← positive_eps_streak (all companies) · MSBI (all signals) · all methodology
positive_eps_streak on Midland States Bancorp, Inc. (MSBI)
SIC 6022 — State Commercial Banks · CIK 1466026 · 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 MSBI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-07-01 | 2025-07-01 | +1.83% | +3.71% | -4.15% | -1.68% | — |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.00% | -1.36% | +0.33% | -3.61% | -16.17% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.54% | +0.96% | -16.95% | -22.06% | -2.02% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.31% | -1.73% | +1.94% | -11.85% | -7.61% |
| FY2020 | 2021-02-26 | 2021-02-26 | +4.08% | +12.49% | +13.43% | +13.80% | +25.35% |
| FY2019 | 2020-02-28 | 2020-02-28 | +4.32% | -4.28% | -29.60% | -34.09% | +14.29% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.20% | -4.90% | -4.51% | +1.17% | -3.02% |
| FY2017 | 2018-03-06 | 2018-03-06 | +1.00% | +0.88% | +1.79% | +2.56% | -21.43% |
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.