← positive_eps_streak (all companies) · AJG (all signals) · all methodology
positive_eps_streak on Arthur J. Gallagher & Co. (AJG)
SIC 6411 — Insurance Agents, Brokers & Service · CIK 354190 · 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 AJG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | +0.23% | +0.93% | -1.96% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | +0.32% | +1.69% | +1.22% | +1.22% | -32.49% |
| FY2023 | 2024-02-09 | 2024-02-09 | -1.35% | +0.16% | +6.07% | +2.84% | +37.12% |
| FY2022 | 2023-02-10 | 2023-02-10 | +0.08% | -3.31% | -7.47% | +11.10% | +22.41% |
| FY2021 | 2022-02-18 | 2022-02-18 | -0.36% | +2.53% | +8.35% | +6.75% | +22.18% |
| FY2020 | 2021-02-08 | 2021-02-08 | -0.65% | -0.01% | +6.42% | +25.80% | +34.68% |
| FY2019 | 2020-02-07 | 2020-02-07 | +1.76% | +4.03% | -9.90% | -20.44% | +14.07% |
| FY2018 | 2019-02-08 | 2019-02-08 | +1.34% | +1.28% | +0.80% | +4.91% | +38.15% |
| FY2017 | 2018-02-12 | 2018-02-12 | +1.16% | +4.68% | +8.28% | +4.32% | +22.94% |
| FY2016 | 2017-02-13 | 2017-02-13 | +0.02% | +1.08% | +3.05% | +0.56% | +23.80% |
| FY2015 | 2016-02-10 | 2016-02-10 | -0.47% | +4.53% | +10.27% | +24.75% | +48.72% |
| FY2014 | 2015-02-13 | 2015-02-13 | +1.05% | +0.78% | +0.67% | +1.41% | -15.15% |
| FY2013 | 2014-02-07 | 2014-02-07 | -0.15% | +0.64% | +5.10% | -1.32% | +4.69% |
| FY2012 | 2013-02-08 | 2013-02-08 | -0.24% | +2.37% | +3.33% | +16.91% | +23.15% |
| FY2011 | 2012-02-14 | 2012-02-14 | -1.06% | -1.91% | +2.02% | +3.23% | +15.14% |
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.