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positive_eps_streak on Employers Holdings, Inc. (EIG)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1379041 · 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 EIG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.15% | -0.40% | -0.79% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +0.54% | -5.35% | -2.18% | -3.77% | -16.93% |
| FY2023 | 2024-02-26 | 2024-02-26 | -0.17% | -1.93% | -3.97% | -8.85% | +13.14% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.55% | +0.66% | -2.84% | -13.64% | +8.96% |
| FY2021 | 2022-02-24 | 2022-02-24 | +1.77% | +4.87% | +5.03% | +6.01% | +21.70% |
| FY2020 | 2021-02-23 | 2021-02-23 | +1.05% | +0.83% | +21.41% | +26.27% | +20.93% |
| FY2019 | 2020-02-20 | 2020-02-20 | +2.43% | -3.34% | -14.83% | -34.42% | -19.43% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.32% | -2.77% | -2.38% | +0.69% | -5.53% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.52% | +3.36% | +4.78% | +5.31% | +8.16% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.26% | +1.31% | -4.59% | +5.63% | +10.29% |
| FY2015 | 2016-02-19 | 2016-02-19 | +2.94% | +1.83% | +4.30% | +10.87% | +38.04% |
| FY2014 | 2015-02-19 | 2015-02-19 | +1.71% | +2.22% | +12.11% | +1.79% | +17.26% |
| FY2013 | 2014-02-20 | 2014-02-20 | -3.60% | -3.70% | -1.30% | +2.24% | +17.24% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.33% | +5.82% | +8.96% | +20.96% | -6.78% |
| FY2011 | 2012-03-01 | 2012-03-01 | -1.49% | -3.15% | +7.06% | +3.73% | +30.72% |
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.