← positive_eps_streak (all companies) · CHMG (all signals) · all methodology
positive_eps_streak on CHEMUNG FINANCIAL CORP (CHMG)
SIC 6022 — State Commercial Banks · CIK 763563 · 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 CHMG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-13 | 2026-03-13 | -0.56% | -0.15% | +11.12% | — | — |
| FY2024 | 2025-03-14 | 2025-03-14 | -0.02% | -3.26% | -16.00% | -1.61% | +8.70% |
| FY2023 | 2024-03-13 | 2024-03-13 | -0.59% | +0.43% | -5.00% | +2.62% | +18.56% |
| FY2022 | 2023-03-22 | 2023-03-22 | -2.03% | -3.48% | -5.88% | -8.53% | -0.53% |
| FY2021 | 2022-03-23 | 2022-03-23 | +0.00% | +2.55% | +3.28% | -7.10% | -3.89% |
| FY2020 | 2021-03-24 | 2021-03-24 | +1.52% | +1.09% | +3.80% | +2.48% | +13.80% |
| FY2019 | 2020-03-12 | 2020-03-12 | +25.81% | -0.28% | +25.74% | +31.15% | +87.30% |
| FY2018 | 2019-03-13 | 2019-03-13 | +0.06% | -3.51% | +3.98% | -1.63% | -48.29% |
| FY2017 | 2018-03-08 | 2018-03-08 | -0.74% | +6.64% | +7.41% | +21.21% | +12.32% |
| FY2016 | 2017-03-08 | 2017-03-08 | +3.11% | -2.19% | +0.02% | +4.62% | +16.04% |
| FY2015 | 2016-03-11 | 2016-03-11 | +2.09% | +3.01% | -0.42% | +15.26% | +46.56% |
| FY2014 | 2015-03-13 | 2015-03-13 | +2.00% | +1.82% | +0.00% | -3.68% | +2.60% |
| FY2013 | 2014-03-14 | 2014-03-14 | +1.26% | +2.38% | -2.80% | +8.39% | +1.52% |
| FY2012 | 2013-03-15 | 2013-03-15 | +0.00% | +4.77% | +7.32% | +7.90% | -3.47% |
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.