← positive_eps_streak (all companies) · MBIN (all signals) · all methodology
positive_eps_streak on Merchants Bancorp (MBIN)
SIC 6022 — State Commercial Banks · CIK 1629019 · 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 MBIN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.55% | -1.77% | +0.24% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -0.69% | -5.01% | -8.79% | -18.59% | +6.96% |
| FY2023 | 2024-03-12 | 2024-03-12 | -1.91% | -4.91% | -9.64% | -8.73% | -10.92% |
| FY2022 | 2023-03-16 | 2023-03-16 | -2.77% | -2.66% | -4.91% | -3.14% | +47.65% |
| FY2021 | 2022-03-04 | 2022-03-04 | -2.02% | +0.33% | -0.65% | -7.61% | +7.01% |
| FY2020 | 2021-03-05 | 2021-03-05 | +7.76% | +11.86% | +9.94% | +12.07% | +7.21% |
| FY2019 | 2020-03-16 | 2020-03-16 | +21.13% | -11.20% | -8.67% | +17.80% | +167.41% |
| FY2018 | 2019-03-15 | 2019-03-15 | +2.71% | -6.65% | +11.53% | -16.65% | -24.83% |
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.