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positive_eps_streak on KINGSTONE COMPANIES, INC. (KINS)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 33992 · 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 KINS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-03-18 | 2019-03-18 | +0.60% | +1.13% | -9.60% | -39.01% | -62.00% |
| FY2017 | 2018-03-15 | 2018-03-15 | -6.95% | -12.30% | -7.75% | -9.65% | -17.92% |
| FY2016 | 2017-03-16 | 2017-03-16 | +0.00% | +2.33% | +1.33% | +1.89% | +18.34% |
| FY2015 | 2016-03-24 | 2016-03-24 | +0.84% | +0.12% | +10.01% | +6.76% | +87.03% |
| FY2014 | 2015-03-25 | 2015-03-25 | -1.27% | -1.78% | -4.56% | -2.40% | +8.52% |
| FY2013 | 2014-03-31 | 2014-03-31 | +1.87% | +0.37% | -3.16% | -5.77% | +10.88% |
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.