← positive_eps_streak (all companies) · VABK (all signals) · all methodology
positive_eps_streak on Virginia National Bankshares Corp (VABK)
SIC 6021 — National Commercial Banks · CIK 1572334 · 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 VABK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-27 | 2026-03-27 | +2.94% | -0.31% | — | — | — |
| FY2024 | 2025-03-28 | 2025-03-28 | -1.29% | -3.42% | -3.45% | +1.11% | +8.39% |
| FY2023 | 2024-03-28 | 2024-03-28 | -3.02% | -3.62% | -15.28% | +7.14% | +25.28% |
| FY2022 | 2023-03-29 | 2023-03-29 | -1.71% | -1.24% | -8.21% | -12.32% | -15.90% |
| FY2021 | 2022-03-25 | 2022-03-25 | -1.90% | -2.90% | -3.74% | -14.08% | +5.35% |
| FY2020 | 2021-03-19 | 2021-03-19 | -0.06% | +0.06% | +1.75% | +15.17% | +14.94% |
| FY2019 | 2020-03-12 | 2020-03-12 | -0.58% | -4.01% | -14.86% | -13.30% | +10.38% |
| FY2018 | 2019-03-15 | 2019-03-15 | +0.00% | +0.13% | +0.13% | -1.80% | -20.66% |
| FY2017 | 2018-03-27 | 2018-03-27 | +0.00% | +6.15% | +10.13% | +36.06% | +1.58% |
| FY2016 | 2017-03-27 | 2017-03-27 | +0.00% | +4.54% | +5.86% | +18.54% | +36.00% |
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.