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positive_eps_streak on FLUSHING FINANCIAL CORP (FFIC)

SIC 6022 — State Commercial Banks · CIK 923139 · 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 FFIC

FYFiling dateEvent date1d5d20d60d252d
FY20232024-03-152024-03-15-1.09%-0.17%-7.12%+2.63%+18.03%
FY20222023-03-142023-03-14+1.93%-1.35%-11.37%-3.77%-20.12%
FY20212022-03-072022-03-07-1.12%+1.70%-3.51%+0.75%-17.52%
FY20202021-03-162021-03-16+0.67%-8.68%-8.72%-5.42%-0.14%
FY20192020-03-022020-03-02-1.68%-15.10%-29.93%-33.29%+18.53%
FY20182019-03-012019-03-01-1.20%-4.29%-5.04%-6.95%-15.16%
FY20172018-03-012018-03-01+1.86%+4.94%+0.82%+1.20%-11.76%
FY20162017-03-132017-03-13+0.15%-0.15%-4.43%+2.88%+7.51%
FY20152016-03-152016-03-15-1.04%+2.79%-0.28%+0.06%+32.29%
FY20142015-03-162015-03-16+0.90%+2.35%+0.85%+1.89%+9.30%
FY20132014-03-172014-03-17+2.05%+2.19%-5.15%-2.32%-0.77%
FY20122013-03-182013-03-18+1.11%+0.98%-0.92%-4.06%+35.40%

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/923139/financials