← positive_eps_streak (all companies) · ZION (all signals) · all methodology

positive_eps_streak on ZIONS BANCORPORATION, NATIONAL ASSOCIATION /UT/ (ZION)

SIC 6021 — National Commercial Banks · CIK 109380 · 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 ZION

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+2.03%-2.62%-5.03%
FY20242025-02-252025-02-25+0.85%-3.52%-3.55%-11.05%+20.46%
FY20232024-02-232024-02-23-1.56%-0.67%+4.15%+13.26%+41.29%
FY20222023-02-232023-02-23+1.84%-2.13%-44.39%-44.81%-18.05%
FY20212022-02-252022-02-25-0.14%-7.89%+0.13%-22.98%-26.53%
FY20202021-02-252021-02-25-2.57%-1.12%+0.31%+7.09%+25.66%
FY20192020-02-262020-02-26-2.94%-7.99%-38.19%-25.67%+35.32%
FY20182019-02-262019-02-26+1.31%+0.73%-10.79%-9.33%-14.63%
FY20172018-03-012018-03-01+0.79%+3.16%-3.03%+5.35%-4.40%
FY20162017-02-282017-02-28+3.63%+0.85%-8.02%-9.17%+23.91%
FY20152016-02-292016-02-29+4.64%+14.63%+14.12%+29.61%+112.52%
FY20142015-02-272015-02-27+1.38%+2.24%-1.20%+8.53%-19.55%
FY20132014-03-032014-03-03+1.58%+1.94%+0.19%-7.79%-12.18%

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/109380/financials