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positive_eps_streak on FNB CORP/PA/ (FNB)

SIC 6021 — National Commercial Banks · CIK 37808 · 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 FNB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+1.77%-2.16%-5.44%
FY20242025-02-272025-02-27+1.30%-5.17%-5.52%-4.76%+22.21%
FY20232024-02-262024-02-26+1.49%+0.22%+2.10%+5.84%+12.51%
FY20222023-02-242023-02-24+0.28%+0.49%-18.33%-19.82%-0.29%
FY20212022-02-242022-02-24+3.72%+2.24%-0.49%-10.96%+14.88%
FY20202021-02-252021-02-25-2.07%+1.56%+6.41%+13.01%+11.26%
FY20192020-02-272020-02-27-3.26%-3.75%-27.13%-31.89%+20.07%
FY20182019-02-262019-02-26+1.07%+0.90%-12.17%-3.59%-7.39%
FY20172018-02-282018-02-28-0.21%+6.05%-4.17%-2.37%-9.17%
FY20162017-02-232017-02-23-0.13%+1.47%-6.95%-13.84%-4.11%
FY20152016-02-262016-02-26-1.60%+6.41%+3.61%+3.77%+30.71%
FY20142015-02-272015-02-27+0.86%+0.62%+0.55%+4.99%-0.75%
FY20132014-02-282014-02-28-0.08%+4.59%+7.79%+1.64%+10.27%
FY20122013-02-282013-02-28+1.14%+2.46%+6.51%+3.52%+11.64%
FY20112012-02-282012-02-28-0.92%-4.54%+2.61%-8.40%+0.87%

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/37808/financials