← positive_eps_streak (all companies) · CLBK (all signals) · all methodology
positive_eps_streak on Columbia Financial, Inc. (CLBK)
SIC 6035 — Savings Institution, Federally Chartered · CIK 1723596 · 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 CLBK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-29 | 2024-02-29 | -3.05% | -0.96% | +2.87% | -7.59% | -6.46% |
| FY2022 | 2023-03-01 | 2023-03-01 | -0.53% | -2.77% | -11.94% | -24.65% | -22.50% |
| FY2021 | 2022-03-01 | 2022-03-01 | +2.94% | +2.60% | +5.11% | -2.17% | +0.39% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.08% | +5.14% | +4.90% | +1.91% | +26.88% |
| FY2019 | 2020-03-02 | 2020-03-02 | -1.23% | -11.21% | -9.05% | -9.88% | +1.97% |
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.