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positive_eps_streak on Oak Valley Bancorp (OVLY)

SIC 6022 — State Commercial Banks · CIK 1431567 · 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 OVLY

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-252026-03-25+0.03%+2.68%+6.09%
FY20242025-03-312025-03-31-0.08%-0.72%+2.92%+9.01%+34.83%
FY20232024-04-012024-04-01-0.62%-3.36%+1.91%-0.95%+8.78%
FY20222023-03-292023-03-29-1.64%-0.88%+8.40%+5.42%+2.70%
FY20212022-03-312022-03-31-0.81%-1.36%-5.26%-1.84%+30.65%
FY20202021-03-312021-03-31+0.29%-1.28%+4.31%+5.77%+9.69%
FY20192020-03-132020-03-13-12.58%+17.62%+13.69%+0.89%+52.90%
FY20182019-03-112019-03-11-1.11%+0.11%+5.94%+6.72%-18.16%
FY20172018-03-152018-03-15+0.27%-0.45%-0.23%+1.54%-17.19%
FY20162017-03-272017-03-27+4.17%-3.17%+2.52%-0.58%+64.56%
FY20152016-03-302016-03-30-0.54%+2.36%+1.39%+2.15%+59.41%
FY20142015-03-242015-03-24+0.00%+1.23%-2.98%+6.88%+4.57%
FY20132014-03-272014-03-27+0.63%+3.69%+1.79%+5.91%+4.64%

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/1431567/financials