← positive_eps_streak (all companies) · CFBK (all signals) · all methodology
positive_eps_streak on CF BANKSHARES INC. (CFBK)
SIC 6021 — National Commercial Banks · CIK 1070680 · 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 CFBK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-12 | 2026-03-12 | -1.14% | -3.98% | +2.18% | — | — |
| FY2024 | 2025-03-14 | 2025-03-14 | +1.93% | +2.16% | -7.96% | +9.68% | +33.17% |
| FY2023 | 2024-03-29 | 2024-04-01 | -1.85% | -2.47% | -4.53% | -9.43% | +13.57% |
| FY2022 | 2023-03-31 | 2023-03-31 | +0.00% | -1.74% | -14.44% | -21.28% | -1.23% |
| FY2021 | 2022-03-16 | 2022-03-16 | -0.05% | +8.44% | +2.03% | +0.62% | +2.48% |
| FY2020 | 2021-03-23 | 2021-03-23 | -0.05% | -0.05% | +0.36% | +0.82% | +14.60% |
| FY2019 | 2020-03-16 | 2020-03-16 | -3.93% | -4.57% | -7.49% | +0.46% | +82.17% |
| FY2018 | 2019-03-15 | 2019-03-15 | +0.00% | -2.57% | -1.56% | -4.28% | -14.79% |
| FY2017 | 2018-03-15 | 2018-03-15 | +1.27% | +4.22% | -0.84% | +0.42% | -1.86% |
| FY2016 | 2017-03-15 | 2017-03-15 | +5.13% | +7.69% | +13.85% | +18.46% | +21.54% |
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.