← positive_eps_streak (all companies) · EFSC (all signals) · all methodology
positive_eps_streak on ENTERPRISE FINANCIAL SERVICES CORP (EFSC)
SIC 6022 — State Commercial Banks · CIK 1025835 · 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 EFSC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.86% | -4.43% | -6.06% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +0.15% | -4.23% | -8.35% | -8.33% | -1.68% |
| FY2023 | 2024-02-26 | 2024-02-26 | +0.48% | -1.66% | -0.85% | +1.43% | +51.13% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.73% | +1.55% | -15.84% | -25.15% | -25.38% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.84% | -2.75% | -1.82% | -10.08% | +11.38% |
| FY2020 | 2021-02-19 | 2021-02-19 | +3.36% | +6.15% | +22.34% | +23.23% | +25.28% |
| FY2019 | 2020-02-21 | 2020-02-21 | -2.88% | -14.67% | -41.08% | -39.49% | -4.37% |
| FY2018 | 2019-02-22 | 2019-02-22 | -1.42% | -2.00% | -14.24% | -9.62% | -4.97% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.52% | +0.00% | -3.13% | +14.78% | -4.82% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.99% | -2.54% | -10.71% | -9.27% | +7.41% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.54% | +0.90% | -3.13% | -1.30% | +62.80% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.60% | -0.40% | +1.76% | +6.00% | +39.36% |
| FY2013 | 2014-03-17 | 2014-03-17 | +2.36% | +3.23% | -2.05% | -7.07% | +7.79% |
| FY2012 | 2013-03-15 | 2013-03-15 | -1.54% | -5.22% | -9.64% | +5.02% | +32.03% |
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.