← positive_eps_streak (all companies) · AUBN (all signals) · all methodology
positive_eps_streak on AUBURN NATIONAL BANCORPORATION, INC (AUBN)
SIC 6022 — State Commercial Banks · CIK 750574 · 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 AUBN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-17 | 2026-03-17 | +5.29% | -2.71% | +1.23% | — | — |
| FY2024 | 2025-03-11 | 2025-03-11 | +0.00% | +2.16% | +1.52% | +6.19% | +20.68% |
| FY2023 | 2024-03-14 | 2024-03-14 | +2.75% | -1.35% | -8.52% | -2.30% | +13.76% |
| FY2022 | 2023-03-17 | 2023-03-17 | +3.06% | +2.75% | -1.95% | -5.65% | -12.14% |
| FY2021 | 2022-03-08 | 2022-03-08 | -2.69% | -1.15% | -0.10% | -9.69% | -25.75% |
| FY2020 | 2021-03-09 | 2021-03-09 | -2.08% | -10.29% | -19.44% | -20.00% | -27.85% |
| FY2019 | 2020-03-06 | 2020-03-06 | -6.36% | -22.41% | -26.34% | -0.18% | -9.55% |
| FY2018 | 2019-03-12 | 2019-03-12 | +1.95% | +6.90% | +15.48% | +2.75% | +46.44% |
| FY2017 | 2018-03-13 | 2018-03-13 | -0.19% | +0.90% | +6.64% | +24.67% | -2.93% |
| FY2016 | 2017-03-03 | 2017-03-03 | -1.06% | -1.10% | +0.70% | +7.41% | +15.09% |
| FY2015 | 2016-03-10 | 2016-03-10 | -0.45% | -1.94% | +4.40% | +10.10% | +24.56% |
| FY2014 | 2015-03-24 | 2015-03-24 | +0.40% | -0.20% | +0.40% | +0.48% | +12.12% |
| FY2013 | 2014-03-24 | 2014-03-24 | -0.91% | -8.05% | -7.41% | -3.85% | +2.24% |
| FY2012 | 2013-03-22 | 2013-03-22 | +3.69% | +1.48% | +2.31% | +2.36% | +20.61% |
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.