← positive_eps_streak (all companies) · FISI (all signals) · all methodology
positive_eps_streak on FINANCIAL INSTITUTIONS INC (FISI)
SIC 6021 — National Commercial Banks · CIK 862831 · 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 FISI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-13 | 2024-03-13 | -0.33% | +3.49% | -7.91% | -4.53% | +48.44% |
| FY2022 | 2023-03-09 | 2023-03-09 | -2.56% | -5.91% | -18.88% | -28.73% | -14.39% |
| FY2021 | 2022-03-10 | 2022-03-10 | +1.28% | +0.86% | -8.92% | -10.75% | -31.76% |
| FY2020 | 2021-03-15 | 2021-03-15 | -0.56% | -2.21% | -0.89% | +4.72% | +12.85% |
| FY2019 | 2020-03-04 | 2020-03-04 | -6.13% | -25.12% | -38.11% | -33.32% | +13.17% |
| FY2018 | 2019-03-08 | 2019-03-08 | +1.40% | +0.07% | -3.65% | -4.13% | -25.44% |
| FY2017 | 2018-03-14 | 2018-03-14 | -0.47% | -0.78% | -2.67% | +5.81% | -5.76% |
| FY2016 | 2017-03-07 | 2017-03-07 | +0.59% | -1.29% | -4.84% | -8.39% | -2.48% |
| FY2015 | 2016-03-08 | 2016-03-08 | +1.06% | +2.18% | +4.47% | +4.47% | +29.11% |
| FY2014 | 2015-03-06 | 2015-03-06 | +0.74% | +3.39% | +2.55% | +2.29% | +24.86% |
| FY2013 | 2014-03-12 | 2014-03-12 | +0.18% | +4.50% | +3.53% | +5.51% | +9.29% |
| FY2012 | 2013-03-18 | 2013-03-18 | -0.30% | -0.15% | -2.90% | -5.28% | +21.43% |
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.