← positive_eps_streak (all companies) · FFBC (all signals) · all methodology
positive_eps_streak on FIRST FINANCIAL BANCORP /OH/ (FFBC)
SIC 6021 — National Commercial Banks · CIK 708955 · 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 FFBC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +1.34% | -1.87% | -10.01% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.64% | -1.74% | -9.24% | -7.95% | +8.82% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.27% | +0.20% | +1.21% | +9.25% | +28.06% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.72% | -0.84% | -7.52% | -20.93% | -9.07% |
| FY2021 | 2022-02-18 | 2022-02-18 | -1.03% | -2.14% | -4.57% | -17.55% | +2.88% |
| FY2020 | 2021-02-19 | 2021-02-19 | +3.37% | +3.12% | +15.67% | +18.47% | +19.18% |
| FY2019 | 2020-02-21 | 2020-02-21 | -3.55% | -15.09% | -45.18% | -48.02% | -1.94% |
| FY2018 | 2019-02-22 | 2019-02-22 | -1.17% | -0.89% | -17.43% | -13.73% | -12.65% |
| FY2017 | 2018-02-26 | 2018-02-26 | -1.92% | -0.90% | -3.54% | +13.71% | +0.13% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.18% | -1.35% | -5.60% | -8.96% | +3.33% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.41% | +2.90% | +9.29% | +15.86% | +74.99% |
| FY2014 | 2015-02-24 | 2015-02-24 | -1.46% | -2.75% | -0.11% | -1.24% | -2.17% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.48% | +2.73% | +8.14% | -5.53% | +8.09% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.65% | +1.92% | +5.71% | +5.71% | +17.89% |
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.