← positive_eps_streak (all companies) · JRVR (all signals) · all methodology
positive_eps_streak on James River Group Holdings, Inc. (JRVR)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1620459 · 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 JRVR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-02-26 | 2021-02-26 | +5.03% | +2.05% | +0.68% | -27.55% | -40.17% |
| FY2019 | 2020-02-27 | 2020-02-27 | -8.25% | -4.76% | -23.87% | -17.53% | +7.33% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.53% | -1.82% | -2.42% | +8.84% | +8.74% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.77% | +7.78% | +10.49% | +17.13% | +31.02% |
| FY2016 | 2017-03-10 | 2017-03-10 | -0.27% | -0.48% | +0.12% | -4.68% | -11.23% |
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.