← positive_eps_streak (all companies) · OFG (all signals) · all methodology
positive_eps_streak on OFG BANCORP (OFG)
SIC 6022 — State Commercial Banks · CIK 1030469 · 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 OFG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-26 | 2024-02-26 | +0.31% | +1.57% | -0.17% | +5.45% | +20.90% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.37% | +0.54% | -13.53% | -16.08% | +23.66% |
| FY2021 | 2022-02-25 | 2022-02-25 | +0.90% | -3.80% | -1.83% | -1.87% | +11.83% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.94% | +4.30% | +16.47% | +28.44% | +47.04% |
| FY2019 | 2020-03-03 | 2020-03-03 | +3.52% | -13.97% | -33.99% | -26.26% | +20.01% |
| FY2018 | 2019-03-08 | 2019-03-08 | +3.33% | +4.05% | +2.16% | +1.49% | -24.81% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.29% | -3.20% | -3.94% | -24.18% | -65.61% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.13% | +6.14% | +8.20% | +14.69% | +9.97% |
| FY2012 | 2013-03-15 | 2013-03-15 | -1.14% | -1.58% | -9.19% | +9.59% | +9.67% |
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.