← positive_eps_streak (all companies) · MCY (all signals) · all methodology
positive_eps_streak on MERCURY GENERAL CORP (MCY)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 64996 · 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 MCY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | -9.20% | -10.83% | -6.48% | — | — |
| FY2021 | 2022-02-15 | 2022-02-15 | +1.12% | +1.93% | +0.26% | -7.84% | -29.30% |
| FY2017 | 2018-02-08 | 2018-02-08 | +1.91% | +7.04% | +10.68% | +9.59% | +23.36% |
| FY2016 | 2017-02-09 | 2017-02-09 | -0.93% | +2.15% | +3.33% | -3.41% | -21.13% |
| FY2015 | 2016-02-09 | 2016-02-09 | +0.27% | +3.16% | +10.30% | +7.26% | +20.88% |
| FY2014 | 2015-02-09 | 2015-02-09 | -6.40% | -4.90% | -4.69% | -1.46% | -9.34% |
| FY2013 | 2014-02-10 | 2014-02-10 | +0.30% | +4.63% | +5.40% | +14.30% | +29.74% |
| FY2012 | 2013-02-11 | 2013-02-11 | +0.16% | +2.83% | -2.24% | +21.55% | +20.74% |
| FY2011 | 2012-02-14 | 2012-02-14 | -0.14% | -0.39% | +2.97% | +4.74% | -5.99% |
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.