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positive_eps_streak on Capitol Federal Financial, Inc. (CFFN)
SIC 6035 — Savings Institution, Federally Chartered · CIK 1490906 · 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 CFFN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-11-23 | 2022-11-23 | -0.73% | +0.85% | +2.78% | +2.23% | -33.43% |
| FY2021 | 2021-11-24 | 2021-11-24 | -3.94% | -5.25% | -6.73% | -8.56% | -26.21% |
| FY2020 | 2020-11-25 | 2020-11-25 | -0.85% | -5.36% | -3.81% | +5.30% | -1.67% |
| FY2019 | 2019-11-27 | 2019-11-27 | -0.35% | -2.81% | -3.51% | -9.12% | -6.69% |
| FY2018 | 2018-11-29 | 2018-11-29 | +1.52% | -4.41% | -7.66% | -2.69% | +9.51% |
| FY2017 | 2017-11-29 | 2017-11-29 | -1.19% | -3.02% | -4.99% | -10.10% | +4.90% |
| FY2016 | 2016-11-29 | 2016-11-29 | -0.62% | +0.56% | +5.68% | -4.03% | -5.35% |
| FY2015 | 2015-11-25 | 2015-11-25 | +0.31% | -0.63% | -0.63% | -1.89% | +33.00% |
| FY2014 | 2014-11-26 | 2014-11-26 | -0.87% | -0.48% | +1.74% | -0.20% | +8.71% |
| FY2013 | 2013-11-29 | 2013-11-29 | -1.33% | +0.50% | +2.29% | +3.20% | +12.07% |
| FY2012 | 2012-11-29 | 2012-11-29 | +0.51% | +1.94% | -1.01% | +1.06% | +6.03% |
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.