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positive_eps_streak on PROVIDENT FINANCIAL SERVICES INC (PFS)

SIC 6035 — Savings Institution, Federally Chartered · CIK 1178970 · 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 PFS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.19%-0.57%-2.14%
FY20242025-02-282025-02-28-0.22%-5.75%-6.47%-6.19%+23.32%
FY20232024-02-282024-02-28+2.03%+2.10%-2.71%+4.08%+29.95%
FY20222023-03-012023-03-01-0.17%-3.49%-16.00%-29.07%-32.02%
FY20212022-03-012022-03-01+2.64%-0.69%+3.25%-0.91%+4.54%
FY20202021-03-012021-03-01-1.75%+14.58%+6.66%+19.40%+19.90%
FY20192020-03-022020-03-02-1.48%-16.44%-36.69%-28.69%+2.90%
FY20182019-03-012019-03-01-1.34%-3.55%-6.26%-11.30%-21.29%
FY20172018-03-012018-03-01+1.52%+3.71%+2.07%+12.17%+13.12%
FY20162017-03-012017-03-01-1.88%-4.09%-7.19%-10.84%-4.12%
FY20152016-02-292016-02-29+1.88%+5.06%+8.55%+9.23%+47.58%
FY20142015-03-022015-03-02-0.70%-0.81%+1.36%+0.12%+6.31%
FY20132014-03-032014-03-03+3.97%+4.03%+0.00%-6.50%+3.17%
FY20122013-03-012013-03-01-0.13%+2.05%-0.79%+5.12%+25.79%

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/1178970/financials