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positive_eps_streak on INDEPENDENT BANK CORP (INDB)

SIC 6022 — State Commercial Banks · CIK 776901 · 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 INDB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.36%-1.10%-5.56%
FY20242025-02-282025-02-28-0.77%-7.99%-7.83%-8.08%+20.04%
FY20232024-02-282024-02-28+1.93%+0.63%+2.95%+1.31%+38.46%
FY20222023-02-282023-02-28-1.32%-5.02%-14.72%-40.92%-31.84%
FY20212022-02-282022-02-28-4.92%-5.02%-1.09%-6.06%-6.20%
FY20202021-02-262021-02-26+2.75%+6.33%+2.36%-7.27%+2.96%
FY20192020-02-272020-02-27-4.66%-4.36%-8.44%-9.31%+24.36%
FY20182019-02-282019-02-28+0.45%-5.24%-4.68%-11.32%-18.86%
FY20172018-02-272018-02-27-3.00%+1.82%-1.37%+8.11%+21.40%
FY20162017-02-282017-02-28+3.08%+0.08%-4.18%-4.49%+9.31%
FY20152016-02-252016-02-25+1.56%+6.02%+6.61%+9.90%+52.89%
FY20142015-02-272015-02-27-0.24%-1.89%+3.92%+7.60%+5.67%
FY20132014-02-282014-02-28-0.92%+3.83%+5.67%-2.56%+16.23%
FY20122013-03-122013-03-12+0.79%+1.99%+0.55%+4.34%+24.23%

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/776901/financials