← positive_eps_streak (all companies) · DGICA (all signals) · all methodology
positive_eps_streak on DONEGAL GROUP INC (DGICA)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 800457 · 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 DGICA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-06 | 2026-03-06 | -3.03% | -3.14% | -1.60% | — | — |
| FY2021 | 2022-03-07 | 2022-03-07 | -2.18% | -1.38% | -2.83% | +19.49% | +14.68% |
| FY2017 | 2018-03-09 | 2018-03-09 | -0.26% | -2.02% | -1.04% | -6.99% | -8.12% |
| FY2016 | 2017-03-10 | 2017-03-10 | +0.49% | +10.37% | +4.39% | -2.29% | -3.40% |
| FY2015 | 2016-03-18 | 2016-03-18 | -0.69% | -3.17% | +0.00% | +11.61% | +25.23% |
| FY2014 | 2015-03-12 | 2015-03-12 | -0.39% | -0.59% | +0.07% | -2.63% | +0.46% |
| FY2013 | 2014-03-14 | 2014-03-14 | +0.41% | +0.74% | -1.35% | +2.13% | +6.16% |
| FY2012 | 2013-03-12 | 2013-03-12 | +1.00% | +4.34% | +7.19% | +6.11% | +12.41% |
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.