← positive_eps_streak (all companies) · HCI (all signals) · all methodology
positive_eps_streak on HCI Group, Inc. (HCI)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1400810 · 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 HCI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +3.65% | +0.85% | -10.10% | — | — |
| FY2021 | 2022-03-10 | 2022-03-10 | +4.55% | +9.86% | +5.66% | +5.04% | -10.48% |
| FY2020 | 2021-03-12 | 2021-03-12 | +0.28% | -3.68% | +0.26% | +12.43% | -10.12% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.59% | +4.14% | -5.76% | -6.73% | -22.64% |
| FY2015 | 2016-03-04 | 2016-03-04 | +1.01% | +3.12% | +7.31% | +4.21% | +61.68% |
| FY2014 | 2015-03-10 | 2015-03-10 | +2.06% | +3.43% | +3.01% | -3.31% | -28.95% |
| FY2013 | 2014-03-12 | 2014-03-12 | -2.44% | -0.60% | -5.66% | +5.05% | +30.54% |
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.