← positive_eps_streak (all companies) · CCNE (all signals) · all methodology
positive_eps_streak on CNB FINANCIAL CORP/PA (CCNE)
SIC 6022 — State Commercial Banks · CIK 736772 · 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 CCNE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-11 | 2026-03-11 | +0.44% | +0.37% | +16.09% | — | — |
| FY2024 | 2025-03-06 | 2025-03-06 | -0.60% | -4.64% | -12.35% | -8.02% | +19.87% |
| FY2023 | 2024-03-07 | 2024-03-07 | +0.20% | -3.06% | -3.45% | -4.61% | +13.57% |
| FY2022 | 2023-03-03 | 2023-03-03 | -1.08% | -9.30% | -19.97% | -28.10% | -12.74% |
| FY2021 | 2022-03-03 | 2022-03-03 | -2.27% | +0.04% | -0.27% | -5.34% | -7.54% |
| FY2020 | 2021-03-04 | 2021-03-04 | +3.99% | +7.70% | +2.75% | +1.83% | +12.80% |
| FY2019 | 2020-03-05 | 2020-03-05 | -4.46% | -25.17% | -28.95% | -26.66% | +9.89% |
| FY2018 | 2019-03-07 | 2019-03-07 | -0.15% | -0.07% | -4.33% | -6.02% | -14.60% |
| FY2017 | 2018-03-08 | 2018-03-08 | +2.90% | +6.42% | +0.45% | +8.64% | -3.83% |
| FY2016 | 2017-03-10 | 2017-03-10 | +0.38% | +3.95% | +2.55% | -9.16% | +29.69% |
| FY2015 | 2016-03-04 | 2016-03-04 | +0.22% | +0.78% | -4.12% | +0.38% | +42.58% |
| FY2014 | 2015-03-06 | 2015-03-06 | +1.59% | +3.42% | +0.88% | +0.27% | +10.23% |
| FY2013 | 2014-03-07 | 2014-03-07 | -0.91% | +0.21% | -2.52% | -12.64% | -4.16% |
| FY2012 | 2013-03-08 | 2013-03-08 | +0.59% | +1.12% | -0.71% | -0.87% | +13.39% |
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.