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positive_eps_streak on RENASANT CORP (RNST)

SIC 6022 — State Commercial Banks · CIK 715072 · 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 RNST

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-022026-03-02-1.26%-5.91%-8.56%
FY20242025-02-262025-02-26-0.17%-2.95%-0.53%-2.75%+7.46%
FY20232024-02-232024-02-23-0.65%-0.06%-3.72%-0.14%+19.13%
FY20222023-02-242023-02-24-0.85%-2.06%-14.23%-26.71%-12.21%
FY20212022-02-252022-02-25-0.03%-4.11%-5.16%-16.24%+1.16%
FY20202021-02-262021-02-26+2.60%+7.13%+10.24%+13.31%-4.88%
FY20192020-02-272020-02-27-0.87%-3.60%-23.79%-22.06%+42.20%
FY20182019-02-272019-02-27-0.42%-2.97%-12.41%-10.60%-23.83%
FY20172018-02-282018-02-28+0.48%+6.56%+1.54%+15.41%-6.33%
FY20162017-02-282017-02-28+3.07%+0.15%-3.23%+1.03%+3.57%
FY20152016-02-292016-02-29+4.29%+6.73%+4.28%+10.52%+34.06%
FY20142015-03-022015-03-02-0.42%+1.26%+4.67%+4.56%+16.23%
FY20132014-03-112014-03-11-0.27%+2.28%-1.93%-1.27%+0.40%
FY20122013-03-082013-03-08-0.89%+1.66%-2.78%+8.40%+36.18%

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/715072/financials