← positive_eps_streak (all companies) · MTB (all signals) · all methodology
positive_eps_streak on M&T BANK CORP (MTB)
SIC 6022 — State Commercial Banks · CIK 36270 · 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 MTB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -1.14% | -3.98% | -14.37% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -0.89% | -4.78% | -10.50% | -5.48% | +20.25% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.63% | +0.74% | +5.41% | +12.97% | +45.30% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.34% | -0.01% | -23.04% | -19.84% | -6.82% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.85% | -6.25% | -3.11% | -9.87% | -11.70% |
| FY2020 | 2021-02-22 | 2021-02-22 | +2.65% | +0.03% | -3.09% | +6.52% | +20.98% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.57% | -14.66% | -37.68% | -47.03% | -8.18% |
| FY2018 | 2019-02-20 | 2019-02-20 | -1.66% | -1.97% | -6.40% | -6.33% | -1.20% |
| FY2017 | 2018-02-22 | 2018-02-22 | +2.12% | -0.34% | -3.34% | -3.66% | -7.13% |
| FY2016 | 2017-02-22 | 2017-02-22 | +1.04% | +2.49% | -7.49% | -6.11% | +14.88% |
| FY2015 | 2016-02-19 | 2016-02-19 | +2.23% | -0.08% | +5.90% | +7.25% | +60.58% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.12% | +0.30% | +6.10% | +1.55% | -7.71% |
| FY2013 | 2014-02-21 | 2014-02-21 | +1.22% | +3.34% | +7.36% | +6.46% | +9.26% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.19% | +2.08% | +1.62% | +5.03% | +15.32% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.41% | -0.22% | +4.40% | -0.85% | +28.35% |
| FY2010 | 2011-02-22 | 2011-02-22 | -0.57% | -3.03% | -2.86% | +0.54% | -6.51% |
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.