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positive_eps_streak on Kentucky First Federal Bancorp (KFFB)
SIC 6035 — Savings Institution, Federally Chartered · CIK 1297341 · 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 KFFB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-09-28 | 2023-09-28 | -7.12% | -10.67% | -13.11% | -11.93% | -47.73% |
| FY2019 | 2019-09-30 | 2019-09-30 | +0.00% | -3.73% | +1.33% | +5.52% | -14.26% |
| FY2018 | 2018-09-28 | 2018-09-28 | +2.50% | +0.00% | -1.88% | -5.04% | -1.20% |
| FY2017 | 2017-09-28 | 2017-09-28 | +0.51% | +2.56% | -1.03% | -6.83% | -14.19% |
| FY2016 | 2016-09-28 | 2016-09-28 | +0.71% | +0.00% | -3.57% | +9.69% | +21.25% |
| FY2015 | 2015-09-30 | 2015-09-30 | +2.12% | +1.29% | +7.48% | +12.95% | +4.06% |
| FY2014 | 2014-09-29 | 2014-09-29 | +0.00% | -0.62% | +2.73% | +3.74% | +10.99% |
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.