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positive_eps_streak on INDEPENDENT BANK CORP /MI/ (IBCP)

SIC 6022 — State Commercial Banks · CIK 39311 · 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 IBCP

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-062026-03-06-1.17%-2.80%-1.31%
FY20242025-03-072025-03-07-4.14%-2.28%-11.22%+1.06%+10.57%
FY20232024-03-082024-03-08-0.77%-2.76%-0.24%-1.37%+27.55%
FY20222023-03-032023-03-03-1.76%-9.53%-19.70%-22.72%+16.73%
FY20212022-03-042022-03-04-2.79%+0.56%-4.73%-13.96%-4.13%
FY20202021-03-052021-03-05+4.57%+8.83%+7.71%+6.53%+8.27%
FY20192020-03-062020-03-06-13.79%-15.96%-37.49%-26.05%+30.20%
FY20182019-03-072019-03-07+0.43%-0.26%-4.43%-7.17%-15.25%
FY20172018-03-072018-03-07-0.62%+0.00%+0.21%+7.97%-1.17%
FY20162017-03-072017-03-07-0.94%-1.64%-4.45%-2.13%+15.05%
FY20152016-03-072016-03-07-0.95%-0.95%-1.22%+2.24%+47.35%
FY20142015-03-062015-03-06+0.00%+1.17%+0.86%+5.01%+18.00%

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/39311/financials