← positive_eps_streak (all companies) · OMCC (all signals) · all methodology
positive_eps_streak on OLD MARKET CAPITAL Corp (OMCC)
SIC 6153 — Short-Term Business Credit Institutions · CIK 1000045 · 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 OMCC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-06-27 | 2023-06-27 | +0.20% | -0.60% | +2.00% | -4.60% | +31.40% |
| FY2017 | 2018-06-27 | 2018-06-27 | +0.12% | +8.78% | +5.43% | +38.68% | +8.55% |
| FY2016 | 2017-06-14 | 2017-06-14 | -0.64% | +4.75% | +18.10% | +7.32% | +11.94% |
| FY2015 | 2016-06-14 | 2016-06-14 | +0.10% | +0.19% | +1.90% | +0.67% | -25.95% |
| FY2014 | 2015-06-15 | 2015-06-15 | +1.93% | +6.12% | +4.11% | +9.82% | -15.30% |
| FY2013 | 2014-06-16 | 2014-06-16 | +0.07% | +0.21% | -7.24% | -11.91% | -11.84% |
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.