← positive_eps_streak (all companies) · FMCB (all signals) · all methodology
positive_eps_streak on FARMERS & MERCHANTS BANCORP (FMCB)
SIC 6021 — National Commercial Banks · CIK 1085913 · 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 FMCB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-13 | 2026-03-13 | +0.29% | -1.42% | +3.11% | — | — |
| FY2024 | 2025-03-17 | 2025-03-17 | -1.27% | -2.34% | -2.93% | -2.21% | +11.84% |
| FY2023 | 2024-03-14 | 2024-03-14 | -0.51% | +0.00% | -0.51% | +0.54% | +5.12% |
| FY2022 | 2023-03-15 | 2023-03-15 | -2.44% | -3.41% | -3.90% | -2.69% | -3.18% |
| FY2021 | 2022-03-16 | 2022-03-16 | -0.11% | -0.53% | +1.49% | +0.31% | +9.29% |
| FY2020 | 2021-03-15 | 2021-03-15 | -1.02% | -0.64% | +2.17% | +11.75% | +23.35% |
| FY2019 | 2020-03-13 | 2020-03-13 | +0.00% | +0.00% | -7.59% | -2.07% | +10.24% |
| FY2018 | 2019-03-15 | 2019-03-15 | +0.00% | -1.95% | -3.90% | +23.38% | -4.20% |
| FY2017 | 2018-03-16 | 2018-03-16 | +0.00% | +0.00% | +0.31% | +12.65% | +20.83% |
| FY2016 | 2017-03-15 | 2017-03-15 | +0.00% | -0.83% | -0.83% | +0.83% | +7.93% |
| FY2015 | 2016-03-14 | 2016-03-14 | +0.00% | -1.87% | +0.00% | +8.41% | +13.08% |
| FY2014 | 2015-03-13 | 2015-03-13 | +0.00% | +0.00% | +4.35% | +15.22% | +16.30% |
| FY2013 | 2014-03-14 | 2014-03-14 | +0.00% | -1.39% | -1.62% | +0.70% | +6.73% |
| FY2012 | 2013-03-13 | 2013-03-13 | +0.00% | +2.22% | +8.89% | -11.56% | -3.33% |
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.