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positive_eps_streak on PNC FINANCIAL SERVICES GROUP, INC. (PNC)

SIC 6021 — National Commercial Banks · CIK 713676 · 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 PNC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-5.24%-8.85%-13.42%
FY20242025-02-212025-02-21-0.58%+2.06%-7.68%-4.02%+20.10%
FY20232024-02-212024-02-21-0.81%-0.60%+4.94%+10.89%+32.26%
FY20222023-02-222023-02-22+1.15%-0.70%-20.41%-22.17%-1.93%
FY20212022-02-252022-02-25-1.69%-8.78%-3.06%-19.33%-19.19%
FY20202021-02-262021-02-26+2.80%+4.81%+6.72%+15.97%+23.41%
FY20192020-03-022020-03-02-5.39%-25.55%-23.88%-11.06%+35.88%
FY20182019-03-012019-03-01-0.23%+0.06%-3.13%+3.12%+8.06%
FY20172018-02-282018-02-28-1.06%+1.26%-5.21%-5.34%-17.47%
FY20162017-02-282017-02-28+2.85%+0.13%-5.47%-4.48%+26.57%
FY20152016-02-292016-02-29+3.90%+6.95%+3.89%+10.17%+60.20%
FY20142015-03-022015-03-02-0.67%+1.70%+0.97%+3.73%-7.05%
FY20132014-03-032014-03-03+1.30%+3.84%+7.43%+4.98%+16.64%
FY20122013-03-012013-03-01+1.18%+3.57%+4.79%+13.89%+32.16%
FY20112012-02-292012-02-29+1.29%-2.69%+8.70%+5.17%+9.50%
FY20102011-03-012011-03-01-0.60%+5.00%+2.78%+1.83%+1.04%

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/713676/financials