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

positive_eps_streak on OCEANFIRST FINANCIAL CORP (OCFC)

SIC 6021 — National Commercial Banks · CIK 1004702 · 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 OCFC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.88%-0.06%-3.54%
FY20242025-02-282025-02-28-1.39%-4.50%-5.27%-5.57%+7.71%
FY20232024-02-232024-02-23-1.11%-2.49%+3.34%+4.70%+21.56%
FY20222023-02-242023-02-24-0.46%-2.03%-20.68%-38.16%-33.03%
FY20212022-02-282022-02-28-3.26%-4.24%-7.06%-13.34%+9.39%
FY20202021-03-012021-03-01-1.99%+4.34%+6.50%-4.50%+2.17%
FY20192020-02-282020-02-28+4.50%-6.95%-24.66%-20.33%+15.23%
FY20182019-03-182019-03-18-0.51%-6.33%-2.38%-2.63%-43.02%
FY20172018-02-282018-02-28+1.39%+7.11%+4.21%+12.99%+0.35%
FY20162017-03-152017-03-15-0.21%-5.24%-6.79%-4.14%-2.99%
FY20152016-03-152016-03-15+0.17%+1.16%+4.35%+9.06%+72.72%
FY20142015-03-132015-03-13+0.81%-0.06%-1.11%+0.87%+3.55%
FY20132014-03-142014-03-14-0.06%-0.61%-4.63%-6.85%-0.21%
FY20122013-03-152013-03-15-1.03%-1.24%-3.78%-0.11%+26.64%

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/1004702/financials