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positive_eps_streak on FIFTH THIRD BANCORP (FITB)
SIC 6022 — State Commercial Banks · CIK 35527 · 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 FITB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +2.71% | -1.25% | -8.39% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | +0.05% | +0.14% | -6.37% | -8.24% | +24.31% |
| FY2023 | 2024-02-27 | 2024-02-27 | -1.15% | +7.01% | +6.06% | +11.74% | +32.78% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.66% | -0.22% | -29.83% | -29.04% | -1.74% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.52% | -7.36% | -2.77% | -22.96% | -21.79% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.78% | +6.00% | +10.81% | +21.58% | +42.57% |
| FY2019 | 2020-03-02 | 2020-03-02 | -4.98% | -28.85% | -37.31% | -17.16% | +48.21% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.73% | -3.26% | -7.71% | -1.01% | -3.46% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.79% | +1.91% | -4.02% | -3.41% | -14.29% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.92% | +1.90% | -8.89% | -10.23% | +26.34% |
| FY2015 | 2016-02-25 | 2016-02-25 | +2.48% | +10.20% | +11.76% | +20.39% | +83.45% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.21% | -0.62% | -2.99% | +6.24% | -19.05% |
| FY2013 | 2014-02-24 | 2014-02-24 | +0.00% | -0.42% | +8.19% | -6.69% | -8.09% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.71% | +0.19% | +3.10% | +17.18% | +40.34% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.81% | -2.28% | +4.20% | +0.28% | +20.69% |
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.