-03 | -4.30% | -8.53% | -7.87% | -9.02% | +21.29% |
| FY2023 | 2024-03-25 | 2024-03-25 | -0.75% | +1.93% | +6.91% | +13.86% | +60.76% |
| FY2022 | 2023-03-09 | 2023-03-09 | -2.56% | -4.70% | -13.32% | -12.42% | +5.68% |
| FY2021 | 2022-03-10 | 2022-03-10 | -0.57% | -0.76% | -9.13% | -15.11% | -30.34% |
| FY2020 | 2021-03-12 | 2021-03-12 | -1.37% | -3.06% | -4.05% | -2.01% | -4.72% |
| FY2019 | 2020-03-12 | 2020-03-12 | +13.16% | -6.49% | +10.90% | +23.02% | +76.05% |
| FY2018 | 2019-03-14 | 2019-03-14 | +0.55% | -5.76% | -3.41% | +0.17% | -23.36% |
| FY2017 | 2018-03-14 | 2018-03-14 | +0.64% | +0.11% | -2.40% | +6.20% | -5.96% |
| FY2016 | 2017-03-13 | 2017-03-13 | -0.69% | -2.26% | -4.09% | -10.01% | +5.07% |
| FY2015 | 2016-03-11 | 2016-03-11 | -1.14% | -0.88% | -11.64% | -11.33% | +46.08% |
| FY2014 | 2015-03-12 | 2015-03-12 | +0.79% | -0.24% | +0.60% | +4.38% | +19.51% |
| FY2013 | 2014-03-13 | 2014-03-13 | +3.34% | +0.88% | -1.01% | +2.54% | +7.43% |
| FY2012 | 2013-03-14 | 2013-03-14 | -0.67% | -0.75% | -3.45% | +7.54% | +24.97% |
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.