← positive_eps_streak (all companies) · ACGL (all signals) · all methodology
positive_eps_streak on ARCH CAPITAL GROUP LTD. (ACGL)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 947484 · 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 ACGL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.50% | -2.59% | -5.55% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.88% | -0.78% | +5.26% | -0.03% | +9.73% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.01% | -0.14% | +3.88% | +14.76% | +7.91% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.06% | +3.08% | -4.51% | +6.26% | +26.10% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.90% | -3.20% | +0.27% | -2.59% | +47.24% |
| FY2020 | 2021-02-26 | 2021-02-26 | +0.25% | +1.54% | +8.26% | +11.47% | +32.72% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.10% | +0.67% | -28.10% | -27.31% | -11.18% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.61% | -1.32% | -2.05% | +5.30% | +23.75% |
| FY2017 | 2018-02-28 | 2018-02-28 | -2.26% | +1.61% | -2.77% | -10.95% | +11.75% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.18% | -1.87% | -1.36% | -0.72% | -9.90% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.38% | +1.74% | +2.93% | +3.71% | +37.98% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.81% | +1.20% | +4.53% | +8.32% | +14.84% |
| FY2013 | 2014-03-03 | 2014-03-03 | +1.04% | +2.86% | +3.41% | +2.30% | +6.90% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.24% | +2.26% | +6.16% | +4.50% | +12.36% |
| FY2011 | 2012-02-29 | 2012-02-29 | +1.46% | -0.97% | -0.05% | +4.24% | +33.33% |
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.