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positive_eps_streak on CATHAY GENERAL BANCORP (CATY)

SIC 6022 — State Commercial Banks · CIK 861842 · 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 CATY

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-022026-03-02-0.12%-4.94%-2.61%
FY20242025-02-282025-02-28+0.32%-4.86%-9.20%-6.18%+9.93%
FY20232024-02-292024-02-29-0.67%+4.05%-3.12%-7.20%+19.51%
FY20222023-02-282023-02-28-0.16%-3.17%-19.04%-27.38%-5.41%
FY20212022-03-012022-03-01+4.03%-2.20%+3.59%-13.16%-4.47%
FY20202021-03-012021-03-01-1.57%+10.36%+2.46%+2.08%+22.75%
FY20192020-03-022020-03-02-4.98%-23.25%-29.32%-11.20%+26.14%
FY20182019-03-042019-03-04-0.63%-4.47%-9.00%-7.79%-17.22%
FY20172018-03-012018-03-01+1.77%+3.95%-3.01%+3.91%-4.65%
FY20162017-03-012017-03-01-3.26%-5.40%-9.79%-9.47%+3.44%
FY20152016-02-292016-02-29+3.67%+8.17%+5.47%+13.98%+50.58%
FY20142015-03-022015-03-02-0.95%+2.28%+7.40%+15.93%+7.22%
FY20132014-03-032014-03-03+3.24%+3.16%+0.80%-3.40%+5.89%
FY20122013-03-012013-03-01+1.45%+3.72%+1.45%+7.71%+29.90%

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/861842/financials