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positive_eps_streak on CSB Bancorp, Inc. (CSBB)

SIC 6022 — State Commercial Banks · CIK 880417 · 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 CSBB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-162026-03-16+0.90%+3.48%+6.81%
FY20242025-03-142025-03-14+6.94%+4.45%+1.69%+9.86%+50.57%
FY20232024-03-152024-03-15-1.71%+9.07%-0.88%+3.57%+16.70%
FY20222023-03-162023-03-16+0.00%+8.00%+2.67%-2.43%+2.47%
FY20212022-04-072022-04-07+0.00%+2.07%+0.97%-3.56%+0.44%
FY20202021-03-162021-03-16+1.16%+1.16%+2.64%+3.89%+7.30%
FY20192020-03-162021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%
FY20182019-03-152021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%
FY20172018-03-162021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%
FY20162017-03-232021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%
FY20152016-03-242021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%
FY20142015-03-232021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%
FY20132014-03-252021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%
FY20122013-03-252021-01-08+0.00%-0.53%-0.13%+1.11%+4.57%

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/880417/financials