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positive_eps_streak on ENB Financial Corp (ENBP)

SIC 6021 — National Commercial Banks · CIK 1437479 · 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 ENBP

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-202026-03-20-2.00%-2.28%+0.00%
FY20242025-03-212025-03-21-1.23%-2.58%-1.84%+8.53%+55.77%
FY20232024-03-222024-03-22+0.42%+0.77%+3.15%+5.59%+16.28%
FY20222023-03-202023-03-20+0.00%-5.00%-7.27%-6.06%+0.25%
FY20212022-03-232022-03-23+0.00%+2.33%+2.33%-17.06%-31.17%
FY20202021-03-292021-03-29+0.00%-0.92%-0.69%+0.55%+4.78%
FY20192020-03-272020-03-27+0.00%+8.70%+4.62%+2.79%+21.75%
FY20182019-03-292019-03-29-0.03%+0.98%+1.54%+11.92%+5.61%
FY20172018-03-292018-03-29+0.00%-0.14%-0.46%+0.85%+6.49%
FY20162017-03-292017-03-29+0.14%+0.43%+0.86%-1.07%+2.16%
FY20152016-03-282016-03-28+0.00%+0.00%-1.94%+1.94%+11.33%
FY20142015-03-272015-03-27+0.00%+0.00%+0.00%+0.52%+2.16%
FY20132014-03-282014-03-28+0.00%-1.18%+0.67%+0.11%+13.55%
FY20122013-03-282013-03-28+0.00%-0.84%+0.88%+6.05%+8.13%

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/1437479/financials