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positive_eps_streak on ORRSTOWN FINANCIAL SERVICES INC (ORRF)
SIC 6022 — State Commercial Banks · CIK 826154 · 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 ORRF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-12 | 2026-03-12 | +0.00% | +1.61% | +12.25% | — | — |
| FY2024 | 2025-03-31 | 2025-03-31 | -1.10% | -10.76% | -0.80% | +7.05% | +24.95% |
| FY2023 | 2024-03-14 | 2024-03-14 | -0.50% | +3.30% | -2.91% | -0.92% | +22.72% |
| FY2022 | 2023-03-16 | 2023-03-16 | +3.04% | +5.16% | -1.03% | +0.46% | +36.56% |
| FY2021 | 2022-03-11 | 2022-03-11 | +0.13% | +0.55% | -5.73% | +8.45% | -12.65% |
| FY2020 | 2021-03-15 | 2021-03-15 | -3.41% | -3.10% | -2.05% | +8.99% | +6.22% |
| FY2019 | 2020-03-16 | 2020-03-16 | +12.33% | -5.04% | +1.47% | +9.19% | +79.48% |
| FY2018 | 2019-03-15 | 2019-03-15 | +1.79% | -1.23% | -1.59% | +10.79% | -31.91% |
| FY2017 | 2018-03-09 | 2018-03-09 | +0.21% | +2.06% | -0.21% | +7.75% | -20.31% |
| FY2016 | 2017-03-13 | 2017-03-13 | +0.73% | +5.81% | -3.63% | +2.65% | +17.83% |
| FY2015 | 2016-03-11 | 2016-03-11 | -0.17% | -1.57% | +3.83% | +12.09% | +22.03% |
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.