← positive_eps_streak (all companies) · CBSH (all signals) · all methodology
positive_eps_streak on COMMERCE BANCSHARES INC /MO/ (CBSH)
SIC 6022 — State Commercial Banks · CIK 22356 · 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 CBSH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +1.28% | -1.13% | -6.70% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.06% | -2.32% | -1.73% | -1.20% | -11.22% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.66% | +0.85% | +0.97% | +10.94% | +33.09% |
| FY2022 | 2023-02-22 | 2023-02-22 | -0.23% | -0.52% | -11.80% | -24.49% | -15.69% |
| FY2021 | 2022-02-23 | 2022-02-23 | -1.88% | +2.08% | +1.89% | -5.33% | -2.88% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.32% | -2.65% | -3.69% | +0.54% | -4.34% |
| FY2019 | 2020-02-25 | 2020-02-25 | -1.63% | -5.91% | -23.95% | -8.88% | +26.51% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.36% | -0.55% | -7.09% | -5.54% | +10.98% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.33% | -0.12% | +4.36% | +11.99% | +15.59% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.64% | -1.41% | -7.86% | -8.92% | -0.05% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.52% | +5.62% | +7.49% | +13.30% | +44.00% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.21% | -1.04% | +0.71% | +5.22% | +6.68% |
| FY2013 | 2014-02-24 | 2014-02-24 | -0.80% | +0.83% | +6.88% | -1.10% | +3.52% |
| FY2012 | 2013-02-22 | 2013-02-22 | -3.33% | -2.01% | +4.75% | +12.74% | +21.27% |
| FY2011 | 2012-02-22 | 2012-02-22 | +1.73% | -0.21% | +5.47% | -0.82% | +8.40% |
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.