← positive_eps_streak (all companies) · FCNCA (all signals) · all methodology
positive_eps_streak on FIRST CITIZENS BANCSHARES INC /DE/ (FCNCA)
SIC 6022 — State Commercial Banks · CIK 798941 · 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 FCNCA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +0.74% | -0.29% | -6.14% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -1.18% | +0.04% | -9.58% | -5.35% | -2.93% |
| FY2023 | 2024-02-23 | 2024-02-23 | +2.24% | +2.26% | +4.38% | +15.03% | +32.40% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.33% | -4.98% | -21.15% | +76.89% | +115.72% |
| FY2021 | 2022-02-25 | 2022-02-25 | +0.83% | -9.12% | -12.27% | -16.05% | -5.86% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.84% | -0.06% | -0.34% | +9.14% | -4.31% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.81% | -4.26% | -32.74% | -25.94% | +55.19% |
| FY2018 | 2019-02-20 | 2019-02-20 | +0.38% | +0.25% | -6.76% | +2.39% | +20.31% |
| FY2017 | 2018-02-21 | 2018-02-21 | -1.20% | -5.22% | +2.99% | +4.85% | +2.68% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.01% | +1.14% | -10.73% | -7.68% | +17.04% |
| FY2015 | 2016-02-24 | 2016-02-24 | +0.80% | +5.91% | +5.64% | +7.38% | +57.02% |
| FY2014 | 2015-02-25 | 2015-02-25 | +1.72% | +0.13% | +1.45% | -1.04% | -5.78% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.26% | +2.43% | +6.51% | -0.70% | +15.29% |
| FY2012 | 2013-03-01 | 2013-03-01 | -1.04% | +3.12% | +2.21% | +13.51% | +26.13% |
| FY2011 | 2012-03-07 | 2012-03-07 | +0.34% | +5.41% | +5.32% | -3.89% | +8.77% |
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.