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positive_eps_streak on PROSPERITY BANCSHARES INC (PB)

SIC 6022 — State Commercial Banks · CIK 1068851 · 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 PB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-2.95%-4.21%-7.52%
FY20242025-02-272025-02-27+0.07%-5.04%-6.06%-8.25%-4.40%
FY20232024-02-282024-02-28+1.23%+3.00%+6.49%+1.36%+27.77%
FY20222023-02-272023-02-27+0.15%-2.02%-14.26%-17.37%-12.85%
FY20212022-02-282022-02-28-4.63%-5.44%-4.40%-4.99%+0.30%
FY20202021-02-262021-02-26+2.53%+5.10%+6.09%+2.53%+4.20%
FY20192020-02-282020-02-28+5.29%-2.66%-23.00%+1.67%+20.54%
FY20182019-02-272019-02-27-1.09%-2.68%-8.40%-9.79%-7.67%
FY20172018-02-282018-02-28-0.08%+4.51%-3.76%-0.34%+1.77%
FY20162017-02-282017-02-28+3.93%+0.50%-7.44%-12.21%+2.69%
FY20152016-02-292016-02-29+4.62%+13.62%+13.87%+31.55%+88.62%
FY20142015-03-022015-03-02-0.42%+0.33%+1.61%+3.25%-17.12%
FY20132014-02-282014-02-28-1.15%+2.59%+2.39%-6.70%-16.21%
FY20122013-02-282013-02-28-1.21%+1.28%+3.18%+7.38%+39.49%
FY20112012-02-292012-02-29+0.80%-0.78%+7.63%-0.45%+7.44%

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/1068851/financials