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positive_eps_streak on HORACE MANN EDUCATORS CORP /DE/ (HMN)

SIC 6331 — Fire, Marine & Casualty Insurance · CIK 850141 · 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 HMN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.09%-0.23%-1.95%
FY20242025-02-282025-02-28+0.83%-1.42%+1.56%+4.56%+5.90%
FY20232024-02-272024-02-27+0.44%-3.42%-0.35%-5.68%+20.27%
FY20222023-02-282023-02-28-1.14%-1.11%-9.79%-14.08%+2.09%
FY20212022-02-252022-02-25-0.02%-1.01%+0.93%-4.67%-8.05%
FY20202021-02-262021-02-26+1.63%+11.34%+14.57%+1.86%+11.36%
FY20192020-03-022020-03-02-3.07%-1.95%-14.01%-7.68%-1.57%
FY20182019-03-012019-03-01-1.01%-5.41%-10.65%+3.66%+6.37%
FY20172018-03-012018-03-01+0.72%+2.77%+3.81%+7.57%-2.60%
FY20162017-03-012017-03-01-1.50%-4.15%-6.77%-10.83%-1.75%
FY20152016-02-292016-02-29+2.21%+3.54%+4.35%+9.52%+40.12%
FY20142015-03-022015-03-02+0.00%+0.89%+6.24%+8.04%-0.23%
FY20132014-03-032014-03-03+1.47%+2.77%+2.49%+3.90%+17.54%
FY20122013-02-282013-02-28+0.98%+1.66%+2.87%+15.30%+44.26%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/850141/financials