← positive_eps_streak (all companies) · MKL (all signals) · all methodology
positive_eps_streak on MARKEL GROUP INC. (MKL)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1096343 · 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 MKL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.38% | -2.17% | -7.99% | — | — |
| FY2021 | 2022-02-18 | 2022-02-18 | -1.03% | -0.81% | +15.30% | +8.86% | +6.57% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.57% | -0.50% | +2.66% | +2.66% | -9.70% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.14% | +0.78% | -2.85% | -2.10% | +15.48% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.16% | +1.60% | +2.37% | +12.65% | +12.55% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.49% | +0.39% | +2.49% | +3.06% | +14.93% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.39% | +1.12% | +1.94% | +9.11% | +29.60% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.32% | +1.04% | +4.15% | +10.25% | +19.56% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.28% | -0.48% | +3.76% | +6.33% | +18.55% |
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.