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positive_eps_streak on PEOPLES FINANCIAL SERVICES CORP. (PFIS)

SIC 6021 — National Commercial Banks · CIK 1056943 · 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 PFIS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-162026-03-16-1.24%+0.48%+10.44%
FY20242025-03-282025-03-28-0.58%-7.53%-3.67%+9.97%+25.09%
FY20232024-03-152024-03-15-4.39%-3.00%-10.78%-8.07%+15.96%
FY20222023-03-152023-03-15+3.07%-4.24%-5.80%-7.94%-3.84%
FY20212022-03-162022-03-16+0.97%+3.27%-2.64%+4.71%-11.05%
FY20202021-03-162021-03-16-0.04%-7.11%-8.91%-3.32%+13.36%
FY20192020-03-162020-03-16+30.42%-1.11%-4.58%-1.60%+31.76%
FY20182019-03-152019-03-15-0.28%-4.21%-4.17%-8.19%-20.61%
FY20172018-03-142018-03-14-0.75%-2.71%-3.42%+4.80%+2.89%
FY20162017-03-162017-03-16+0.05%-2.66%-0.78%+3.34%+17.14%
FY20152016-03-112016-03-11+0.32%+4.28%-1.53%+5.10%+11.38%
FY20142015-03-162015-03-16-0.52%+3.92%+1.58%-3.28%-4.82%
FY20132014-03-172014-03-17-2.98%-1.80%+2.74%+18.51%-1.85%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1056943/financials