← positive_eps_streak (all companies) · C (all signals) · all methodology
positive_eps_streak on CITIGROUP INC (C)
SIC 6021 — National Commercial Banks · CIK 831001 · 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 C
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -4.53% | -5.01% | -5.59% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -1.39% | +0.38% | -9.63% | -3.66% | +41.13% |
| FY2023 | 2024-02-23 | 2024-02-23 | -1.02% | -0.59% | +8.74% | +13.91% | +46.26% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.44% | +3.39% | -11.27% | -8.04% | +14.08% |
| FY2021 | 2022-02-28 | 2022-02-28 | -1.08% | -6.21% | -5.59% | -10.14% | -9.38% |
| FY2020 | 2021-02-26 | 2021-02-26 | +5.56% | +6.60% | +10.84% | +19.27% | -3.11% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.77% | +2.42% | -2.50% | +2.79% | +32.43% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.65% | +8.43% | +6.13% | +14.32% | +53.60% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.61% | +3.03% | -1.36% | +5.38% | -25.57% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.56% | +4.12% | -0.02% | -0.59% | +12.95% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.97% | +10.85% | +3.99% | +23.01% | +13.15% |
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.