← positive_eps_streak (all companies) · USB (all signals) · all methodology
positive_eps_streak on US BANCORP \DE\ (USB)
SIC 6021 — National Commercial Banks · CIK 36104 · 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 USB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | -1.40% | -2.11% | -7.69% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -0.57% | +2.25% | -6.61% | -1.19% | +25.26% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.78% | +0.56% | +2.63% | +3.79% | +16.65% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.32% | -0.97% | -26.71% | -33.67% | -8.52% |
| FY2021 | 2022-02-22 | 2022-02-22 | -1.99% | -6.82% | -1.35% | -14.36% | -14.00% |
| FY2020 | 2021-02-23 | 2021-02-23 | +2.33% | -1.86% | +3.82% | +17.28% | +15.49% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.46% | -13.28% | -39.40% | -43.35% | -4.58% |
| FY2018 | 2019-02-22 | 2019-02-22 | +0.64% | +0.86% | -5.85% | +1.64% | +6.61% |
| FY2017 | 2018-02-22 | 2018-02-22 | +2.25% | -2.03% | -6.67% | -6.29% | -2.29% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.54% | +0.14% | -5.09% | -7.27% | +2.38% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.38% | +4.16% | +4.19% | +7.32% | +44.31% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.61% | +0.13% | -3.38% | -2.23% | -11.60% |
| FY2013 | 2014-02-21 | 2014-02-21 | +1.14% | +1.98% | +6.64% | +3.08% | +12.75% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.59% | +0.38% | -0.91% | +4.29% | +23.37% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.90% | +2.48% | +8.21% | +5.06% | +19.41% |
| FY2010 | 2011-02-28 | 2011-02-28 | -2.20% | -2.99% | -3.10% | -9.57% | +7.27% |
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.