← positive_eps_streak (all companies) · CHCO (all signals) · all methodology
positive_eps_streak on CITY HOLDING CO (CHCO)
SIC 6021 — National Commercial Banks · CIK 726854 · 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 CHCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.24% | -1.16% | -2.79% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +0.29% | -2.08% | +2.51% | +2.04% | +5.17% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.96% | +5.16% | +4.52% | +2.68% | +23.27% |
| FY2022 | 2023-02-22 | 2023-02-22 | -0.90% | -2.28% | -8.83% | -8.58% | +4.77% |
| FY2021 | 2022-02-24 | 2022-02-24 | +2.81% | +4.97% | +2.29% | +4.83% | +32.03% |
| FY2020 | 2021-02-24 | 2021-02-24 | -0.88% | +0.84% | +4.03% | +3.49% | +3.90% |
| FY2019 | 2020-02-27 | 2020-02-27 | -5.26% | -4.12% | -12.26% | -18.93% | +5.59% |
| FY2018 | 2019-03-11 | 2019-03-11 | -0.37% | +0.26% | +0.53% | -3.31% | -13.37% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.22% | +6.58% | +3.19% | +11.37% | +22.36% |
| FY2016 | 2017-02-27 | 2017-02-27 | -1.50% | -0.17% | -6.63% | -0.07% | +7.24% |
| FY2015 | 2016-03-02 | 2016-03-02 | +1.25% | +0.04% | +4.46% | +7.54% | +50.29% |
| FY2014 | 2015-02-27 | 2015-02-27 | -0.24% | -1.04% | +2.23% | -1.62% | -1.06% |
| FY2013 | 2014-03-07 | 2014-03-07 | +0.24% | -0.83% | -2.46% | -5.00% | +4.10% |
| FY2012 | 2013-03-15 | 2013-03-15 | -0.46% | +0.10% | -5.07% | -0.10% | +20.18% |
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.