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positive_eps_streak on FLAGSTAR BANK, NATIONAL ASSOCIATION (FLG)
SIC 6036 — Savings Institutions, Not Federally Chartered · CIK 910073 · 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 FLG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-01 | 2023-03-01 | -2.73% | -4.78% | +3.98% | +20.12% | -57.19% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.09% | -1.90% | -5.02% | -16.25% | -17.50% |
| FY2020 | 2021-02-26 | 2021-02-26 | -0.33% | +0.25% | +2.21% | -1.80% | +0.13% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.61% | +8.79% | -12.12% | -6.51% | +20.94% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.32% | -3.40% | -8.54% | -19.58% | -6.08% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.24% | +1.08% | +1.38% | +7.78% | -0.61% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.00% | +1.19% | -0.50% | -2.22% | +11.28% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.82% | +3.88% | +6.27% | +2.72% | +26.24% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.38% | -0.15% | +6.46% | -0.69% | +11.85% |
| FY2010 | 2011-03-01 | 2011-03-01 | -0.99% | -2.96% | -4.77% | -10.56% | -23.29% |
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.