← positive_eps_streak (all companies) · GL (all signals) · all methodology
positive_eps_streak on GLOBE LIFE INC. (GL)
SIC 6311 — Life Insurance · CIK 320335 · 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 GL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +1.34% | +0.42% | -4.61% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +1.85% | +3.52% | +7.05% | -1.74% | +20.11% |
| FY2023 | 2024-02-28 | 2024-02-28 | -1.14% | -0.23% | -9.19% | -37.13% | +1.11% |
| FY2022 | 2023-02-23 | 2023-02-23 | +1.29% | +0.27% | -11.72% | -9.94% | +6.34% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.46% | -0.47% | +0.33% | -6.34% | +21.75% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.94% | -1.79% | +1.98% | +9.83% | +4.90% |
| FY2019 | 2020-02-27 | 2020-02-27 | -2.95% | -6.11% | -24.27% | -23.81% | -1.22% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.53% | -2.08% | -1.11% | +4.33% | +16.88% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.86% | -2.61% | -4.39% | -0.28% | -4.35% |
| FY2016 | 2017-02-27 | 2017-02-27 | +0.08% | +0.58% | -1.46% | -2.92% | +13.13% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.82% | +2.43% | +4.31% | +14.23% | +49.84% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.39% | +1.01% | +2.67% | +7.29% | -2.89% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.63% | +3.56% | -0.21% | +5.14% | +5.48% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.20% | +3.13% | +6.42% | +14.69% | +39.33% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.62% | -1.15% | +3.24% | -4.41% | +16.88% |
| FY2010 | 2011-02-28 | 2011-02-28 | -1.00% | -1.15% | +1.20% | +0.70% | +13.30% |
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.