The Statum GPA is a forecast of where a bank will rank against every U.S. bank 18 months after its latest Call Report. It is our model's read on where the bank is heading, not a rating of where it stands now.
The forecast covers six measures of earnings and capital, each computed from the bank's own Call Report filings.
| Measure | What it shows |
|---|---|
| Return on assets (ROA) | Net income as a share of average assets |
| Return on equity (ROE) | Net income as a share of average equity |
| Return on tangible common equity (ROTCE) | Earnings on equity after goodwill and other intangibles |
| Tangible common equity (TCE) ratio | Tangible equity as a share of tangible assets |
| Tier 1 leverage ratio (T1LR) | Tier 1 capital as a share of average assets, as filed |
| Earning assets to total assets | How much of the balance sheet earns interest |
For each measure, every U.S. bank that filed that quarter is ranked, and the ranking is cut into nine fixed bands on a bell-shaped curve, one for each of nine letter grades: A+, A, A-, B+, B, B-, C+, C and C-. A+ is the strongest band, C- the weakest, and B is the middle. Because each grade is a rank against all banks, not a fixed threshold, a bank's grade can move when the industry moves around it.
The Statum GPA is the simple average of the six forecast grades, on the same scale: from 1 for C- to 9 for A+, with B, the middle, at 5. The six forecast grades are shown only as letters. The GPA is the one forecast shown as a number, always with its band and the letters the band covers, as explained in the next section. Values from the Call Report itself are shown as plain figures.
The SVI. The Statum Variability Index measures how predictable a bank’s performance has been over several quarters: how much its GPA has swung over the last eight quarters, how often its grades changed, how close it sits to a boundary between two letters, and how far its six forecasts disagree with each other. It runs from 0 to 100 as a rank of all U.S. banks, and lower is steadier: an SVI of 20 means the bank has been steadier than 80% of U.S. banks. The SVI is set once a year.
The band. The SVI becomes a band around the GPA, in GPA points. Banks are grouped by how predictable they have been, and each group’s band is the average distance between the forecast and the GPA those banks actually had 18 months later. It was measured out of sample, in its own walk-forward test over forecasts made from late 2022 to the end of 2024, scoring the model only on outcomes it had not seen. A steadier bank gets a narrower band:
| Band | Banks with a GPA this quarter |
|---|---|
| ± 0.4 | The steadiest 26% |
| ± 0.5 | The middle 54% |
| ± 0.6 | The next 12% |
| ± 0.8 | The next 7% |
| ± 1.0 | The least predictable, 15 banks |
How to read it. A bank’s forecast is shown like this: GPA 4.7 ± 0.4: B- to B.
A narrow band means more confidence and a wide band less. The band is the typical distance, not a guarantee: a bank can finish outside it. In the Top 20 Showcase, when banks share the same GPA, the steadier bank, the one with the lower SVI, ranks first.
The forecast comes from LightGBM, a gradient-boosted decision tree method, trained on quarterly Call-Report-derived data for every U.S. bank reaching back to 2014. For each bank it forecasts the six measures six quarters (18 months) after the latest filing, and those forecasts are graded against the industry the same way.
Beside each forecast grade, our dashboards show the bank's filed value for that measure from its June 30, 2026 Call Report, so you can see where the bank stands on the filing and where the model expects it to rank.
Every accuracy figure below is out of sample. The test is a purged walk-forward: for each test quarter, the model was trained only on outcomes that were already known at that point, then scored against what actually happened 18 months later. No test result was seen in training.
A forecast is a model output, not a promise and not a regulatory rating. Use it to see which banks are likely to move, and in which direction.
If a bank's filed income statement does not support the rates derived from it, we do not publish a Statum GPA for it, and its six grades are withheld too. A few charters, mostly trust companies, are not graded at all. Either way the bank shows as not rated, with no grades.