← positive_eps_streak (all companies) · FFWM (all signals) · all methodology
positive_eps_streak on First Foundation Inc. (FFWM)
SIC 6022 — State Commercial Banks · CIK 1413837 · 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 FFWM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-28 | 2023-02-28 | -1.00% | -7.37% | -50.36% | -68.93% | -46.82% |
| FY2021 | 2022-02-28 | 2022-02-28 | -5.40% | -6.00% | -7.69% | -17.07% | -42.65% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.80% | +4.81% | +4.64% | +9.47% | +17.91% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.81% | -18.56% | -29.40% | +5.06% | +58.93% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.52% | -6.46% | -12.34% | -12.02% | -2.54% |
| FY2017 | 2018-03-16 | 2018-03-16 | +0.15% | -6.83% | -5.96% | +1.75% | -28.55% |
| FY2016 | 2017-03-15 | 2017-03-15 | +3.65% | -3.91% | +1.04% | +4.89% | +25.62% |
| FY2015 | 2016-03-15 | 2016-03-15 | -0.09% | +4.27% | +2.83% | +3.25% | +42.30% |
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)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +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.