← positive_eps_streak (all companies) · DCOM (all signals) · all methodology

positive_eps_streak on Dime Community Bancshares, Inc. /NY/ (DCOM)

SIC 6021 — National Commercial Banks · CIK 846617 · 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 DCOM

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-4.38%-5.60%-6.39%
FY20242025-02-202025-02-20-1.70%-1.93%-9.25%-11.66%+9.13%
FY20232024-02-222024-02-22+0.05%-1.73%+1.47%+6.27%+67.33%
FY20222023-02-282023-02-28+0.10%-2.09%-23.43%-42.21%-35.87%
FY20212022-03-012022-03-01+4.43%+0.00%+8.21%-8.17%-2.98%
FY20202021-03-152021-03-15-0.95%-4.53%-2.33%+6.03%+6.73%
FY20192020-03-112020-03-11-8.81%-18.62%-17.15%+4.99%+46.03%
FY20182019-03-112019-03-11-0.59%-2.30%-4.07%-10.55%-20.54%
FY20172018-03-092018-03-09+0.28%+0.00%-6.94%+6.43%-6.79%
FY20162017-03-102017-03-10+0.85%+1.99%-4.55%-4.87%+3.32%
FY20152016-03-142016-03-14-1.26%+0.41%+2.31%+4.87%+24.62%
FY20142015-03-162015-03-16-0.24%+0.60%+4.89%+0.72%+19.47%
FY20132014-03-142014-03-14-0.31%+2.42%-4.83%-3.48%+0.06%
FY20122013-03-132013-03-13+0.70%+0.42%+6.70%+3.80%+28.61%

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/846617/financials