← positive_eps_streak (all companies) · MCHB (all signals) · all methodology
positive_eps_streak on Mechanics Bancorp (MCHB)
SIC 6022 — State Commercial Banks · CIK 1518715 · 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 MCHB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-06 | 2023-03-06 | -4.25% | -18.31% | -26.93% | -78.23% | -36.31% |
| FY2021 | 2022-03-04 | 2022-03-04 | -1.42% | -0.41% | -8.04% | -19.66% | -51.59% |
| FY2020 | 2021-03-12 | 2021-03-12 | -0.53% | -4.75% | -10.86% | -7.16% | +5.82% |
| FY2019 | 2020-03-06 | 2020-03-06 | -14.94% | -10.81% | -20.76% | -8.03% | +85.41% |
| FY2018 | 2019-03-06 | 2019-03-06 | -3.21% | +0.52% | -2.51% | +5.02% | -4.35% |
| FY2017 | 2018-03-06 | 2018-03-06 | +1.01% | +2.68% | -3.35% | -10.22% | -12.16% |
| FY2016 | 2017-03-09 | 2017-03-09 | -0.19% | +0.56% | +0.94% | +3.00% | +15.38% |
| FY2015 | 2016-03-11 | 2016-03-11 | -0.39% | +0.54% | -0.10% | +3.03% | +28.79% |
| FY2014 | 2015-03-25 | 2015-03-25 | +1.07% | +5.20% | +8.59% | +33.79% | +15.25% |
| FY2013 | 2014-03-17 | 2014-03-17 | +5.66% | +0.65% | +2.83% | +0.05% | -1.74% |
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.