← positive_eps_streak (all companies) · CB (all signals) · all methodology
positive_eps_streak on Chubb Ltd (CB)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 896159 · 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 CB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.56% | -3.77% | -6.11% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.35% | +1.63% | +6.25% | +1.89% | +22.48% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.46% | -2.11% | +0.14% | +3.52% | +8.32% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.37% | -1.81% | -11.16% | -5.61% | +22.91% |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.01% | +3.50% | +7.52% | +2.89% | +8.08% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.43% | +0.64% | -3.22% | +1.53% | +22.84% |
| FY2019 | 2020-02-27 | 2020-02-27 | -3.38% | -3.48% | -26.69% | -21.47% | +11.08% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.16% | -0.91% | +4.43% | +11.26% | +10.50% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.48% | -2.88% | -6.56% | -6.54% | -4.05% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.60% | -0.55% | -0.12% | +2.47% | +4.77% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.68% | -0.28% | +1.46% | +7.73% | +19.72% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.32% | -1.78% | -2.16% | -5.79% | +3.86% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.48% | -0.10% | +0.66% | +6.27% | +19.77% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.33% | +1.44% | +4.77% | +5.73% | +17.25% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.41% | -0.93% | -0.52% | +0.08% | +20.35% |
| FY2010 | 2011-02-25 | 2011-02-25 | -0.05% | -0.93% | -1.44% | +7.84% | +17.78% |
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.