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positive_eps_streak on EAGLE BANCORP INC (EGBN)

SIC 6022 — State Commercial Banks · CIK 1050441 · 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 EGBN

FYFiling dateEvent date1d5d20d60d252d
FY20232024-02-292024-02-29-0.88%-1.39%-1.39%-20.24%-0.82%
FY20222023-03-012023-03-01-0.90%-3.41%-22.39%-52.66%-41.68%
FY20212022-03-012022-03-01+4.23%-1.46%+3.17%-14.34%-22.12%
FY20202021-03-012021-03-01-1.33%+7.12%+5.15%+7.91%+22.07%
FY20192020-03-022020-03-02-1.03%-20.52%-24.07%-10.17%+28.31%
FY20182019-03-012019-03-01-0.44%-5.78%-15.15%-6.22%-31.93%
FY20172018-03-012018-03-01+1.96%+3.10%-2.37%+0.41%-3.92%
FY20162017-03-012017-03-01-1.96%-3.76%-8.93%-8.86%-3.92%
FY20152016-02-292016-02-29+4.23%+9.97%+5.06%+12.11%+35.80%
FY20142015-03-022015-03-02-3.10%-0.49%+4.92%+10.68%+29.87%
FY20132014-03-142014-03-14+2.16%+1.77%-3.05%-10.34%+5.44%
FY20122013-03-182013-03-18-0.09%+0.09%-7.40%+10.79%+81.60%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1050441/financials