← positive_eps_streak (all companies) · FKYS (all signals) · all methodology
positive_eps_streak on FIRST KEYSTONE CORP (FKYS)
SIC 6022 — State Commercial Banks · CIK 737875 · 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 FKYS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-29 | 2024-04-01 | -5.05% | -2.81% | -7.02% | -11.74% | +30.16% |
| FY2022 | 2023-03-15 | 2023-03-15 | -2.50% | -2.50% | -2.50% | -9.94% | -20.43% |
| FY2021 | 2022-03-14 | 2022-03-14 | -0.81% | -1.01% | +1.01% | -3.91% | -14.94% |
| FY2020 | 2021-03-15 | 2021-03-15 | -0.25% | +0.38% | +11.88% | -1.20% | +8.38% |
| FY2019 | 2020-03-13 | 2020-03-13 | +0.00% | -15.91% | -7.27% | -9.50% | +14.89% |
| FY2018 | 2019-03-18 | 2019-03-18 | +1.11% | +1.07% | -5.11% | +11.88% | +0.15% |
| FY2017 | 2018-03-16 | 2018-03-16 | +0.00% | +0.00% | +1.13% | +4.75% | -10.37% |
| FY2016 | 2017-03-17 | 2017-03-17 | +0.00% | -0.58% | +0.00% | +8.34% | +7.54% |
| FY2015 | 2016-03-15 | 2016-03-15 | +0.00% | -0.95% | +2.10% | +3.81% | -0.70% |
| FY2014 | 2015-03-16 | 2015-03-16 | +0.00% | -3.41% | -3.45% | -4.27% | +2.76% |
| FY2013 | 2014-03-14 | 2014-03-14 | +0.08% | -1.87% | -5.64% | -4.28% | +5.02% |
| FY2012 | 2013-03-18 | 2013-03-18 | +0.00% | +1.96% | +2.00% | +1.01% | +7.23% |
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.