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positive_eps_streak on BANCFIRST CORP /OK/ (BANF)

SIC 6021 — National Commercial Banks · CIK 760498 · 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 BANF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-4.84%-3.55%-6.26%
FY20242025-02-282025-02-28-0.77%-5.51%-8.25%+6.13%-3.46%
FY20232024-02-272024-02-27-0.61%+1.23%-2.33%+2.81%+39.31%
FY20222023-02-242023-02-24-1.09%-1.67%-8.41%-5.40%-2.90%
FY20212022-02-252022-02-25+1.01%+0.03%+8.21%+8.01%+18.67%
FY20202021-02-262021-02-26+3.93%+8.75%+14.17%+8.41%+23.69%
FY20192020-02-282020-02-28+4.56%-8.36%-34.78%-26.47%+33.67%
FY20182019-02-262019-02-26+0.48%-0.35%-7.88%-1.86%+0.58%
FY20172018-03-012018-03-01+2.54%+4.60%+0.12%+12.19%+7.61%
FY20162017-03-072017-03-07-1.82%-1.44%-4.19%+2.20%+21.61%
FY20152016-03-112016-03-11-0.83%-0.10%-2.24%+8.30%+61.31%
FY20142015-03-132015-03-13+1.52%+1.05%+1.03%+1.73%-0.71%
FY20132014-03-142014-03-14-0.26%+2.05%+0.74%+9.32%+9.83%
FY20122013-03-182013-03-18-0.57%+1.28%-0.32%+6.86%+38.80%

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/760498/financials