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positive_eps_streak on UNION BANKSHARES INC (UNB)

SIC 6022 — State Commercial Banks · CIK 706863 · 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 UNB

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-202026-03-20+7.20%+3.33%+9.73%
FY20242025-03-252025-03-25+0.31%-3.91%+8.62%-18.84%-24.41%
FY20232024-03-262024-03-26-0.94%-1.17%-9.75%-27.28%+8.55%
FY20222023-03-242023-03-24-1.14%-2.81%+1.89%+2.07%+43.13%
FY20212022-03-242022-03-24+1.18%+1.77%+1.93%-15.27%-22.54%
FY20202021-03-192021-03-19-0.76%+0.90%+11.92%+18.47%+13.97%
FY20192020-03-132020-03-13-5.76%+2.57%+14.82%+2.41%+51.74%
FY20182019-03-152019-03-15+0.17%-1.86%-3.95%-26.45%-55.57%
FY20172018-03-162018-03-16+0.09%-3.61%-6.11%-0.91%-11.73%
FY20162017-05-102017-05-10+0.61%-0.49%+3.41%+8.71%+26.55%
FY20152016-03-152016-03-15+1.96%+0.00%+0.56%+17.51%+49.28%
FY20142015-03-132015-03-13-0.79%-0.95%-0.32%+2.51%+17.24%
FY20132014-03-312014-03-31+3.40%+1.09%+4.57%+10.17%+15.26%

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/706863/financials