← positive_eps_streak (all companies) · CFR (all signals) · all methodology
positive_eps_streak on CULLEN/FROST BANKERS, INC. (CFR)
SIC 6021 — National Commercial Banks · CIK 39263 · 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 CFR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-05 | 2026-02-05 | +2.15% | +0.36% | -5.08% | — | — |
| FY2024 | 2025-02-06 | 2025-02-06 | -0.34% | +1.91% | -7.83% | -11.73% | +7.50% |
| FY2023 | 2024-02-06 | 2024-02-06 | -0.29% | +3.33% | +10.02% | +5.77% | +43.13% |
| FY2022 | 2023-02-03 | 2023-02-03 | +1.63% | +1.92% | +1.56% | -20.63% | -18.74% |
| FY2021 | 2022-02-04 | 2022-02-04 | +0.59% | +2.73% | -5.37% | -5.44% | -3.58% |
| FY2020 | 2021-02-05 | 2021-02-05 | +1.69% | +4.48% | +19.30% | +29.38% | +50.42% |
| FY2019 | 2020-02-04 | 2020-02-04 | +1.97% | +0.99% | -13.44% | -21.50% | +5.84% |
| FY2018 | 2019-02-06 | 2019-02-06 | +0.68% | +2.04% | +2.13% | +4.61% | -3.81% |
| FY2017 | 2018-02-07 | 2018-02-07 | -2.68% | +4.22% | +5.27% | +11.92% | -2.57% |
| FY2016 | 2017-02-03 | 2017-02-03 | -0.99% | +0.51% | +5.28% | +4.65% | +16.64% |
| FY2015 | 2016-02-04 | 2016-02-04 | -1.73% | -5.91% | +18.49% | +30.16% | +88.45% |
| FY2014 | 2015-02-05 | 2015-02-05 | +0.67% | -0.74% | +1.77% | +8.81% | -27.21% |
| FY2013 | 2014-02-06 | 2014-02-06 | +0.48% | +2.21% | +5.13% | +5.64% | -2.53% |
| FY2012 | 2013-02-08 | 2013-02-08 | -0.58% | +1.93% | +2.92% | +4.25% | +25.76% |
| FY2011 | 2012-02-03 | 2012-02-03 | -1.37% | -1.84% | -0.79% | +3.52% | +7.73% |
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.