← positive_eps_streak (all companies) · HFWA (all signals) · all methodology

positive_eps_streak on HERITAGE FINANCIAL CORP /WA/ (HFWA)

SIC 6036 — Savings Institutions, Not Federally Chartered · CIK 1046025 · 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 HFWA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+0.23%-4.01%-4.70%
FY20242025-02-272025-02-27+1.45%-3.65%-2.09%-6.30%+10.70%
FY20232024-02-272024-02-27-0.22%+5.70%+0.11%+3.61%+44.44%
FY20222023-02-242023-02-24-0.71%-3.78%-21.26%-40.31%-32.06%
FY20212022-02-252022-02-25-0.19%-2.21%-1.45%-3.86%+9.35%
FY20202021-02-262021-02-26+2.51%+10.20%+12.71%+12.02%+4.77%
FY20192020-02-282020-02-28+4.70%-3.02%-17.03%-17.97%+19.08%
FY20182019-03-012019-03-01-0.36%-7.05%-8.86%-10.92%-24.32%
FY20172018-02-282018-02-28-0.07%+5.38%+2.18%+9.43%+13.73%
FY20162017-03-092017-03-09-0.83%+1.86%+2.07%+1.14%+32.12%
FY20152016-03-102016-03-10+1.53%+0.34%-3.57%+3.28%+40.97%
FY20142015-03-112015-03-11+0.43%-0.30%+4.51%+7.29%+11.04%
FY20132014-03-112014-03-11+0.61%-3.28%-5.92%-9.54%-6.00%
FY20122013-03-062013-03-06+0.21%+1.12%-0.35%-2.86%+30.05%

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/1046025/financials