← positive_eps_streak (all companies) · HIG (all signals) · all methodology
positive_eps_streak on HARTFORD INSURANCE GROUP, INC. (HIG)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 874766 · 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 HIG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -1.16% | -0.96% | -6.31% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +2.14% | +6.14% | +7.48% | +18.68% | +28.24% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.52% | -1.01% | +4.98% | +6.99% | +22.71% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.17% | -0.04% | -14.73% | -8.54% | +25.74% |
| FY2021 | 2022-02-18 | 2022-02-18 | -0.31% | -0.95% | +1.94% | +1.19% | +11.86% |
| FY2020 | 2021-02-19 | 2021-02-19 | +2.35% | +2.36% | +36.66% | +33.57% | +44.93% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.64% | +1.56% | -2.20% | +0.84% | +14.12% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.66% | +2.67% | +8.39% | +4.82% | +16.50% |
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.