← positive_eps_streak (all companies) · KEY (all signals) · all methodology
positive_eps_streak on KEYCORP /NEW/ (KEY)
SIC 6021 — National Commercial Banks · CIK 91576 · 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 KEY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-22 | 2024-02-22 | -0.63% | +0.89% | +8.60% | +8.88% | +22.33% |
| FY2022 | 2023-02-22 | 2023-02-22 | -0.33% | +2.58% | -33.01% | -44.12% | -16.09% |
| FY2021 | 2022-02-22 | 2022-02-22 | -3.60% | -9.46% | -4.19% | -27.11% | -26.33% |
| FY2020 | 2021-02-22 | 2021-02-22 | +1.27% | +2.16% | -1.88% | +13.59% | +29.55% |
| FY2019 | 2020-02-26 | 2020-02-26 | -5.43% | -4.47% | -43.79% | -38.70% | +23.42% |
| FY2018 | 2019-02-25 | 2019-02-25 | -1.14% | -1.08% | -13.99% | -2.80% | +6.76% |
| FY2017 | 2018-02-26 | 2018-02-26 | -0.09% | +1.27% | -5.90% | -2.69% | -14.79% |
| FY2016 | 2017-02-28 | 2017-02-28 | +3.14% | +0.11% | -6.82% | -3.73% | +15.02% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.42% | +8.06% | +7.59% | +18.38% | +85.57% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.14% | +2.21% | +1.28% | +6.63% | -20.43% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.00% | +3.13% | +9.69% | +3.09% | +10.50% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.52% | +3.58% | +9.78% | +16.31% | +43.54% |
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.