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positive_eps_streak on GREENLIGHT CAPITAL RE, LTD. (GLRE)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1385613 · 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 GLRE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-09 | 2026-03-09 | +5.35% | +16.83% | +27.32% | — | — |
| FY2024 | 2025-03-10 | 2025-03-10 | -3.07% | -1.82% | -9.12% | +3.14% | +8.61% |
| FY2023 | 2024-03-05 | 2024-03-05 | +3.34% | +1.25% | +4.26% | +10.03% | +16.64% |
| FY2022 | 2023-03-08 | 2023-03-08 | +3.62% | -1.51% | -6.24% | -1.11% | +21.53% |
| FY2014 | 2015-02-17 | 2015-02-17 | -2.56% | +0.75% | +1.31% | -6.71% | -37.73% |
| FY2013 | 2014-02-18 | 2014-02-18 | -1.61% | -1.20% | +2.19% | -1.17% | -3.61% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.44% | -2.65% | -1.24% | -3.25% | +27.76% |
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.