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positive_eps_streak on SECURITY FEDERAL CORP (SFDL)

SIC 6022 — State Commercial Banks · CIK 818677 · 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 SFDL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-202026-03-20-1.65%-1.65%+1.70%
FY20242025-03-142025-03-14+0.00%+0.00%-1.31%-0.01%+24.61%
FY20232024-03-212024-03-21+0.00%+0.00%-7.12%-3.78%+26.63%
FY20222023-03-242023-03-24+0.00%-2.35%-5.10%+1.43%-3.66%
FY20212022-03-292022-03-29+0.81%+0.43%-4.95%-19.02%-25.25%
FY20202021-03-292021-03-29+0.00%+0.00%+5.47%+5.82%+4.57%
FY20192020-03-202020-03-20+0.00%+12.00%+0.00%+0.41%+29.95%
FY20182019-03-222019-03-22+0.00%+0.00%+0.97%+4.16%-18.54%
FY20172018-03-202018-03-20-0.10%-0.32%-1.77%-2.80%+1.03%
FY20162017-03-202017-03-20+0.75%+5.41%+4.48%+14.13%+17.06%
FY20152016-03-212016-03-21+0.00%+0.00%+1.22%+1.61%+33.43%
FY20142015-05-062015-05-06+0.69%+0.69%+4.94%+15.32%+20.53%
FY20132014-03-252014-03-25+0.00%+0.31%+3.72%+17.04%+40.52%

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/818677/financials