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positive_eps_streak on CASS INFORMATION SYSTEMS INC (CASS)
SIC 7389 — Services-Business Services, NEC · CIK 708781 · 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 CASS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-06 | 2026-03-06 | -0.47% | -0.92% | -0.11% | — | — |
| FY2024 | 2025-03-05 | 2025-03-05 | +1.26% | -0.35% | +1.40% | -1.26% | +7.66% |
| FY2023 | 2024-02-28 | 2024-02-28 | +1.62% | -0.28% | +0.38% | -7.39% | -4.07% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.58% | +1.18% | -10.49% | -20.35% | +2.79% |
| FY2021 | 2022-02-28 | 2022-02-28 | -1.82% | +1.77% | -5.53% | -16.34% | +26.55% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.86% | +5.32% | +9.64% | +3.83% | -2.72% |
| FY2019 | 2020-03-06 | 2020-03-06 | -12.31% | -13.96% | -23.20% | -6.61% | +12.34% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.92% | -4.89% | -9.39% | -12.51% | -6.38% |
| FY2017 | 2018-02-28 | 2018-02-28 | +1.35% | +6.80% | -0.11% | +8.00% | +9.30% |
| FY2016 | 2017-03-08 | 2017-03-08 | -1.37% | +1.40% | -0.25% | +0.53% | +9.22% |
| FY2015 | 2016-03-07 | 2016-03-07 | -0.96% | -1.35% | -2.09% | -4.40% | +27.69% |
| FY2014 | 2015-03-09 | 2015-03-09 | -3.12% | +0.87% | +8.92% | +1.22% | +1.78% |
| FY2013 | 2014-03-11 | 2014-03-11 | +1.76% | +1.54% | -7.88% | -7.65% | -8.29% |
| FY2012 | 2013-03-08 | 2013-03-08 | +1.52% | +1.52% | -1.59% | +7.78% | +35.26% |
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.