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positive_eps_streak on National Bank Holdings Corp (NBHC)

SIC 6021 — National Commercial Banks · CIK 1475841 · 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 NBHC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+1.99%+1.21%-3.60%
FY20242025-02-252025-02-25-0.26%-3.29%-5.29%-11.25%+1.06%
FY20232024-02-272024-02-27-0.33%+3.24%+5.47%+11.05%+29.20%
FY20222023-02-282023-02-28-0.17%-4.10%-16.97%-23.27%-13.61%
FY20212022-02-232022-02-23-3.46%-2.56%-8.61%-12.37%-6.55%
FY20202021-02-242021-02-24+1.56%+1.28%+1.15%+3.02%+16.35%
FY20192020-02-262020-02-26-3.29%-4.75%-33.31%-23.00%+23.82%
FY20182019-03-012019-03-01-1.81%-5.81%-7.61%+0.42%-9.70%
FY20172018-02-272018-02-27-1.06%+2.16%-0.36%+17.30%+11.50%
FY20162017-02-242017-02-24+0.30%-0.12%-3.78%-6.35%+2.46%
FY20152016-02-292016-02-29+1.14%+3.52%+4.14%+9.05%+72.16%

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/1475841/financials