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positive_eps_streak on FIRST HORIZON CORP (FHN)

SIC 6021 — National Commercial Banks · CIK 36966 · 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 FHN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-4.50%-5.98%-8.77%
FY20242025-02-272025-02-27+2.47%-8.52%-7.53%-5.18%+18.28%
FY20232024-02-232024-02-23-1.28%-0.14%+7.56%+14.74%+54.71%
FY20222023-03-012023-03-01-1.36%-3.57%-19.97%-50.29%-33.55%
FY20212022-03-012022-03-01+1.66%-0.17%+1.20%-1.25%-4.40%
FY20202021-02-252021-02-25-1.16%-0.43%+3.40%+17.06%+10.26%
FY20192020-02-282020-02-28+5.40%-5.25%-36.61%-28.00%+33.63%
FY20182019-02-282019-02-28-0.51%-5.12%-9.77%-9.52%-11.57%
FY20172018-02-282018-02-28+0.52%+4.99%-1.67%+0.76%-16.12%
FY20162017-02-272017-02-27-1.19%-0.45%-10.10%-13.19%-2.26%
FY20152016-02-252016-02-25+2.47%+6.90%+7.74%+17.49%+66.14%

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/36966/financials