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positive_eps_streak on 1ST SOURCE CORP (SRCE)

SIC 6022 — State Commercial Banks · CIK 34782 · 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 SRCE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17-0.73%-4.09%-5.65%
FY20242025-02-182025-02-18-1.31%-2.30%-6.44%-5.83%+7.99%
FY20232024-02-202024-02-20-0.20%-1.96%-3.31%+4.96%+29.75%
FY20222023-02-162023-02-16+1.03%-0.38%-9.09%-15.74%+4.54%
FY20212022-02-172022-02-17+0.57%-0.67%-0.73%-11.20%+2.94%
FY20202021-02-182021-02-18+1.75%+5.06%+11.04%+14.98%+19.14%
FY20192020-02-202020-02-20-1.03%-8.89%-36.04%-39.16%-5.45%
FY20182019-02-222019-02-22-0.23%+0.27%-10.54%-2.64%-0.69%
FY20172018-02-162018-02-16-1.87%-0.27%+3.60%+3.22%-5.15%
FY20162017-02-172017-02-17-0.66%+0.62%+0.49%+2.02%+9.58%
FY20152016-02-192016-02-19+1.42%+2.42%+6.95%+12.07%+58.01%
FY20142015-02-202015-02-20-0.83%-1.41%+2.56%+1.51%+0.12%
FY20132014-02-212014-02-21+1.23%+3.48%+6.57%+2.52%+5.49%
FY20122013-02-222013-02-22-2.29%+1.10%+1.95%+5.53%+32.89%

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/34782/financials