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positive_eps_streak on SOUTHERN FIRST BANCSHARES INC (SFST)

SIC 6021 — National Commercial Banks · CIK 1090009 · 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 SFST

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+2.74%-7.22%-10.08%
FY20242025-03-032025-03-03-0.42%-3.23%-2.40%+7.62%+62.67%
FY20232024-03-052024-03-05-1.10%-1.17%-10.22%-16.20%+2.76%
FY20222023-02-132023-02-13-2.14%-3.21%-22.97%-46.20%-20.02%
FY20212022-03-042022-03-04-3.39%-2.38%-8.24%-18.69%-29.24%
FY20202021-03-022021-03-02+3.56%+14.59%+5.09%+17.40%+24.90%
FY20192020-03-022020-03-02-2.85%-16.48%-27.18%-18.34%+16.19%
FY20182019-02-282019-02-28-2.94%-3.96%-11.68%-7.43%+0.05%
FY20172018-02-282018-02-28+0.24%+6.52%+5.69%+12.10%-12.27%
FY20162017-03-032017-03-03-2.22%-3.11%-3.26%+1.48%+34.67%
FY20152016-03-022016-03-02+1.05%+1.47%+2.22%+7.12%+40.28%
FY20142015-03-032015-03-03-0.71%-1.47%+0.00%+1.47%+40.47%
FY20132014-03-042014-03-04-0.07%+0.52%+2.66%-0.52%+24.85%
FY20122013-03-062013-03-06+0.95%+4.76%+0.00%+3.81%+30.19%

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/1090009/financials