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positive_eps_streak on Sound Financial Bancorp, Inc. (SFBC)

SIC 6035 — Savings Institution, Federally Chartered · CIK 1541119 · 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 SFBC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-182026-03-18+1.69%+5.42%+8.46%
FY20242025-03-182025-03-18-1.83%-0.97%-3.71%-3.81%-16.68%
FY20232024-03-222024-03-22+0.00%-0.44%-2.89%-1.93%+27.90%
FY20222023-03-142023-03-14-2.12%+0.58%-4.00%-4.23%+5.94%
FY20212022-03-152022-03-15+0.67%+6.50%+3.44%-2.09%+1.58%
FY20202021-03-302021-03-30-0.88%+0.00%-4.79%+8.24%-6.33%
FY20192020-03-122020-03-12+0.00%-29.03%-28.52%-22.12%+27.94%
FY20182019-03-142019-03-14-0.34%-1.59%-3.60%-1.04%-10.26%
FY20172018-03-272018-03-27+1.39%+2.64%+1.94%+6.64%-3.36%
FY20162017-03-272017-03-27+0.50%+3.36%-0.13%-0.85%+21.90%
FY20152016-03-302016-03-30+1.73%+2.18%+3.73%+8.07%+44.42%
FY20142015-03-312015-03-31+0.05%-0.76%+1.07%+9.34%+17.96%

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/1541119/financials