← positive_eps_streak (all companies) · BAC (all signals) · all methodology
positive_eps_streak on BANK OF AMERICA CORP /DE/ (BAC)
SIC 6021 — National Commercial Banks · CIK 70858 · 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 BAC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +1.18% | -2.69% | -5.15% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.00% | -2.89% | -0.88% | -0.95% | +21.78% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.77% | +0.94% | +6.84% | +15.38% | +35.31% |
| FY2022 | 2023-02-22 | 2023-02-22 | -0.09% | -0.44% | -18.87% | -16.43% | +2.00% |
| FY2021 | 2022-02-22 | 2022-02-22 | -1.71% | -6.78% | -2.55% | -23.07% | -23.05% |
| FY2020 | 2021-02-24 | 2021-02-24 | -1.24% | +0.11% | +1.93% | +15.66% | +25.46% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.37% | -11.78% | -39.74% | -37.07% | +1.11% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.82% | -0.21% | -6.63% | -2.23% | +6.95% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.07% | -0.29% | -3.24% | -4.15% | -5.94% |
| FY2016 | 2017-02-23 | 2017-02-23 | -1.42% | +2.96% | -5.86% | -5.94% | +32.37% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.57% | +10.97% | +12.71% | +20.24% | +105.81% |
| FY2014 | 2015-02-25 | 2015-02-25 | -2.73% | -3.64% | -6.26% | +1.77% | -24.38% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.06% | +2.39% | +5.39% | -10.53% | +1.65% |
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.