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positive_eps_streak on CITIZENS FINANCIAL GROUP INC/RI (CFG)
SIC 6022 — State Commercial Banks · CIK 759944 · 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 CFG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +0.49% | +0.79% | -14.11% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | +0.65% | -2.54% | -11.62% | -8.66% | +44.94% |
| FY2023 | 2024-02-16 | 2024-02-16 | -0.60% | -3.58% | +6.72% | +16.83% | +52.38% |
| FY2022 | 2023-02-17 | 2023-02-17 | -2.85% | -3.31% | -26.93% | -41.13% | -23.44% |
| FY2021 | 2022-02-23 | 2022-02-23 | -2.64% | -2.22% | -7.17% | -26.56% | -15.82% |
| FY2020 | 2021-02-23 | 2021-02-23 | +4.34% | +0.02% | -4.90% | +11.06% | +23.58% |
| FY2019 | 2020-02-24 | 2020-02-24 | -4.49% | -7.60% | -55.99% | -41.66% | +30.59% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.00% | -0.78% | -10.61% | -5.81% | +5.01% |
| FY2017 | 2018-02-22 | 2018-02-22 | +2.16% | -4.22% | -5.50% | -8.07% | -16.13% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.47% | +4.53% | -5.84% | -5.31% | +23.80% |
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.