← positive_eps_streak (all companies) · BY (all signals) · all methodology
positive_eps_streak on BYLINE BANCORP, INC. (BY)
SIC 6022 — State Commercial Banks · CIK 1702750 · 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 BY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.67% | -1.22% | -1.25% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -0.95% | -5.22% | -8.30% | -7.07% | +12.98% |
| FY2023 | 2024-03-04 | 2024-03-04 | +1.64% | +1.54% | +0.58% | +9.92% | +33.31% |
| FY2022 | 2023-03-07 | 2023-03-07 | -0.42% | -15.21% | -13.34% | -25.31% | -10.90% |
| FY2021 | 2022-03-07 | 2022-03-07 | +0.87% | +3.81% | -2.11% | -5.46% | -8.13% |
| FY2020 | 2021-03-04 | 2021-03-04 | +2.17% | +5.46% | +2.95% | +11.78% | +36.67% |
| FY2019 | 2020-03-12 | 2020-03-12 | +0.26% | -20.32% | +2.18% | +28.36% | +94.49% |
| FY2018 | 2019-03-15 | 2019-03-15 | -0.81% | -9.62% | -3.68% | -5.39% | -48.81% |
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.