← positive_eps_streak (all companies) · EMYB (all signals) · all methodology

positive_eps_streak on Embassy Bancorp, Inc. (EMYB)

SIC 6022 — State Commercial Banks · CIK 1449794 · 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 EMYB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-162026-03-16+0.00%-0.86%+0.86%
FY20242025-03-172025-03-17+0.00%-0.25%-4.83%-2.03%+28.85%
FY20232024-03-282024-03-28-0.37%-0.37%-1.83%-1.25%+18.38%
FY20222023-03-172023-03-17+0.00%+11.55%+0.93%-13.04%-12.43%
FY20212022-03-182022-03-18+2.34%+0.44%-0.10%-6.19%-18.10%
FY20202021-03-122021-03-12+0.00%-2.09%-0.42%+19.40%+24.15%
FY20192020-03-112020-03-11-5.66%-21.38%-24.88%-10.20%+17.39%
FY20182019-03-132019-03-13+0.00%-1.63%-0.65%+4.58%-10.65%
FY20172018-03-152018-03-15+0.32%+1.58%+3.15%+7.57%-1.23%
FY20162017-03-302017-03-30+0.72%+1.44%+0.72%+7.27%+16.77%
FY20152016-03-302016-03-30+0.00%-0.47%+0.00%-1.41%+32.11%
FY20142015-03-302015-03-30-1.23%-1.51%-1.70%-0.38%+1.61%
FY20132014-03-282014-03-28+0.00%+1.01%+1.27%+5.82%+34.84%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1449794/financials