← positive_eps_streak (all companies) · CBU (all signals) · all methodology
positive_eps_streak on COMMUNITY FINANCIAL SYSTEM, INC. (CBU)
SIC 6021 — National Commercial Banks · CIK 723188 · 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 CBU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.71% | -2.71% | -5.42% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +1.19% | -5.89% | -9.59% | -9.45% | -0.27% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.24% | +4.26% | +7.08% | +3.60% | +38.71% |
| FY2022 | 2023-03-01 | 2023-03-01 | -1.49% | -5.75% | -11.22% | -18.64% | -22.31% |
| FY2021 | 2022-03-01 | 2022-03-01 | +3.45% | -0.31% | +1.82% | -8.37% | -13.97% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.41% | +6.61% | +7.22% | +8.73% | +2.30% |
| FY2019 | 2020-03-02 | 2020-03-02 | -1.68% | -12.81% | -9.47% | -2.52% | +13.32% |
| FY2018 | 2019-03-01 | 2019-03-01 | -1.16% | -6.36% | -7.37% | -1.93% | +3.10% |
| FY2017 | 2018-03-01 | 2018-03-01 | +1.74% | +4.05% | +0.92% | +13.62% | +23.06% |
| FY2016 | 2017-03-01 | 2017-03-01 | -3.39% | -6.11% | -11.37% | -9.36% | -10.11% |
| FY2015 | 2016-02-29 | 2016-02-29 | +2.86% | +5.94% | +4.52% | +10.40% | +66.79% |
| FY2014 | 2015-03-02 | 2015-03-02 | -1.34% | -1.51% | -0.37% | +1.09% | +11.18% |
| FY2013 | 2014-03-03 | 2014-03-03 | +3.23% | +5.08% | +8.51% | -0.50% | +0.81% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.07% | +1.39% | +2.20% | +4.47% | +30.01% |
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.