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positive_eps_streak on SHORE BANCSHARES INC (SHBI)

SIC 6021 — National Commercial Banks · CIK 1035092 · 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 SHBI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-022026-03-02-0.96%-4.01%-1.87%
FY20242025-03-102025-03-10-1.42%+1.94%-10.67%+9.26%+36.26%
FY20232024-03-152024-03-15-0.65%+3.43%-4.36%-0.69%+33.90%
FY20222023-03-302023-03-30+0.14%-3.72%-6.87%-15.92%-20.13%
FY20212022-03-312022-03-31-0.15%-4.00%-1.71%-8.76%-28.64%
FY20202021-03-262021-03-26-2.57%+2.57%-6.68%-5.08%+22.52%
FY20192020-03-132020-03-13-5.26%-18.45%-11.41%+11.60%+61.35%
FY20182019-03-152019-03-15+0.26%-6.81%-1.54%+0.37%-29.77%
FY20172018-03-162018-03-16+1.85%-3.85%-0.21%+2.13%-16.41%
FY20162017-03-162017-03-16+0.12%-6.77%-1.54%+0.42%+14.08%

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/1035092/financials