← positive_eps_streak (all companies) · MRSH (all signals) · all methodology
positive_eps_streak on MARSH & MCLENNAN COMPANIES, INC. (MRSH)
SIC 6411 — Insurance Agents, Brokers & Service · CIK 62709 · 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 MRSH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-09 | 2026-02-09 | +2.45% | +2.74% | +1.67% | — | — |
| FY2024 | 2025-02-10 | 2025-02-10 | -0.02% | +0.92% | +2.22% | +0.27% | -22.82% |
| FY2023 | 2024-02-12 | 2024-02-12 | +0.14% | +2.40% | +5.69% | +4.14% | +19.53% |
| FY2022 | 2023-02-13 | 2023-02-13 | -4.02% | -5.79% | -9.62% | +4.11% | +15.29% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.81% | -1.40% | +4.45% | +4.23% | +9.65% |
| FY2020 | 2021-02-17 | 2021-02-17 | +0.04% | +1.14% | +1.26% | +14.80% | +32.35% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.62% | -8.71% | -32.50% | -10.30% | +1.77% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.50% | +1.01% | +1.08% | +4.48% | +28.60% |
| FY2017 | 2018-02-22 | 2018-02-22 | +2.04% | -0.10% | +0.65% | -0.43% | +15.27% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.05% | +0.97% | +1.44% | +2.13% | +17.35% |
| FY2015 | 2016-02-24 | 2016-02-24 | +0.54% | +0.68% | +3.64% | +12.29% | +30.64% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.21% | -0.04% | -2.47% | +4.00% | +3.13% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.31% | +2.65% | +1.27% | +4.00% | +21.02% |
| FY2012 | 2013-02-27 | 2013-02-27 | +1.12% | +1.20% | +3.27% | +10.86% | +33.83% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.64% | +0.22% | +4.84% | +3.50% | +21.85% |
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.