← positive_eps_streak (all companies) · CAC (all signals) · all methodology
positive_eps_streak on CAMDEN NATIONAL CORP (CAC)
SIC 6021 — National Commercial Banks · CIK 750686 · 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 CAC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-06 | 2026-03-06 | -0.20% | -0.96% | +6.71% | — | — |
| FY2024 | 2025-03-07 | 2025-03-07 | -2.87% | -0.39% | -12.08% | -3.63% | +15.22% |
| FY2023 | 2024-03-08 | 2024-03-08 | +0.58% | -5.10% | -1.82% | -2.47% | +29.97% |
| FY2022 | 2023-03-10 | 2023-03-10 | -4.84% | -1.99% | -8.40% | -16.38% | -10.14% |
| FY2021 | 2022-03-11 | 2022-03-11 | -2.93% | -3.69% | -8.25% | -10.36% | -26.50% |
| FY2020 | 2021-03-15 | 2021-03-15 | -0.73% | -1.88% | -0.67% | +0.57% | +6.73% |
| FY2019 | 2020-03-11 | 2020-03-11 | -9.47% | -10.50% | -11.26% | +11.16% | +46.97% |
| FY2018 | 2019-03-13 | 2019-03-13 | -0.30% | -3.34% | -2.51% | -2.03% | -27.47% |
| FY2017 | 2018-03-09 | 2018-03-09 | -0.29% | +0.70% | -3.90% | +4.07% | -1.26% |
| FY2016 | 2017-03-07 | 2017-03-07 | -0.40% | +2.23% | +2.40% | -1.95% | +8.11% |
| FY2015 | 2016-03-11 | 2016-03-11 | -0.42% | +2.69% | +2.52% | +6.91% | +59.81% |
| FY2014 | 2015-03-10 | 2015-03-10 | +0.35% | +3.17% | +9.31% | +1.45% | +12.45% |
| FY2013 | 2014-03-12 | 2014-03-12 | -0.18% | +1.81% | +1.28% | -5.92% | +0.41% |
| FY2012 | 2013-02-28 | 2013-02-28 | -1.33% | +1.74% | -2.39% | +10.93% | +14.06% |
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.