← positive_eps_streak (all companies) · TCBI (all signals) · all methodology
positive_eps_streak on TEXAS CAPITAL BANCSHARES INC/TX (TCBI)
SIC 6022 — State Commercial Banks · CIK 1077428 · 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 TCBI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | -0.94% | +0.89% | -12.58% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -2.19% | -2.02% | -13.94% | -13.40% | +20.26% |
| FY2023 | 2024-02-13 | 2024-02-13 | +2.73% | +4.92% | +5.06% | +8.77% | +43.81% |
| FY2022 | 2023-02-09 | 2023-02-09 | -0.49% | -2.30% | -8.75% | -29.97% | -11.09% |
| FY2021 | 2022-02-09 | 2022-02-09 | +0.58% | -0.71% | -9.44% | -21.48% | -3.00% |
| FY2020 | 2021-02-09 | 2021-02-09 | +0.36% | +2.59% | +25.33% | +1.09% | +2.71% |
| FY2019 | 2020-02-12 | 2020-02-12 | +0.50% | +2.99% | -46.86% | -50.73% | +22.65% |
| FY2018 | 2019-02-14 | 2019-02-14 | +2.41% | +4.45% | -0.56% | +3.43% | -3.28% |
| FY2017 | 2018-02-14 | 2018-02-14 | +0.76% | -0.54% | +2.06% | +10.68% | -34.61% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.46% | +3.01% | -3.92% | -11.72% | +5.92% |
| FY2015 | 2016-02-18 | 2016-02-18 | +0.55% | -2.65% | +17.76% | +28.87% | +167.01% |
| FY2014 | 2015-02-19 | 2015-02-19 | +0.77% | +0.66% | +4.29% | +16.02% | -29.34% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.10% | +5.06% | +8.61% | -11.85% | -22.28% |
| FY2012 | 2013-02-21 | 2013-02-21 | -2.36% | -3.25% | -6.52% | +1.37% | +37.18% |
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.