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positive_eps_streak on TRUSTMARK CORP (TRMK)

SIC 6021 — National Commercial Banks · CIK 36146 · 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 TRMK

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-232026-02-23+0.21%+1.50%-2.24%
FY20242025-02-192025-02-19-1.14%-4.37%-8.21%-3.97%+21.51%
FY20232024-02-152024-02-15-1.49%-2.54%-5.20%+10.42%+40.99%
FY20222023-02-162023-02-16+0.14%+2.26%-13.00%-28.11%-4.80%
FY20212022-02-172022-02-17+0.82%+0.91%+0.31%-14.20%-3.95%
FY20202021-02-182021-02-18+1.86%+5.54%+19.49%+17.21%+13.60%
FY20192020-02-202020-02-20-1.06%-11.36%-16.49%-33.47%-2.89%
FY20182019-02-192019-02-19+2.31%+2.02%-0.05%-2.63%-5.21%
FY20172018-02-202018-02-20+1.69%+0.25%+2.11%+2.42%+14.32%
FY20162017-02-212017-02-21-0.53%-2.30%-9.07%-8.57%-1.78%
FY20152016-02-232016-02-23+0.45%+4.03%+6.28%+12.35%+59.40%
FY20142015-03-022015-03-02-0.13%+1.71%+3.58%+3.75%+0.39%
FY20132014-02-242014-02-24-0.76%+2.45%+10.09%-0.85%+3.24%
FY20122013-02-272013-02-27-0.52%+2.30%+7.86%+13.32%+6.22%
FY20112012-02-272012-02-27+0.46%-1.47%+7.09%+1.47%-0.05%

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/36146/financials