← positive_eps_streak (all companies) · AGO (all signals) · all methodology
positive_eps_streak on ASSURED GUARANTY LTD (AGO)
SIC 6351 — Surety Insurance · CIK 1273813 · 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 AGO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.44% | -0.61% | -7.62% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +2.83% | -1.99% | +0.28% | -1.47% | +0.29% |
| FY2023 | 2024-02-28 | 2024-02-28 | -3.58% | -3.60% | -7.74% | -20.24% | -4.06% |
| FY2022 | 2023-03-01 | 2023-03-01 | +3.30% | -1.83% | -16.09% | -11.25% | +60.12% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.62% | -5.23% | +2.12% | -9.54% | -0.21% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.49% | -1.24% | -3.21% | +6.45% | +46.55% |
| FY2019 | 2020-02-28 | 2020-02-28 | +4.21% | +1.81% | -36.59% | -31.92% | +14.19% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.80% | -0.39% | +2.32% | -3.21% | -0.88% |
| FY2017 | 2018-02-23 | 2018-02-23 | -1.72% | -5.45% | -4.28% | -0.49% | +14.55% |
| FY2016 | 2017-02-24 | 2017-02-24 | -1.18% | -3.75% | -12.74% | -8.26% | -13.73% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.12% | +2.78% | +1.00% | +4.78% | +71.81% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.11% | -0.94% | -2.64% | +8.76% | -4.98% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.24% | +7.29% | +2.36% | +2.22% | +8.77% |
| FY2012 | 2013-03-01 | 2013-03-01 | +2.55% | +7.00% | +5.73% | +21.72% | +32.19% |
| FY2011 | 2012-02-29 | 2012-02-29 | +1.37% | -0.71% | -0.83% | -25.99% | +18.25% |
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.