← positive_eps_streak (all companies) · FCF (all signals) · all methodology
positive_eps_streak on FIRST COMMONWEALTH FINANCIAL CORP /PA/ (FCF)
SIC 6021 — National Commercial Banks · CIK 712537 · 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 FCF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | +0.00% | -4.71% | -2.75% | — | — |
| FY2024 | 2025-03-03 | 2025-03-03 | -3.12% | -5.44% | -5.07% | -4.14% | +12.66% |
| FY2023 | 2024-02-29 | 2024-02-29 | +0.00% | +4.14% | +6.83% | +5.39% | +25.66% |
| FY2022 | 2023-02-28 | 2023-02-28 | -0.44% | -8.18% | -21.42% | -18.20% | -15.37% |
| FY2021 | 2022-03-01 | 2022-03-01 | +3.50% | -1.10% | +2.01% | -11.25% | +5.88% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.80% | +11.31% | +3.43% | +8.27% | +21.48% |
| FY2019 | 2020-03-02 | 2020-03-02 | -3.39% | -21.95% | -27.04% | -26.76% | +15.40% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.36% | -4.64% | -10.06% | -6.95% | -8.93% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.15% | +3.95% | +1.44% | +13.31% | +2.77% |
| FY2016 | 2017-03-14 | 2017-03-14 | -1.17% | -5.63% | -5.63% | -6.07% | +9.25% |
| FY2015 | 2016-02-29 | 2016-02-29 | +2.91% | +8.03% | +4.07% | +9.11% | +66.73% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.00% | +2.70% | +5.16% | +7.63% | +6.90% |
| FY2013 | 2014-03-03 | 2014-03-03 | +3.18% | +4.95% | +6.60% | +1.78% | +3.88% |
| FY2012 | 2013-03-13 | 2013-03-13 | +1.73% | +2.13% | -2.80% | -2.24% | +21.97% |
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.