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positive_eps_streak on STATE STREET CORP (STT)
SIC 6022 — State Commercial Banks · CIK 93751 · 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 STT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +0.05% | +3.44% | -5.41% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | +0.14% | -0.32% | -12.33% | -2.22% | +33.14% |
| FY2023 | 2024-02-15 | 2024-02-15 | -0.74% | +0.75% | -0.73% | +5.23% | +41.51% |
| FY2022 | 2023-02-16 | 2023-02-16 | -1.36% | -6.54% | -23.05% | -26.48% | -20.46% |
| FY2021 | 2022-02-17 | 2022-02-17 | -0.28% | -5.24% | -5.04% | -26.60% | -1.54% |
| FY2020 | 2021-02-19 | 2021-02-19 | +2.24% | +1.17% | +17.00% | +20.82% | +33.51% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.98% | -10.93% | -40.13% | -29.44% | -4.41% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.30% | -0.43% | -5.68% | -15.74% | +10.21% |
| FY2017 | 2018-02-26 | 2018-02-26 | +0.33% | -0.91% | -5.03% | -5.67% | -30.70% |
| FY2016 | 2017-02-17 | 2017-02-17 | -0.17% | -1.81% | -3.61% | +3.26% | +30.96% |
| FY2015 | 2016-02-19 | 2016-02-19 | +1.12% | -1.39% | +5.09% | +6.89% | +46.87% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.68% | -4.10% | -1.79% | +1.78% | -25.43% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.80% | -4.16% | +0.42% | -6.52% | +14.34% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.73% | -1.54% | +4.51% | +14.49% | +22.70% |
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.