← positive_eps_streak (all companies) · CFFI (all signals) · all methodology
positive_eps_streak on C & F FINANCIAL CORP (CFFI)
SIC 6022 — State Commercial Banks · CIK 913341 · 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 CFFI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-03 | 2026-03-03 | +2.19% | -2.20% | +0.43% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.82% | -7.40% | -8.51% | -17.24% | -2.96% |
| FY2023 | 2024-02-27 | 2024-02-27 | -3.90% | -2.38% | -10.83% | -15.01% | +52.66% |
| FY2022 | 2023-02-28 | 2023-02-28 | +2.36% | +1.31% | -5.59% | -8.63% | -3.72% |
| FY2021 | 2022-03-01 | 2022-03-01 | +0.64% | -0.20% | +0.39% | +2.31% | +19.09% |
| FY2020 | 2021-03-03 | 2021-03-03 | +3.46% | +17.96% | +1.56% | +13.76% | +18.74% |
| FY2019 | 2020-03-03 | 2020-03-03 | +6.60% | -16.72% | -9.49% | -15.73% | +3.09% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.35% | +1.97% | -1.22% | -6.50% | -8.35% |
| FY2017 | 2018-03-08 | 2018-03-08 | +1.68% | +2.56% | +3.35% | +19.43% | +6.68% |
| FY2016 | 2017-03-07 | 2017-03-07 | -0.21% | -3.27% | +0.08% | +5.36% | +12.56% |
| FY2015 | 2016-03-04 | 2016-03-04 | +2.86% | +1.49% | +0.97% | +14.24% | +25.79% |
| FY2014 | 2015-03-11 | 2015-03-11 | +0.86% | -2.16% | -3.68% | -1.66% | +9.58% |
| FY2013 | 2014-03-07 | 2014-03-07 | -0.88% | -5.57% | -10.94% | -6.35% | +0.68% |
| FY2012 | 2013-03-05 | 2013-03-05 | +0.00% | +1.36% | +3.12% | +21.35% | -4.01% |
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.