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positive_eps_streak on UNITED BANKSHARES INC/WV (UBSI)

SIC 6022 — State Commercial Banks · CIK 729986 · 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 UBSI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+1.31%-2.81%-1.32%
FY20242025-02-282025-02-28-0.19%-2.93%-3.77%+3.03%+19.27%
FY20232024-02-292024-02-29-1.47%+2.11%+4.27%-4.70%+5.88%
FY20222023-03-012023-03-01-2.10%-4.10%-8.77%-26.46%-11.77%
FY20212022-03-012022-03-01+3.26%-2.80%+5.51%+6.50%+18.68%
FY20202021-03-012021-03-01+0.11%+6.54%+1.41%+5.11%-0.09%
FY20192020-03-022020-03-02-2.35%-21.49%-23.53%+0.61%+31.19%
FY20182019-03-012019-03-01-0.18%-2.78%-5.14%-3.93%-17.65%
FY20172018-03-012018-03-01+2.25%+5.31%+0.20%+5.03%+12.51%
FY20162017-03-012017-03-01-3.25%-4.60%-10.17%-14.86%-20.28%
FY20152016-02-292016-02-29+3.11%+7.68%+5.78%+13.72%+32.02%
FY20142015-03-022015-03-02-1.19%-0.45%+0.56%+2.24%-0.90%
FY20132014-03-032014-03-03+3.52%+4.55%+6.74%+5.73%+33.69%
FY20122013-02-282013-02-28+0.77%+2.67%+3.56%+0.76%+18.36%
FY20112012-02-292012-02-29+1.71%+0.52%+2.66%-10.45%-5.69%

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/729986/financials