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positive_eps_streak on CHOICEONE FINANCIAL SERVICES INC (COFS)

SIC 6022 — State Commercial Banks · CIK 803164 · 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 COFS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-132026-03-13+1.10%+0.88%+11.56%
FY20242025-03-112025-03-11+0.14%-0.22%-10.89%-1.02%-0.97%
FY20232024-03-132024-03-13-0.19%+0.19%-13.18%-1.79%+13.40%
FY20222023-03-232023-03-23-0.50%-2.58%-2.89%-5.19%+2.04%
FY20212022-03-182022-03-18-0.55%-2.09%-3.71%-19.92%+8.63%
FY20202021-04-212021-04-21+0.93%+1.83%+8.11%+4.36%+7.20%
FY20192020-03-162020-03-16-20.65%-17.97%+9.68%+33.91%+23.97%
FY20182019-03-182019-03-18+0.00%+1.21%+9.31%+13.77%-21.99%
FY20172018-03-292018-03-29+2.90%+2.90%+1.92%+9.80%+10.12%
FY20162017-03-272017-03-27+3.30%+1.19%+2.81%+5.79%+18.88%
FY20152016-03-282016-03-28+0.45%+5.64%+0.72%+2.40%+4.92%
FY20142015-03-132015-03-13+0.90%+0.90%+3.14%+2.02%+3.50%
FY20132014-03-312014-03-31-0.23%+2.90%+2.90%+5.52%+41.34%
FY20122013-03-292013-04-01+0.00%+0.00%-0.93%+5.16%+10.43%

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/803164/financials