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positive_eps_streak on Customers Bancorp, Inc. (CUBI)

SIC 6022 — State Commercial Banks · CIK 1488813 · 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 CUBI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.40%+0.00%+0.33%
FY20242025-02-282025-02-28-2.50%-7.04%-7.15%-3.19%+28.98%
FY20232024-02-292024-02-29+0.46%+0.83%-2.30%-16.83%-6.32%
FY20222023-02-282023-02-28-0.42%-6.14%-40.39%-23.83%+76.33%
FY20212022-02-282022-02-28-8.17%-19.46%-15.06%-38.34%-50.17%
FY20202021-03-022021-03-02+1.23%+9.57%+14.91%+32.96%+104.04%
FY20192020-03-022020-03-02-2.45%-25.01%-51.44%-44.22%+30.72%
FY20182019-03-012019-03-01-3.34%-10.57%-15.15%-5.65%-1.81%
FY20172018-11-302018-11-30-1.08%-6.36%-2.56%+10.61%+15.22%
FY20162017-03-082017-03-08-0.53%-4.56%-10.78%-16.43%-8.88%
FY20152016-02-262016-02-26-3.12%+6.03%+2.27%+12.87%+49.57%
FY20142015-02-272015-02-27+0.18%+3.84%+9.21%+12.60%+2.30%
FY20132014-03-122014-03-12+0.10%+6.02%+12.80%+11.95%+33.99%
FY20122013-03-182013-03-18+0.58%-2.05%-7.89%-0.58%+21.05%

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/1488813/financials