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positive_eps_streak on CITIZENS FINANCIAL SERVICES INC (CZFS)

SIC 6022 — State Commercial Banks · CIK 739421 · 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 CZFS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-122026-03-12-0.46%+1.21%+12.69%
FY20242025-03-062025-03-06+0.89%-4.00%-5.21%+3.94%+8.02%
FY20232024-03-072024-03-07-4.93%-7.00%+6.16%-4.03%+31.17%
FY20222023-03-092023-03-09-1.64%-0.76%+11.87%+8.99%-41.29%
FY20212022-04-292022-04-29-0.43%+0.00%-4.35%+9.07%+34.17%
FY20202021-03-112021-03-11+2.20%+2.22%+4.00%+8.39%+12.68%
FY20192020-03-122020-03-12+0.00%-8.45%-9.42%-1.35%+7.79%
FY20182019-03-072019-03-07+0.00%+0.75%+4.56%+2.28%+8.68%
FY20172018-03-082018-03-08-1.65%-1.43%-0.17%-1.12%-3.57%
FY20162017-03-092017-03-09+0.38%+1.20%+1.31%+4.65%+22.89%
FY20152016-03-102016-03-10+0.00%-1.20%-2.23%-2.13%+11.25%
FY20142015-03-122015-03-12+0.93%-1.98%-6.28%-6.75%-3.75%
FY20132014-03-062014-03-06-1.85%-1.85%-0.67%-1.13%+2.79%
FY20122013-03-072013-03-07+0.00%-0.50%-0.43%+0.58%+14.13%

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/739421/financials