← positive_eps_streak (all companies) · AIG (all signals) · all methodology
positive_eps_streak on AMERICAN INTERNATIONAL GROUP, INC. (AIG)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 5272 · 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 AIG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-14 | 2024-02-14 | +1.63% | +2.47% | +10.18% | +16.37% | +11.43% |
| FY2015 | 2016-02-19 | 2016-02-19 | +1.11% | -0.85% | +4.88% | +7.95% | +24.02% |
| FY2014 | 2015-02-20 | 2015-02-20 | -1.18% | +0.20% | +1.53% | +6.88% | -4.36% |
| FY2013 | 2014-02-20 | 2014-02-20 | -0.49% | +0.18% | +2.61% | +6.92% | +13.24% |
| FY2012 | 2013-02-21 | 2013-02-21 | +3.14% | +1.96% | +1.39% | +21.33% | +31.92% |
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.