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positive_eps_streak on FARMERS & MERCHANTS BANCORP INC (FMAO)

SIC 6035 — Savings Institution, Federally Chartered · CIK 792966 · 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 FMAO

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+4.02%-2.05%-2.78%
FY20242025-02-262025-02-26+0.24%-4.78%-4.94%-5.89%+5.14%
FY20232024-02-272024-02-27-3.45%+0.79%+10.84%+10.94%+31.20%
FY20222023-02-242023-02-24-0.79%+0.24%+0.47%-14.33%-16.69%
FY20212022-02-222022-02-22+0.15%-4.60%+7.42%+13.30%-18.91%
FY20202021-02-242021-02-24-1.87%+0.51%+3.95%-5.81%+47.33%
FY20192020-02-262020-02-26-3.85%+0.18%-6.19%-19.72%-14.26%
FY20182019-02-272019-02-27-0.52%-4.78%-0.91%-1.24%-11.21%
FY20172018-02-282018-02-28-5.32%-1.19%+10.03%+13.23%-16.04%
FY20162017-02-222017-02-22+6.72%+1.76%+9.39%+45.14%+105.44%
FY20152016-02-242016-02-24+0.00%+0.04%+0.18%+4.03%+57.22%
FY20142015-02-252015-02-25+0.00%+0.59%+2.56%+4.43%+11.19%
FY20132014-02-262014-02-26+0.00%-2.78%+1.05%+2.12%+10.66%
FY20122013-02-252013-02-25+0.00%+3.33%+4.76%+3.32%+17.10%

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/792966/financials