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positive_eps_streak on BOK FINANCIAL CORP (BOKF)

SIC 6021 — National Commercial Banks · CIK 875357 · 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 BOKF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+0.55%-1.85%-6.49%
FY20242025-02-192025-02-19-1.32%-3.83%-6.54%-11.63%+23.69%
FY20232024-02-212024-02-21+0.52%+1.02%+6.99%+15.15%+31.81%
FY20222023-03-012023-03-01-1.97%-4.77%-18.40%-20.79%-16.22%
FY20212022-02-232022-02-23-1.68%+1.82%-4.38%-17.73%+6.36%
FY20202021-02-242021-02-24-1.87%+2.14%-1.09%+0.49%+13.73%
FY20192020-02-272020-02-27-2.75%-5.36%-39.83%-35.60%+19.51%
FY20182019-03-012019-03-01-0.75%-5.20%-10.17%-14.37%-15.65%
FY20172018-02-272018-02-27-1.00%+2.51%+2.38%+9.71%-3.21%
FY20162017-02-282017-02-28+2.85%+0.33%-7.07%+2.19%+16.95%
FY20152016-02-292016-02-29+3.11%+17.11%+14.08%+28.41%+73.05%
FY20142015-02-272015-02-27+0.39%+1.22%+2.56%+11.43%-14.85%
FY20132014-02-262014-02-26+0.58%+2.24%+8.51%-1.16%-4.48%
FY20122013-02-272013-02-27+1.04%+1.99%+5.81%+10.45%+11.81%
FY20112012-02-282012-02-28+0.30%-1.55%+5.64%+5.51%+16.32%

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/875357/financials