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positive_eps_streak on MID PENN BANCORP INC (MPB)
SIC 6022 — State Commercial Banks · CIK 879635 · 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 MPB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-12 | 2026-03-12 | +0.42% | +0.10% | +8.49% | — | — |
| FY2024 | 2025-03-13 | 2025-03-13 | +0.04% | +1.80% | -4.47% | +5.24% | +27.52% |
| FY2023 | 2024-03-28 | 2024-03-28 | +0.15% | -0.75% | +4.25% | +1.95% | +32.43% |
| FY2022 | 2023-03-16 | 2023-03-16 | -2.35% | -4.25% | -12.03% | -8.71% | -24.15% |
| FY2021 | 2022-03-15 | 2022-03-15 | +1.63% | +2.67% | -2.67% | +2.17% | +3.96% |
| FY2020 | 2021-03-15 | 2021-03-15 | -2.59% | -8.75% | -11.41% | +3.30% | -1.47% |
| FY2019 | 2020-03-13 | 2020-03-13 | -27.38% | -13.60% | -18.44% | -8.81% | +28.92% |
| FY2018 | 2019-03-19 | 2019-03-19 | -1.66% | +0.69% | -2.46% | +4.04% | -29.83% |
| FY2017 | 2018-03-13 | 2018-03-13 | +0.16% | +3.36% | +11.36% | +13.75% | -19.95% |
| FY2016 | 2017-03-23 | 2017-03-23 | -4.01% | -0.73% | -1.46% | -2.26% | +20.06% |
| FY2015 | 2016-03-17 | 2016-03-17 | +0.00% | -0.20% | +3.75% | +6.95% | +99.84% |
| FY2014 | 2015-03-20 | 2015-03-20 | +0.00% | +0.70% | -1.90% | +5.10% | +0.14% |
| FY2013 | 2014-03-21 | 2014-03-21 | +0.91% | +0.97% | -2.51% | +5.85% | +13.49% |
| FY2012 | 2013-03-25 | 2013-03-25 | -1.16% | +0.09% | -1.51% | -1.65% | +30.88% |
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.