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positive_eps_streak on FIRST FINANCIAL CORP /IN/ (THFF)

SIC 6022 — State Commercial Banks · CIK 714562 · 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 THFF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-042026-03-04-2.44%-5.31%-0.67%
FY20242025-03-052025-03-05-0.54%-1.23%-0.66%+5.42%+29.19%
FY20232024-03-112024-03-11-0.03%-4.95%-1.71%-3.04%+33.84%
FY20222023-03-082023-03-08-4.78%-7.77%-15.26%-18.66%-9.77%
FY20212022-03-092022-03-09+0.24%+0.04%-6.59%-1.74%-9.23%
FY20202021-03-112021-03-11+1.56%-0.66%-1.63%+0.55%+2.70%
FY20192020-03-062020-03-06-9.13%-6.14%-21.72%-11.96%+19.68%
FY20182019-03-062019-03-06-0.80%+3.35%-1.10%-11.45%-4.28%
FY20172018-03-072018-03-07-0.89%-1.55%-3.99%-2.00%-2.60%
FY20162017-03-092017-03-09-0.32%-0.64%-0.11%-1.81%+2.02%
FY20152016-03-092016-03-09+0.12%-1.66%-5.10%+11.37%+42.75%
FY20142015-03-062015-03-06+0.60%+1.97%+6.58%+2.08%+5.34%
FY20132014-03-142014-03-14+0.87%+2.40%-4.77%-0.96%+8.52%

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/714562/financials