← positive_eps_streak (all companies) · ONB (all signals) · all methodology
positive_eps_streak on OLD NATIONAL BANCORP /IN/ (ONB)
SIC 6021 — National Commercial Banks · CIK 707179 · 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 ONB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +1.25% | -1.04% | -14.22% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -1.36% | -3.70% | -10.55% | -7.57% | +6.37% |
| FY2023 | 2024-08-15 | 2024-08-15 | +0.98% | +1.30% | +2.48% | +19.36% | +19.93% |
| FY2022 | 2023-02-22 | 2023-02-22 | +2.39% | +0.45% | -17.05% | -25.25% | -3.09% |
| FY2021 | 2022-02-10 | 2022-02-10 | +0.38% | -5.07% | -5.07% | -16.70% | +0.19% |
| FY2020 | 2021-02-10 | 2021-02-10 | -1.00% | -1.22% | +14.58% | +9.09% | +6.32% |
| FY2019 | 2020-02-12 | 2020-02-12 | +0.99% | -0.11% | -26.70% | -25.38% | +1.46% |
| FY2018 | 2019-02-12 | 2019-02-12 | +1.41% | +5.11% | +1.62% | -0.15% | +10.33% |
| FY2017 | 2018-02-15 | 2018-02-15 | +0.86% | +0.29% | +2.77% | +0.75% | +3.08% |
| FY2016 | 2017-02-16 | 2017-02-16 | +0.00% | +0.00% | -2.26% | -10.07% | -2.73% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.93% | +5.54% | +4.31% | +11.86% | +69.54% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.93% | -0.29% | -0.57% | +0.07% | -17.75% |
| FY2013 | 2014-02-25 | 2014-02-25 | +2.37% | +7.23% | +10.59% | +1.62% | +7.84% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.83% | +3.15% | +4.05% | +0.60% | +5.83% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.25% | -2.38% | +6.91% | -4.28% | +14.36% |
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.