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positive_eps_streak on SIEBERT FINANCIAL CORP (SIEB)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 65596 · 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 SIEB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-30 | 2026-03-30 | +2.67% | -4.28% | — | — | — |
| FY2021 | 2022-03-30 | 2022-03-30 | -4.42% | -11.06% | -7.96% | -36.73% | -15.49% |
| FY2020 | 2021-03-10 | 2021-03-10 | +36.51% | +23.72% | -6.28% | -0.23% | -51.40% |
| FY2019 | 2020-03-27 | 2020-03-27 | +4.46% | -31.97% | -26.37% | -25.48% | -46.75% |
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.