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positive_eps_streak on FARMERS NATIONAL BANC CORP /OH/ (FMNB)

SIC 6022 — State Commercial Banks · CIK 709337 · 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 FMNB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-052026-03-05-2.41%-3.58%+4.44%
FY20242025-03-062025-03-06-0.36%-5.35%-10.54%-4.25%-3.74%
FY20232024-03-072024-03-07+0.68%-5.94%-3.83%-9.39%+2.00%
FY20222023-03-092023-03-09-2.67%-1.75%-9.60%-8.23%+7.41%
FY20212022-03-092022-03-09+0.23%-0.46%-4.98%-10.94%-22.55%
FY20202021-03-042021-03-04+4.17%+9.52%+11.92%+15.99%+20.81%
FY20192020-03-052020-03-05-1.21%-20.89%-22.93%-20.62%+9.80%
FY20182019-03-052019-03-05-0.89%-0.47%-3.29%-5.76%+6.19%
FY20172018-03-062018-03-06+1.05%+1.89%-0.22%+11.03%+3.07%
FY20162017-03-072017-03-07-1.77%-5.30%-2.83%-1.41%+3.37%
FY20152016-03-102016-03-10+0.57%+2.76%+2.87%+6.44%+58.04%
FY20142015-02-272015-02-27-0.38%+2.79%+3.17%+3.30%+9.47%
FY20132014-03-132014-03-13-0.53%-1.20%+0.80%+3.60%+8.30%
FY20122013-03-132013-03-13-0.60%-3.59%-2.84%-7.32%+14.05%

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/709337/financials