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positive_eps_streak on ERIE INDEMNITY CO (ERIE)
SIC 6411 — Insurance Agents, Brokers & Service · CIK 922621 · 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 ERIE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | -2.56% | +1.13% | -6.78% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +5.70% | +11.08% | +3.60% | -13.57% | -33.01% |
| FY2023 | 2024-02-26 | 2024-02-26 | +9.87% | +16.30% | +14.20% | +12.28% | +15.70% |
| FY2022 | 2023-03-01 | 2023-03-01 | -0.84% | +0.37% | -2.23% | -7.15% | +75.79% |
| FY2021 | 2022-02-24 | 2022-02-24 | -1.88% | -4.70% | -1.74% | -9.09% | +32.87% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.52% | -7.06% | -8.71% | -18.83% | -24.82% |
| FY2019 | 2020-02-27 | 2020-02-27 | -7.64% | -2.36% | +6.76% | +11.94% | +60.89% |
| FY2018 | 2019-02-21 | 2019-02-21 | +5.60% | +6.32% | +4.86% | +22.32% | -3.29% |
| FY2017 | 2018-02-22 | 2018-02-22 | +0.90% | +1.70% | +4.41% | +0.75% | +65.80% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.70% | +2.81% | +3.21% | -1.52% | -1.89% |
| FY2015 | 2016-02-25 | 2016-02-25 | -6.16% | -4.18% | -8.85% | -2.83% | +22.90% |
| FY2014 | 2015-02-26 | 2015-02-26 | -6.11% | -6.99% | -6.63% | -11.86% | +5.19% |
| FY2013 | 2014-02-27 | 2014-02-27 | +1.68% | +0.64% | -3.96% | +7.92% | +25.87% |
| FY2012 | 2013-02-26 | 2013-02-26 | -1.31% | +1.52% | +3.79% | +10.54% | -0.40% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.98% | -2.74% | +0.53% | -7.45% | +0.60% |
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.