← positive_eps_streak (all companies) · CIZN (all signals) · all methodology
positive_eps_streak on CITIZENS HOLDING CO /MS/ (CIZN)
SIC 6022 — State Commercial Banks · CIK 1075706 · 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 CIZN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-29 | 2024-04-01 | -1.02% | -1.02% | +0.13% | +0.79% | +8.01% |
| FY2022 | 2023-03-16 | 2023-03-16 | -2.68% | -11.38% | -9.00% | -11.52% | -38.48% |
| FY2021 | 2022-03-11 | 2022-03-11 | +0.91% | +0.07% | +3.36% | -1.92% | -19.56% |
| FY2020 | 2021-03-12 | 2021-03-12 | -2.27% | -5.56% | -12.27% | -15.51% | -12.00% |
| FY2019 | 2020-03-13 | 2020-03-13 | +1.19% | -8.70% | -4.95% | +31.95% | +11.98% |
| FY2018 | 2019-03-15 | 2019-03-15 | +0.00% | +2.95% | +9.04% | +0.79% | +5.27% |
| FY2017 | 2018-03-15 | 2018-03-15 | +1.11% | +1.11% | -1.33% | -0.44% | -5.34% |
| FY2016 | 2017-03-15 | 2017-03-15 | -0.64% | -1.71% | +3.42% | +4.74% | +0.19% |
| FY2015 | 2016-03-15 | 2016-03-15 | -3.36% | -6.05% | -11.00% | -9.70% | +2.44% |
| FY2014 | 2015-03-13 | 2015-03-13 | -3.52% | -2.03% | -5.65% | +3.25% | +32.84% |
| FY2013 | 2014-03-14 | 2014-03-14 | +4.40% | +3.79% | +2.97% | +5.33% | +4.29% |
| FY2012 | 2013-03-15 | 2013-03-15 | -1.57% | +1.00% | -0.21% | -0.73% | +4.70% |
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.