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positive_eps_streak on Atlantic Union Bankshares Corp (AUB)

SIC 6022 — State Commercial Banks · CIK 883948 · 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 AUB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-6.20%-7.47%-10.10%
FY20242025-02-272025-02-27+1.13%-5.25%-10.18%-17.36%+11.37%
FY20232024-02-222024-02-22+1.83%+1.40%+6.89%+4.79%+11.29%
FY20222023-02-242023-02-24-0.05%-0.85%-6.71%-30.66%-7.43%
FY20212022-02-252022-02-25-1.79%-5.70%-6.74%-16.19%-6.37%
FY20202021-02-262021-02-26+2.99%+5.83%+7.54%+13.71%+15.93%
FY20192020-02-252020-02-25-0.86%-11.20%-37.53%-33.71%+21.80%
FY20182019-02-272019-02-27+0.25%-1.38%-9.08%-3.48%-10.49%
FY20172018-02-272018-02-27-1.37%+2.93%-3.35%+9.94%-3.81%
FY20162017-02-282017-02-28+3.28%+0.88%-4.96%-5.46%+5.60%
FY20152016-02-252016-02-25+1.95%+4.86%+2.17%+17.47%+67.94%
FY20142015-02-272015-02-27+0.14%-2.01%+1.83%+0.23%+7.35%
FY20132014-03-112014-03-11+0.92%-1.42%-4.92%-0.80%-15.68%
FY20122013-03-132013-03-13+0.62%+2.15%-2.05%+3.29%+37.37%

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/883948/financials