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positive_eps_streak on NORTHERN TRUST CORP (NTRS)
SIC 6022 — State Commercial Banks · CIK 73124 · 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 NTRS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +3.06% | +0.59% | -0.18% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | -1.83% | -3.03% | -9.38% | -4.13% | +32.73% |
| FY2023 | 2024-02-27 | 2024-02-27 | -0.42% | +4.13% | +6.90% | +3.55% | +39.38% |
| FY2022 | 2023-02-28 | 2023-02-28 | -0.89% | -2.78% | -10.10% | -24.50% | -10.52% |
| FY2021 | 2022-02-28 | 2022-02-28 | -6.67% | -8.61% | +4.44% | -6.20% | -14.64% |
| FY2020 | 2021-02-23 | 2021-02-23 | +2.79% | -0.26% | +0.97% | +21.12% | +23.39% |
| FY2019 | 2020-02-25 | 2020-02-25 | -1.93% | -8.44% | -22.58% | -17.15% | +13.84% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.34% | -0.03% | -3.06% | +1.11% | -1.20% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.60% | -0.81% | -5.22% | +0.63% | -11.68% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.81% | +1.63% | -0.90% | +1.66% | +23.37% |
| FY2015 | 2016-02-29 | 2016-02-29 | +5.25% | +11.61% | +10.05% | +23.02% | +50.18% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.50% | -0.53% | -0.33% | +8.17% | -12.46% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.75% | +1.17% | +5.30% | -1.76% | +16.01% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.54% | +3.60% | +5.12% | +10.37% | +20.21% |
| FY2011 | 2012-02-24 | 2012-02-24 | +1.30% | +2.44% | +8.45% | -0.61% | +24.76% |
| FY2010 | 2011-02-25 | 2011-02-25 | -1.23% | -1.47% | -2.39% | -6.53% | -12.63% |
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.