← positive_eps_streak (all companies) · TFSL (all signals) · all methodology
positive_eps_streak on TFS Financial CORP (TFSL)
SIC 6035 — Savings Institution, Federally Chartered · CIK 1381668 · 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 TFSL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-25 | 2025-11-25 | -0.48% | -0.67% | -0.67% | +0.52% | — |
| FY2024 | 2024-11-22 | 2024-11-22 | +0.07% | -3.31% | -10.88% | -7.64% | +8.09% |
| FY2023 | 2023-11-21 | 2023-11-21 | -0.88% | +1.37% | +11.07% | -0.59% | +15.60% |
| FY2022 | 2022-11-22 | 2022-11-22 | -0.57% | -0.56% | +2.65% | +3.82% | +6.07% |
| FY2021 | 2021-11-24 | 2021-11-24 | -3.29% | -4.89% | -7.71% | -11.05% | -22.89% |
| FY2020 | 2020-11-24 | 2020-11-24 | +1.12% | -0.55% | +1.09% | +15.50% | +14.87% |
| FY2019 | 2019-11-26 | 2019-11-26 | +2.00% | -1.44% | -0.93% | +9.30% | -3.84% |
| FY2018 | 2018-11-27 | 2018-11-27 | +0.26% | +2.05% | -0.32% | +8.97% | +36.81% |
| FY2017 | 2017-11-22 | 2017-11-22 | -0.39% | +1.34% | +0.54% | +0.00% | +9.82% |
| FY2016 | 2016-11-23 | 2016-11-23 | +0.45% | -0.24% | +2.27% | -7.66% | -16.98% |
| FY2015 | 2015-11-25 | 2015-11-25 | +0.37% | -0.27% | +0.05% | -10.37% | +2.64% |
| FY2014 | 2014-11-26 | 2014-11-26 | -0.20% | -0.85% | -1.18% | -6.87% | +27.36% |
| FY2013 | 2013-11-27 | 2013-11-27 | -1.10% | -2.03% | +2.03% | -0.68% | +28.64% |
| FY2012 | 2012-11-29 | 2012-11-29 | +0.24% | +2.93% | +15.00% | +28.41% | +42.93% |
| FY2011 | 2011-11-29 | 2011-11-29 | +3.35% | +4.91% | -0.78% | +4.24% | -8.26% |
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.