← positive_eps_streak (all companies) · CTBI (all signals) · all methodology
positive_eps_streak on COMMUNITY TRUST BANCORP INC /KY/ (CTBI)
SIC 6022 — State Commercial Banks · CIK 350852 · 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 CTBI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.50% | -0.53% | +0.70% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +0.16% | -4.67% | -5.91% | -4.52% | +16.62% |
| FY2023 | 2024-02-28 | 2024-02-28 | +1.35% | +3.54% | +9.22% | +9.40% | +45.15% |
| FY2022 | 2023-02-28 | 2023-02-28 | -0.28% | -1.08% | -8.65% | -16.26% | -2.62% |
| FY2021 | 2022-02-28 | 2022-02-28 | -1.89% | -0.85% | +0.05% | -0.88% | +4.89% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.67% | +8.25% | +11.12% | +10.11% | +8.06% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.59% | -4.94% | -20.12% | -14.21% | +13.61% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.02% | -4.65% | -3.11% | -2.64% | -6.36% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.23% | +5.06% | +5.68% | +18.18% | +1.33% |
| FY2016 | 2017-03-15 | 2017-03-15 | +0.98% | -4.69% | -1.74% | -1.42% | +5.27% |
| FY2015 | 2016-03-14 | 2016-03-14 | -0.49% | +1.04% | +1.39% | +5.74% | +36.85% |
| FY2014 | 2015-03-13 | 2015-03-13 | -0.48% | -0.84% | -0.66% | +0.30% | +7.06% |
| FY2013 | 2014-03-14 | 2014-03-14 | +0.56% | +2.62% | -4.61% | -3.63% | -8.28% |
| FY2012 | 2013-03-14 | 2013-03-14 | +0.76% | -0.99% | -2.94% | +3.87% | +23.83% |
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.