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positive_eps_streak on Live Oak Bancshares, Inc. (LOB)
SIC 6022 — State Commercial Banks · CIK 1462120 · 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 LOB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.91% | -7.42% | -11.45% | — | — |
| FY2024 | 2025-03-18 | 2025-03-18 | -2.65% | -1.17% | -15.59% | +1.67% | +12.74% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.15% | +1.15% | +4.18% | -6.34% | -17.57% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.63% | -3.22% | -30.30% | -35.88% | +11.49% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.33% | +0.26% | -11.04% | -40.20% | -43.22% |
| FY2020 | 2021-02-25 | 2021-02-25 | +2.76% | -0.73% | +25.60% | +10.02% | +15.12% |
| FY2019 | 2020-02-27 | 2020-02-27 | -4.42% | -11.38% | -23.32% | -18.41% | +244.19% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.92% | -3.55% | -12.16% | -1.10% | -1.03% |
| FY2017 | 2018-03-08 | 2018-03-08 | +2.06% | +4.30% | +6.54% | +13.20% | -41.32% |
| FY2016 | 2017-03-09 | 2017-03-09 | -0.45% | +0.45% | -2.95% | +12.14% | +24.65% |
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.