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positive_eps_streak on Bank of New York Mellon Corp (BK)
SIC 6022 — State Commercial Banks · CIK 1390777 · 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 BK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +1.08% | -1.60% | -1.93% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +2.37% | -2.53% | -2.77% | +3.17% | +40.39% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.81% | +0.25% | +2.32% | +5.60% | +63.04% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.08% | +0.59% | -14.16% | -18.36% | +13.45% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.24% | -6.35% | -3.00% | -17.17% | -3.28% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.90% | +3.09% | +6.70% | +19.52% | +23.96% |
| FY2019 | 2020-02-27 | 2020-02-27 | -2.59% | -4.05% | -19.43% | -15.03% | +6.42% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.51% | -1.31% | -5.02% | -13.74% | -20.33% |
| FY2017 | 2018-02-28 | 2018-02-28 | -2.67% | -0.23% | -11.26% | +0.81% | -5.65% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.89% | +1.12% | -0.30% | +0.02% | +23.10% |
| FY2015 | 2016-02-26 | 2016-02-26 | -2.02% | +5.45% | +3.38% | +13.90% | +32.74% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.30% | +0.36% | +1.56% | +11.48% | -8.06% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.41% | +4.72% | +9.69% | +8.83% | +26.24% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.22% | +3.21% | +3.13% | +9.32% | +20.23% |
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.