← positive_eps_streak (all companies) · GNW (all signals) · all methodology
positive_eps_streak on GENWORTH FINANCIAL INC (GNW)
SIC 6311 — Life Insurance · CIK 1276520 · 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 GNW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.30% | -0.12% | -5.33% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -0.58% | -4.17% | +1.73% | +0.43% | +21.58% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.33% | +0.49% | +4.55% | +1.95% | +7.97% |
| FY2022 | 2023-02-28 | 2023-02-28 | -2.57% | -3.37% | -20.39% | -12.04% | -1.28% |
| FY2021 | 2022-02-28 | 2022-02-28 | -1.48% | -6.65% | -6.90% | -2.96% | +49.51% |
| FY2020 | 2021-02-26 | 2021-02-26 | +6.09% | +3.53% | +6.73% | +33.65% | +29.81% |
| FY2019 | 2020-02-27 | 2020-02-27 | +0.26% | +19.54% | +7.46% | -18.51% | -19.79% |
| FY2013 | 2014-03-03 | 2014-03-03 | +3.21% | +11.32% | +16.03% | +13.22% | -50.85% |
| FY2012 | 2013-02-28 | 2013-02-28 | -0.23% | +13.00% | +17.10% | +21.19% | +81.97% |
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.