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positive_eps_streak on Kinsale Capital Group, Inc. (KNSL)

SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1669162 · 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 KNSL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-0.19%+4.42%-12.05%
FY20242025-02-212025-02-21-0.32%+0.82%+9.73%+10.24%-11.01%
FY20232024-02-232024-02-23+0.72%+1.84%+2.91%-24.13%-17.86%
FY20222023-02-242023-02-24+0.20%+0.13%-8.91%+2.46%+62.13%
FY20212022-02-252022-02-25-0.57%+2.79%+10.13%-0.83%+51.45%
FY20202021-02-252021-02-25+4.47%-6.37%-2.82%-3.20%+22.64%
FY20192020-03-022020-03-02-0.44%-11.79%-17.27%+17.02%+35.81%
FY20182019-02-282019-02-28-0.15%-0.78%+1.87%+27.92%+82.55%
FY20172018-03-012018-03-01+0.08%+5.03%+2.78%+8.79%+33.20%

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/1669162/financials