← positive_eps_streak (all companies) · AROW (all signals) · all methodology
positive_eps_streak on ARROW FINANCIAL CORP (AROW)
SIC 6021 — National Commercial Banks · CIK 717538 · 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 AROW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-06 | 2026-03-06 | -1.58% | -2.90% | +3.53% | — | — |
| FY2024 | 2025-03-14 | 2025-03-14 | -1.29% | -2.32% | -8.25% | +1.02% | +27.43% |
| FY2023 | 2024-03-11 | 2024-03-11 | -1.43% | -5.34% | -6.89% | +0.00% | +7.40% |
| FY2022 | 2023-07-18 | 2023-07-18 | +3.46% | -6.36% | -14.12% | -14.49% | +45.08% |
| FY2021 | 2022-03-11 | 2022-03-11 | +0.85% | -0.65% | -7.70% | -2.80% | -15.87% |
| FY2020 | 2021-03-10 | 2021-03-10 | +0.45% | -2.99% | -5.95% | +3.10% | -2.00% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.64% | -1.18% | -17.70% | -9.58% | +5.68% |
| FY2018 | 2019-03-08 | 2019-03-08 | +3.10% | +3.94% | +1.20% | -0.55% | -9.72% |
| FY2017 | 2018-03-12 | 2018-03-12 | -0.14% | +0.14% | -1.30% | +9.95% | +5.17% |
| FY2016 | 2017-03-14 | 2017-03-14 | +0.87% | -2.76% | -1.45% | -3.61% | +5.49% |
| FY2015 | 2016-03-10 | 2016-03-10 | +1.33% | +1.03% | -0.99% | +12.87% | +33.15% |
| FY2014 | 2015-03-13 | 2015-03-13 | -0.73% | -0.33% | -2.16% | -2.41% | +1.82% |
| FY2013 | 2014-03-17 | 2014-03-17 | +0.44% | +0.26% | -3.19% | -3.08% | +6.57% |
| FY2012 | 2013-03-15 | 2013-03-15 | -0.08% | -1.25% | -5.07% | +0.44% | +15.08% |
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)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +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.