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positive_eps_streak on TRUSTCO BANK CORP N Y (TRST)

SIC 6022 — State Commercial Banks · CIK 357301 · 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 TRST

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-162026-03-16-2.18%-0.74%+7.26%
FY20242025-03-142025-03-14-0.26%-0.23%-9.28%+6.76%+45.57%
FY20232024-03-112024-03-11-2.37%-4.78%-1.26%-1.65%+11.59%
FY20222023-03-012023-03-01-0.30%-1.76%-12.54%-22.44%-21.65%
FY20212022-02-252022-02-25+0.50%-0.60%-3.13%-7.14%+14.80%
FY20202021-02-262021-02-26+3.05%+7.55%+10.49%+12.54%+2.88%
FY20192020-02-282020-02-28+6.41%+3.14%-21.87%-7.90%+7.81%
FY20182019-03-012019-03-01+0.00%-3.69%-7.73%-8.92%-10.92%
FY20172018-03-012018-03-01+2.96%+4.14%+0.00%+4.73%+2.78%
FY20162017-03-032017-03-03-1.44%-5.05%-5.65%-11.06%+7.98%
FY20152016-03-042016-03-04+0.67%+1.68%+1.68%+10.42%+42.76%
FY20142015-03-062015-03-06+0.60%+1.64%+2.69%+1.49%-6.69%
FY20132014-03-072014-03-07+0.58%+1.01%+0.87%-6.66%+1.41%
FY20122013-03-082013-03-08+0.38%+1.88%+1.13%+5.07%+35.98%

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/357301/financials