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positive_eps_streak on TOMPKINS FINANCIAL CORP (TMP)

SIC 6022 — State Commercial Banks · CIK 1005817 · 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 TMP

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-4.58%-3.69%-3.99%
FY20242025-02-282025-02-28-1.09%-4.70%-8.22%-8.45%+17.35%
FY20232024-02-292024-02-29+0.75%+3.01%+4.42%-1.81%+43.81%
FY20222023-03-012023-03-01-1.14%-1.77%-9.75%-26.86%-31.87%
FY20212022-03-012022-03-01+3.61%+1.26%+5.36%-2.35%-0.43%
FY20202021-03-012021-03-01-1.55%+11.22%+2.83%-1.99%+0.87%
FY20192020-03-022020-03-02-3.09%-11.74%-14.69%-14.98%-0.57%
FY20182019-03-012019-03-01-2.03%-3.36%-6.01%-1.60%+4.49%
FY20172018-03-012018-03-01+3.18%+3.01%-1.25%+12.15%+5.95%
FY20162017-02-282017-02-28+2.71%-2.05%-8.60%-13.49%-12.53%
FY20152016-03-152016-03-15+0.32%+0.40%+7.13%+7.05%+36.70%
FY20142015-03-162015-03-16+0.21%+0.60%+1.01%+0.34%+21.76%
FY20132014-03-172014-03-17+0.31%+0.06%-2.17%-0.52%+13.15%
FY20122013-03-182013-03-18+1.36%+3.33%-0.15%+0.90%+23.63%

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/1005817/financials