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positive_eps_streak on Oconee Federal Financial Corp. (OFED)
SIC 6035 — Savings Institution, Federally Chartered · CIK 1501078 · 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 OFED
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-09-20 | 2022-09-20 | -2.46% | -7.58% | -7.05% | -11.25% | -49.79% |
| FY2021 | 2021-09-21 | 2021-09-21 | -1.47% | -1.47% | +4.42% | +6.77% | +10.35% |
| FY2020 | 2020-09-22 | 2020-09-22 | -4.35% | -5.71% | +15.06% | +11.99% | +4.58% |
| FY2019 | 2019-09-23 | 2019-09-23 | +0.00% | +0.00% | -1.67% | +12.44% | +1.68% |
| FY2018 | 2018-09-24 | 2018-09-24 | +0.00% | -0.19% | -5.84% | -2.70% | -13.95% |
| FY2017 | 2017-09-15 | 2017-09-15 | +3.09% | +2.48% | +5.06% | +8.78% | -1.79% |
| FY2016 | 2016-09-28 | 2016-09-28 | +0.00% | -3.88% | -2.54% | -3.71% | +18.83% |
| FY2015 | 2015-09-30 | 2015-09-30 | +0.00% | +0.00% | -6.00% | -5.80% | +22.48% |
| FY2014 | 2014-09-29 | 2014-09-29 | +0.00% | +0.00% | +0.16% | +3.30% | +10.34% |
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.