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positive_eps_streak on NBT BANCORP INC (NBTB)

SIC 6021 — National Commercial Banks · CIK 790359 · 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 NBTB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+1.02%-1.70%-1.16%
FY20242025-02-282025-02-28-0.21%-6.48%-9.11%-10.12%-6.87%
FY20232024-02-292024-02-29-0.09%+2.44%+6.66%+7.59%+35.71%
FY20222023-03-012023-03-01-0.99%-4.60%-14.34%-13.77%-11.42%
FY20212022-03-012022-03-01+3.22%+0.70%+0.86%-1.29%+10.19%
FY20202021-03-012021-03-01-0.84%+10.11%+8.03%+4.10%+6.52%
FY20192020-03-022020-03-02-2.61%-15.46%-9.19%-6.04%+6.92%
FY20182019-03-012019-03-01-1.39%-4.89%-7.36%-4.30%-5.83%
FY20172018-03-012018-03-01+1.74%+3.51%+1.11%+9.32%+12.13%
FY20162017-03-012017-03-01-2.90%-4.87%-11.22%-12.90%-13.69%
FY20152016-02-292016-02-29+3.22%+5.47%+5.04%+13.22%+60.67%
FY20142015-03-022015-03-02-1.20%-0.41%+4.13%+3.07%+13.58%
FY20132014-03-032014-03-03+2.95%+4.36%+4.53%-2.06%+5.97%
FY20122013-03-012013-03-01+0.83%+6.65%+6.85%+1.13%+18.71%
FY20112012-02-292012-02-29+0.09%-3.48%+2.66%-7.06%-1.72%

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/790359/financials