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positive_eps_streak on NORWOOD FINANCIAL CORP (NWFL)

SIC 6022 — State Commercial Banks · CIK 1013272 · 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 NWFL

FYFiling dateEvent date1d5d20d60d252d
FY20232024-03-142024-03-14+3.31%+9.85%-5.22%-1.43%+3.09%
FY20222023-03-172023-03-17+0.52%-0.07%-3.40%+1.55%-1.47%
FY20212022-03-112022-03-11-1.02%+3.64%+2.76%-5.26%+12.01%
FY20202021-03-092021-03-09+0.38%-8.35%-9.46%-10.13%-2.22%
FY20192020-03-132020-03-13-7.83%+0.44%-12.19%-16.62%-1.99%
FY20182019-03-142019-03-14-0.54%+1.08%+6.36%+9.70%+2.30%
FY20172018-03-152018-03-15+3.33%+2.15%+1.87%+4.34%+3.50%
FY20162017-03-152017-03-15+0.35%+2.90%+8.27%+6.57%+23.49%
FY20152016-03-152016-03-15+0.32%-1.61%+2.42%+0.79%+39.19%
FY20142015-03-132015-03-13-1.07%+2.90%+1.55%+3.05%-3.20%
FY20132014-03-132014-03-13+0.36%+8.13%+6.53%+1.47%+9.57%
FY20122013-03-142013-03-14+0.83%+0.37%+1.21%+15.15%+5.64%

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/1013272/financials