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positive_eps_streak on ConnectOne Bancorp, Inc. (CNOB)

SIC 6022 — State Commercial Banks · CIK 712771 · 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 CNOB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+2.91%-1.01%-1.83%
FY20242025-02-212025-02-21-1.51%+1.23%-6.62%-4.49%+9.53%
FY20232024-02-232024-02-23-1.49%-2.53%-5.84%+3.46%+26.98%
FY20222023-02-242023-02-24-0.20%+1.27%-26.47%-40.52%-15.48%
FY20212022-02-252022-02-25-1.23%-3.62%-1.83%-20.53%-25.64%
FY20202021-03-012021-03-01+0.25%+11.50%+3.42%+10.08%+38.14%
FY20192020-03-022020-03-02-3.05%-19.79%-38.67%-26.63%+13.08%
FY20182019-02-282019-02-28+1.72%-4.91%-7.79%+1.55%-1.03%
FY20172018-03-062018-03-06+2.15%+2.98%-4.13%-13.00%-31.33%
FY20162017-03-102017-03-10+0.00%+3.17%+1.06%-6.90%+33.74%
FY20152016-03-042016-03-04+1.50%+1.94%+0.00%-0.43%+57.43%
FY20142015-03-132015-03-13+1.12%+3.26%+5.91%+5.75%-11.08%
FY20132014-03-052014-03-05+0.84%+0.10%+0.63%-2.29%-2.76%
FY20122013-03-132013-03-13+1.36%+2.49%-2.60%+4.97%+53.19%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/712771/financials