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positive_eps_streak on PARK NATIONAL CORP /OH/ (PRK)

SIC 6021 — National Commercial Banks · CIK 805676 · 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 PRK

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-232026-02-23+0.42%+1.75%-5.11%
FY20242025-02-242025-02-24+0.72%+2.70%-3.20%+5.48%+8.58%
FY20232024-02-232024-02-23-0.62%+0.53%+1.96%+9.24%+30.55%
FY20222023-03-012023-03-01-0.69%-2.69%-5.93%-19.96%+4.56%
FY20212022-02-242022-02-24+2.98%+4.75%+1.60%-10.19%+2.60%
FY20202021-02-262021-02-26+1.61%+5.04%+8.44%+1.79%+11.09%
FY20192020-02-282020-02-28+1.50%-1.09%-17.69%-17.31%+51.11%
FY20182019-02-262019-02-26+0.57%+3.01%-5.26%-0.27%-2.58%
FY20172018-02-272018-02-27-2.31%+1.26%-0.98%+11.91%+1.01%
FY20162017-02-212017-02-21+0.23%-0.56%-3.57%-6.52%+0.43%
FY20152016-02-182016-02-18+1.57%+2.37%+9.20%+8.10%+34.68%
FY20142015-02-242015-02-24-0.82%-0.81%-2.76%-2.25%+1.56%
FY20132014-02-252014-02-25+1.07%+3.48%+1.17%-4.28%+17.10%
FY20122013-02-262013-02-26-0.35%-0.84%+5.45%+5.62%+22.49%
FY20112012-02-292012-02-29-0.54%-3.65%+2.37%-2.09%+1.05%

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/805676/financials