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positive_eps_streak on S&T BANCORP INC (STBA)

SIC 6022 — State Commercial Banks · CIK 719220 · 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 STBA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.58%-2.58%-2.08%
FY20242025-03-032025-03-03-2.46%-6.65%-7.79%-8.17%+9.83%
FY20232024-02-272024-02-27-0.84%+3.65%-1.78%+7.43%+34.73%
FY20222023-02-242023-02-24+0.70%+0.83%-12.91%-24.59%-13.03%
FY20212022-02-282022-02-28-3.63%-4.18%-2.70%-7.26%+23.79%
FY20202021-03-012021-03-01-0.91%+13.06%+12.15%+11.97%+8.53%
FY20192020-03-022020-03-02-3.62%-16.50%-20.93%-28.27%-10.49%
FY20182019-02-212019-02-21-0.26%-0.36%-5.66%-6.06%-6.56%
FY20172018-03-012018-03-01+1.37%+5.34%+1.50%+15.59%+6.91%
FY20162017-02-242017-02-24-0.90%-1.85%-8.79%-8.29%+13.11%
FY20152016-02-232016-02-23-3.06%+1.01%-1.12%-2.23%+48.31%
FY20132014-02-212014-02-21+2.06%+5.58%+10.80%+8.07%+35.43%
FY20122013-02-252013-02-25-0.22%+0.96%+4.44%+9.53%+27.72%

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/719220/financials