← positive_eps_streak (all companies) · CMTV (all signals) · all methodology
positive_eps_streak on COMMUNITY BANCORP /VT (CMTV)
SIC 6021 — National Commercial Banks · CIK 718413 · 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 CMTV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-27 | 2026-03-27 | -2.68% | -1.81% | — | — | — |
| FY2024 | 2025-03-28 | 2025-03-28 | -0.06% | -2.32% | -0.65% | +13.42% | +84.39% |
| FY2023 | 2024-03-29 | 2024-04-01 | +0.12% | +0.24% | -2.94% | -8.27% | +12.14% |
| FY2022 | 2023-03-27 | 2023-03-27 | +0.00% | -0.21% | -3.33% | -1.47% | -7.41% |
| FY2021 | 2022-03-24 | 2022-03-24 | +0.00% | +3.64% | +14.78% | -7.72% | -9.65% |
| FY2020 | 2021-03-26 | 2021-03-26 | +0.23% | +9.66% | +9.78% | +11.80% | +31.35% |
| FY2019 | 2020-03-16 | 2020-03-16 | -2.50% | -28.57% | -2.15% | +1.48% | +29.79% |
| FY2018 | 2019-03-15 | 2019-03-15 | -1.16% | +0.00% | -2.27% | -2.97% | -14.72% |
| FY2017 | 2018-03-15 | 2018-03-15 | +4.35% | +4.93% | +2.44% | +2.50% | +2.93% |
| FY2016 | 2017-03-20 | 2017-03-20 | +0.00% | -7.04% | +0.97% | +1.14% | +5.21% |
| FY2015 | 2016-03-25 | 2016-03-28 | +0.00% | +0.00% | -1.33% | -1.33% | +21.12% |
| FY2014 | 2015-03-24 | 2015-03-24 | -0.71% | +0.00% | +2.19% | +2.91% | +5.72% |
| FY2013 | 2014-03-25 | 2014-03-25 | +1.82% | +3.64% | +4.79% | +2.95% | +6.52% |
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.