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positive_eps_streak on CITIZENS & NORTHERN CORP (CZNC)

SIC 6022 — State Commercial Banks · CIK 810958 · 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 CZNC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-062026-03-06-0.09%-2.56%+1.52%
FY20242025-03-062025-03-06+0.15%-3.04%-5.83%-9.01%+15.56%
FY20232024-03-112024-03-11+1.87%+1.19%+2.33%-0.77%+19.03%
FY20222023-03-162023-03-16-3.52%-4.61%-7.50%-5.55%-14.90%
FY20212022-02-222022-02-22-0.48%-4.13%-0.20%-2.36%-4.99%
FY20202021-03-052021-03-05+2.35%+5.71%+1.58%+7.22%+11.16%
FY20192020-02-202020-02-20-0.49%-11.15%-26.47%-33.90%-16.87%
FY20182019-02-212019-02-21+0.27%-0.53%-0.61%+9.51%+3.94%
FY20172018-02-152018-02-15+1.88%+0.18%+6.70%+7.26%+19.64%
FY20162017-02-162017-02-16-0.04%-2.34%-2.54%-3.91%-0.43%
FY20152016-02-182016-02-18+0.05%+0.60%+1.55%+3.50%+28.13%
FY20142015-02-262015-02-26-0.62%+0.31%+3.77%+3.26%+9.21%
FY20132014-02-202014-02-20-0.95%-2.01%-1.00%-6.06%+2.40%
FY20122013-02-212013-02-21+0.15%-0.86%-0.56%+2.21%+5.39%

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/810958/financials