← positive_eps_streak (all companies) · AFG (all signals) · all methodology
positive_eps_streak on AMERICAN FINANCIAL GROUP INC (AFG)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1042046 · 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 AFG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +1.19% | +0.77% | -3.74% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.47% | +2.79% | +6.28% | +2.60% | +16.49% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.49% | +1.01% | +4.02% | +5.51% | +2.71% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.11% | -0.11% | -11.23% | -11.82% | +0.84% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.23% | +0.43% | +10.61% | +5.00% | +11.81% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.77% | +0.52% | +7.48% | +21.01% | +48.50% |
| FY2019 | 2020-02-25 | 2020-02-25 | -1.50% | -9.88% | -41.92% | -42.62% | +16.12% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.58% | -1.26% | -3.57% | +2.84% | +5.61% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.78% | -1.49% | -2.84% | +0.66% | -7.53% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.24% | +1.00% | -0.89% | +6.33% | +27.35% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.55% | +2.15% | +4.66% | +6.96% | +44.04% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.17% | +0.59% | +1.38% | +1.60% | +10.06% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.77% | +1.33% | -0.24% | +2.41% | +15.20% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.20% | +1.82% | +7.78% | +10.85% | +34.49% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.16% | -1.17% | +3.28% | +3.07% | +20.46% |
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.