← positive_eps_streak (all companies) · VLY (all signals) · all methodology
positive_eps_streak on VALLEY NATIONAL BANCORP (VLY)
SIC 6021 — National Commercial Banks · CIK 714310 · 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 VLY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.59% | -3.97% | -4.35% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -2.44% | -8.74% | -9.61% | -8.17% | +33.39% |
| FY2023 | 2024-02-29 | 2024-02-29 | -2.08% | +0.49% | -1.45% | -8.88% | +19.77% |
| FY2022 | 2023-03-01 | 2023-03-01 | -1.83% | -5.40% | -15.02% | -33.51% | -26.76% |
| FY2021 | 2022-02-28 | 2022-02-28 | -5.65% | -7.59% | -2.93% | -12.24% | -14.69% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.86% | +6.04% | +15.12% | +17.51% | +18.20% |
| FY2019 | 2020-03-10 | 2020-03-10 | -4.65% | -5.16% | -8.61% | +11.30% | +83.06% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.57% | -2.27% | -6.96% | -2.46% | -8.26% |
| FY2017 | 2018-03-01 | 2018-03-01 | +1.67% | +2.94% | -0.12% | +2.92% | -12.35% |
| FY2016 | 2017-02-28 | 2017-02-28 | +3.15% | +0.65% | -5.47% | -5.95% | +4.68% |
| FY2015 | 2016-02-29 | 2016-02-29 | +3.78% | +7.44% | +7.13% | +5.45% | +43.71% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.73% | +0.73% | -1.36% | +1.91% | -1.93% |
| FY2013 | 2014-03-03 | 2014-03-03 | +1.39% | +2.67% | +4.19% | -3.42% | +0.06% |
| FY2012 | 2013-02-28 | 2013-02-28 | -1.00% | +2.19% | +3.71% | -6.11% | +6.76% |
| FY2011 | 2012-02-28 | 2012-02-28 | +0.89% | -2.82% | +6.39% | -3.15% | -10.51% |
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.