← positive_eps_streak (all companies) · TFC (all signals) · all methodology
positive_eps_streak on TRUIST FINANCIAL CORP (TFC)
SIC 6021 — National Commercial Banks · CIK 92230 · 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 TFC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-28 | 2023-02-28 | -0.53% | -6.11% | -28.82% | -34.02% | -20.31% |
| FY2021 | 2022-02-23 | 2022-02-23 | -2.29% | +0.15% | -3.99% | -23.11% | -18.90% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.56% | -2.79% | -7.23% | +0.91% | +3.84% |
| FY2019 | 2020-03-03 | 2020-03-03 | +1.04% | -22.50% | -34.23% | -17.47% | +30.23% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.37% | +1.63% | -10.89% | -2.88% | +3.17% |
| FY2017 | 2018-02-21 | 2018-02-21 | -1.40% | -1.34% | -0.59% | +1.39% | -3.53% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.33% | +0.48% | -8.31% | -11.85% | +17.92% |
| FY2015 | 2016-02-25 | 2016-02-25 | +2.49% | +5.48% | +3.69% | +8.86% | +52.62% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.18% | -1.38% | +0.37% | +3.90% | -12.74% |
| FY2013 | 2014-02-26 | 2014-02-26 | -0.79% | +1.53% | +7.19% | -0.35% | +4.23% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.53% | +2.41% | +0.75% | +8.88% | +25.25% |
| FY2011 | 2012-02-27 | 2012-02-27 | -1.04% | -2.69% | +5.58% | +1.78% | +5.46% |
| FY2010 | 2011-02-25 | 2011-02-25 | -0.18% | -4.63% | -2.10% | -5.02% | +10.41% |
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.