← positive_eps_streak (all companies) · COF (all signals) · all methodology
positive_eps_streak on CAPITAL ONE FINANCIAL CORP (COF)
SIC 6021 — National Commercial Banks · CIK 927628 · 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 COF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +1.64% | +1.66% | -12.35% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -2.52% | -4.09% | -15.05% | -3.97% | -6.22% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.76% | +0.92% | +4.16% | +4.20% | +47.37% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.56% | +0.13% | -17.50% | -8.67% | +27.62% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.21% | -12.68% | -11.53% | -22.24% | -27.42% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.80% | +5.62% | +7.24% | +33.73% | +26.13% |
| FY2019 | 2020-02-20 | 2020-02-20 | -2.31% | -13.88% | -55.32% | -43.58% | +16.97% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.79% | -0.56% | +0.28% | +10.48% | +27.29% |
| FY2017 | 2018-02-21 | 2018-02-21 | -0.74% | +0.55% | +0.81% | -0.24% | -15.11% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.86% | +0.98% | -10.31% | -13.64% | +8.01% |
| FY2015 | 2016-02-25 | 2016-02-25 | +1.17% | +4.88% | +5.03% | +7.40% | +42.51% |
| FY2014 | 2015-02-24 | 2015-02-24 | -1.04% | -1.69% | -0.45% | +6.54% | -17.01% |
| FY2013 | 2014-02-27 | 2014-02-27 | +1.12% | +3.32% | +4.49% | +6.71% | +10.07% |
| FY2012 | 2013-02-28 | 2013-02-28 | +1.65% | +6.64% | +7.68% | +20.40% | +46.52% |
| FY2011 | 2012-02-29 | 2012-02-29 | -0.71% | -3.97% | +12.61% | +2.31% | +5.35% |
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.