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positive_eps_streak on GLACIER BANCORP, INC. (GBCI)

SIC 6022 — State Commercial Banks · CIK 868671 · 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 GBCI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25+0.91%-6.76%-7.98%
FY20242025-02-252025-02-25+0.73%-3.57%-5.47%-13.92%+5.40%
FY20232024-02-232024-02-23-0.88%+2.96%+4.75%+8.48%+36.47%
FY20222023-02-242023-02-24-0.15%-2.13%-10.49%-35.96%-20.86%
FY20212022-02-232022-02-23-1.91%+4.62%-5.07%-14.17%-8.57%
FY20202021-03-012021-03-01-0.80%+12.45%+0.59%+1.75%+0.96%
FY20192020-02-212020-02-21-1.92%-13.66%-33.06%-8.43%+28.57%
FY20182019-02-222019-02-22-1.38%-2.47%-15.57%-8.93%-2.64%
FY20172018-02-222018-02-22+1.06%-2.19%-2.44%-0.22%+15.08%
FY20162017-02-232017-02-23-0.57%-0.83%-11.98%-10.87%+11.47%
FY20152016-02-252016-02-25+2.02%+8.00%+5.56%+11.02%+61.53%
FY20142015-02-262015-02-26-1.90%-2.30%+0.08%+13.90%+1.79%
FY20132014-02-282014-02-28+0.14%+5.12%+2.52%-3.08%-8.80%
FY20122013-02-282013-02-28+0.17%+2.92%+8.83%+14.01%+63.28%
FY20112012-02-282012-02-28-0.79%-2.73%+8.20%+3.78%+30.11%

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/868671/financials