← positive_eps_streak (all companies) · LCNB (all signals) · all methodology

positive_eps_streak on LCNB CORP (LCNB)

SIC 6021 — National Commercial Banks · CIK 1074902 · 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 LCNB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-112026-03-11-1.32%-7.86%+3.24%
FY20242025-03-122025-03-12-0.55%+3.36%-1.37%+0.01%+17.49%
FY20232024-10-212024-10-21+1.46%+0.53%+11.60%+1.20%+5.40%
FY20222023-03-152023-03-15+5.90%+3.74%+9.45%-1.48%+5.54%
FY20212022-03-102022-03-10+0.94%-0.44%-6.25%-9.27%-9.55%
FY20202021-03-102021-03-10+0.21%-5.57%-7.22%-8.00%-3.08%
FY20192020-03-042020-03-04-3.53%-10.21%-31.56%-6.89%+12.26%
FY20182019-03-062019-03-06-2.05%-0.64%-2.57%+0.19%-5.05%
FY20172018-03-092018-03-09+0.51%+2.31%-5.40%+1.85%-10.14%
FY20162017-03-082017-03-08+1.15%+1.61%+1.15%-7.78%-9.06%
FY20152016-03-092016-03-09+0.61%-0.18%+2.20%+2.74%+38.40%
FY20142015-03-122015-03-12+0.47%+0.47%+1.26%+10.19%+13.00%
FY20132014-03-062014-03-06-0.96%-0.68%-2.04%-13.69%-8.74%
FY20122013-02-262013-02-26+1.72%+1.72%+1.72%+19.20%+14.53%

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/1074902/financials