← positive_eps_streak (all companies) · ESNT (all signals) · all methodology
positive_eps_streak on Essent Group Ltd. (ESNT)
SIC 6351 — Surety Insurance · CIK 1448893 · 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 ESNT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -1.68% | -1.31% | -4.84% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +0.45% | +0.86% | -0.23% | +6.34% | +9.30% |
| FY2023 | 2024-02-16 | 2024-02-16 | -0.80% | -0.10% | +4.46% | +7.82% | +9.21% |
| FY2022 | 2023-02-17 | 2023-02-17 | -2.71% | -1.08% | -12.42% | +0.86% | +23.76% |
| FY2021 | 2022-02-16 | 2022-02-16 | -4.05% | -7.67% | -10.80% | -12.41% | -4.78% |
| FY2020 | 2021-02-26 | 2021-02-26 | +5.24% | +2.52% | +8.15% | +15.62% | +9.41% |
| FY2019 | 2020-02-18 | 2020-02-18 | -4.13% | -5.65% | -30.44% | -47.91% | -8.45% |
| FY2018 | 2019-02-19 | 2019-02-19 | -0.60% | -3.14% | +3.43% | +4.84% | +6.15% |
| FY2017 | 2018-02-20 | 2018-02-20 | +0.62% | -2.37% | -12.66% | -23.63% | -5.59% |
| FY2016 | 2017-02-16 | 2017-02-16 | -1.49% | -4.91% | -0.61% | +2.37% | +30.40% |
| FY2015 | 2016-02-29 | 2016-02-29 | +3.64% | +3.43% | +5.92% | +10.39% | +80.83% |
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.