← positive_eps_streak (all companies) · BANC (all signals) · all methodology
positive_eps_streak on BANC OF CALIFORNIA, INC. (BANC)
SIC 6021 — National Commercial Banks · CIK 1169770 · 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 BANC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-27 | 2023-02-27 | -0.28% | -2.10% | -27.36% | -34.06% | -14.67% |
| FY2021 | 2022-03-01 | 2022-03-01 | +5.08% | -1.69% | +7.26% | -2.18% | -7.71% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.72% | +4.63% | +0.83% | -4.20% | +9.29% |
| FY2019 | 2020-03-02 | 2020-03-02 | -4.59% | -22.90% | -50.50% | -21.01% | +23.66% |
| FY2018 | 2019-03-01 | 2019-03-01 | -1.43% | -13.94% | -20.21% | -22.69% | -8.50% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.75% | +3.26% | -5.19% | -1.66% | -9.74% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.46% | -0.97% | +1.36% | +0.14% | -1.19% |
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.