← positive_eps_streak (all companies) · GLBZ (all signals) · all methodology
positive_eps_streak on GLEN BURNIE BANCORP (GLBZ)
SIC 6022 — State Commercial Banks · CIK 890066 · 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 GLBZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-22 | 2024-03-22 | -1.46% | -1.28% | -3.03% | -29.27% | -0.50% |
| FY2022 | 2023-03-29 | 2023-03-29 | +3.20% | -3.87% | -3.89% | +5.58% | -23.53% |
| FY2021 | 2022-03-25 | 2022-03-25 | +0.00% | -3.98% | -3.52% | -11.31% | -38.71% |
| FY2020 | 2021-03-26 | 2021-03-26 | +0.00% | -0.42% | +5.13% | +2.27% | +12.61% |
| FY2019 | 2020-03-27 | 2020-03-27 | +3.86% | +0.67% | +12.30% | +31.29% | +66.37% |
| FY2018 | 2019-03-29 | 2019-03-29 | +1.41% | +1.32% | +1.90% | +8.46% | -23.74% |
| FY2017 | 2018-04-02 | 2018-04-02 | -1.24% | +0.00% | -1.24% | -4.99% | -7.92% |
| FY2016 | 2017-03-29 | 2017-03-29 | +2.84% | +1.81% | +0.45% | -6.24% | +7.94% |
| FY2015 | 2016-03-10 | 2016-03-10 | +0.00% | +0.00% | +6.29% | +3.90% | +14.92% |
| FY2014 | 2015-03-18 | 2015-03-18 | +0.00% | +3.20% | -1.51% | -0.41% | -15.86% |
| FY2013 | 2014-03-18 | 2014-03-18 | -1.57% | -1.65% | +1.68% | +3.35% | +9.72% |
| FY2012 | 2013-03-29 | 2013-04-01 | -1.28% | -1.28% | +5.53% | +7.33% | +5.58% |
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.