← positive_eps_streak (all companies) · AXS (all signals) · all methodology
positive_eps_streak on AXIS CAPITAL HOLDINGS LTD (AXS)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1214816 · 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 AXS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.13% | -2.54% | -6.44% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +2.46% | +0.83% | +6.10% | +6.60% | +13.49% |
| FY2023 | 2024-02-27 | 2024-02-27 | +0.38% | -2.02% | +2.98% | +16.82% | +58.99% |
| FY2016 | 2017-02-27 | 2017-02-27 | +1.12% | +0.31% | -2.99% | -6.45% | -26.27% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.15% | +2.27% | +1.17% | +1.69% | +31.36% |
| FY2014 | 2015-02-23 | 2015-02-23 | -0.21% | -0.42% | -1.19% | +7.78% | +4.22% |
| FY2013 | 2014-02-21 | 2014-02-21 | -1.45% | +0.87% | +5.78% | +3.80% | +22.50% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.60% | +0.20% | +2.06% | +9.34% | +8.08% |
| FY2011 | 2012-02-22 | 2012-02-22 | +0.28% | -3.89% | +1.09% | +5.18% | +28.38% |
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.