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positive_eps_streak on Primis Financial Corp. (FRST)
SIC 6022 — State Commercial Banks · CIK 1325670 · 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 FRST
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-15 | 2023-03-15 | -0.89% | -3.97% | -2.58% | -16.54% | +22.86% |
| FY2021 | 2022-03-14 | 2022-03-14 | -1.12% | -0.14% | -4.01% | -4.97% | -26.90% |
| FY2020 | 2021-03-16 | 2021-03-16 | +0.19% | -7.13% | -3.41% | +0.39% | -7.16% |
| FY2019 | 2020-03-16 | 2020-03-16 | +8.35% | -11.59% | +0.84% | +9.31% | +69.04% |
| FY2018 | 2019-03-15 | 2019-03-15 | +0.51% | -8.42% | -3.25% | -8.38% | -37.38% |
| FY2017 | 2018-03-16 | 2018-03-16 | +0.55% | -5.84% | -0.92% | +6.46% | -3.65% |
| FY2016 | 2017-03-16 | 2017-03-16 | +0.97% | -2.30% | +0.79% | +7.38% | +0.29% |
| FY2015 | 2016-03-15 | 2016-03-15 | +0.16% | -2.16% | -0.24% | -0.06% | +35.93% |
| FY2014 | 2015-03-13 | 2015-03-13 | -0.82% | -1.23% | -2.55% | -4.28% | +8.61% |
| FY2013 | 2014-03-12 | 2014-03-12 | +0.00% | -0.40% | +0.69% | +5.79% | +27.62% |
| FY2012 | 2013-03-05 | 2013-03-05 | +0.61% | +0.31% | -0.10% | +3.55% | +5.47% |
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.