← positive_eps_streak (all companies) · HBNC (all signals) · all methodology
positive_eps_streak on HORIZON BANCORP INC /IN/ (HBNC)
SIC 6022 — State Commercial Banks · CIK 706129 · 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 HBNC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-28 | 2019-02-28 | +0.62% | -5.26% | -9.05% | -8.49% | -12.67% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.88% | +6.29% | +5.80% | +10.91% | -3.73% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.43% | +0.00% | -2.08% | -3.02% | +11.15% |
| FY2015 | 2016-02-29 | 2016-02-29 | +0.50% | -0.79% | +3.64% | +2.03% | +64.25% |
| FY2014 | 2015-03-13 | 2015-03-13 | +0.93% | -0.59% | -1.45% | +3.28% | +1.05% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.14% | +3.22% | +1.29% | +0.91% | +7.23% |
| FY2012 | 2013-03-12 | 2013-03-12 | -0.10% | -1.37% | -3.00% | -2.45% | +7.65% |
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.