← positive_eps_streak (all companies) · L (all signals) · all methodology
positive_eps_streak on LOEWS CORP (L)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 60086 · 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 L
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | +0.19% | -1.18% | -1.02% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -2.18% | -1.89% | -0.94% | +3.75% | +30.00% |
| FY2023 | 2024-02-06 | 2024-02-06 | -0.21% | +0.29% | +3.74% | +5.20% | +19.56% |
| FY2019 | 2020-02-12 | 2020-02-12 | +0.24% | -0.07% | -38.38% | -42.41% | -10.02% |
| FY2018 | 2019-02-13 | 2019-02-13 | -1.90% | +1.62% | +2.53% | +9.98% | +16.18% |
| FY2017 | 2018-02-15 | 2018-02-15 | +0.38% | +0.90% | +2.67% | +2.87% | -5.19% |
| FY2016 | 2017-02-16 | 2017-02-16 | -0.15% | +0.38% | +0.47% | -1.95% | +7.00% |
| FY2015 | 2016-02-19 | 2016-02-19 | +1.44% | -0.64% | +6.82% | +8.07% | +28.04% |
| FY2014 | 2015-02-24 | 2015-02-24 | -1.58% | -3.20% | -4.12% | -2.80% | -14.15% |
| FY2013 | 2014-02-24 | 2014-02-24 | -0.32% | -0.84% | +0.17% | -2.38% | -2.09% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.93% | -1.14% | +0.83% | +7.09% | +0.33% |
| FY2011 | 2012-02-22 | 2012-02-22 | +1.19% | +1.27% | +1.79% | +0.21% | +10.23% |
| FY2010 | 2011-02-23 | 2011-02-23 | -0.12% | -0.67% | +0.31% | -1.72% | -8.06% |
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.