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positive_eps_streak on GERMAN AMERICAN BANCORP, INC. (GABC)

SIC 6022 — State Commercial Banks · CIK 714395 · 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 GABC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+1.40%-2.98%-0.36%
FY20242025-03-032025-03-03-2.53%-5.39%-6.83%-3.61%+6.37%
FY20232024-02-272024-02-27+0.16%+7.01%+6.08%+7.49%+32.08%
FY20222023-03-012023-03-01-1.00%-4.31%-14.27%-28.56%-17.42%
FY20212022-03-012022-03-01+3.72%+3.19%+3.04%-2.52%+3.68%
FY20202021-02-262021-02-26+3.40%+10.41%+20.56%+3.22%+3.48%
FY20192020-03-022020-03-02-3.02%-14.38%-11.65%+4.59%+32.92%
FY20182019-03-012019-03-01+0.06%-3.39%-5.16%-6.73%+2.46%
FY20172018-03-012018-03-01+2.00%+3.88%-0.45%+8.24%-5.66%
FY20162017-03-092017-03-09+0.33%+3.32%+0.39%+3.61%+16.64%
FY20152016-03-092016-03-09+0.25%+1.07%-1.95%+0.82%+47.88%
FY20142015-03-092015-03-09-1.19%+3.44%+3.93%+2.30%+14.39%
FY20132014-03-132014-03-13+0.14%+1.33%-7.58%-2.86%+1.01%
FY20122013-03-182013-03-18-1.81%+0.09%-9.65%-5.63%+31.34%

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/714395/financials