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positive_eps_streak on JUNIATA VALLEY FINANCIAL CORP (JUVF)

SIC 6022 — State Commercial Banks · CIK 714712 · 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 JUVF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-252026-03-25+0.15%+3.28%+7.66%
FY20242025-03-262025-03-26+0.00%-2.00%-3.60%+1.82%+17.40%
FY20232024-05-312024-05-31+4.08%+4.58%-5.50%+0.51%+13.54%
FY20222023-03-162023-03-16+0.00%-2.84%-1.94%+1.39%-13.76%
FY20212022-03-162022-03-16-0.42%-5.52%-4.14%-5.52%-1.63%
FY20202021-03-162021-03-16+0.00%-1.16%-9.25%-1.65%-2.72%
FY20192020-03-162020-03-16+0.00%-18.30%+7.84%+12.94%+19.00%
FY20182019-04-022019-04-02+0.00%-1.00%+0.50%+1.35%-27.58%
FY20172018-03-162018-03-16+0.00%+0.00%+0.00%+5.85%+6.16%
FY20162017-03-152017-03-15+0.74%-2.11%-2.43%+7.52%+11.10%
FY20152016-03-152016-03-15+0.00%-3.20%-5.60%-4.68%+6.20%
FY20142015-03-162015-03-16+0.00%-0.98%-1.70%+1.34%+6.44%
FY20132014-03-142014-03-14+0.00%+2.53%+3.93%+2.39%+7.91%
FY20122013-03-152013-03-15+0.00%-2.19%-2.74%-1.54%+2.55%

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/714712/financials