← positive_eps_streak (all companies) · NMIH (all signals) · all methodology
positive_eps_streak on NMI Holdings, Inc. (NMIH)
SIC 6351 — Surety Insurance · CIK 1547903 · 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 NMIH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | -3.17% | -4.66% | -8.89% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | -0.14% | +0.51% | -0.39% | +7.01% | +11.69% |
| FY2023 | 2024-02-15 | 2024-02-15 | -2.45% | -0.71% | +0.77% | +12.32% | +18.13% |
| FY2022 | 2023-02-15 | 2023-02-15 | +0.00% | -2.09% | -7.46% | -0.50% | +21.70% |
| FY2021 | 2022-02-16 | 2022-02-16 | -5.65% | -12.67% | -19.82% | -32.26% | -7.10% |
| FY2020 | 2021-02-24 | 2021-02-24 | -5.47% | -0.91% | -6.75% | -1.28% | -2.98% |
| FY2019 | 2020-02-14 | 2020-02-14 | -0.54% | -7.42% | -42.70% | -56.05% | -21.08% |
| FY2018 | 2019-02-14 | 2019-02-14 | +4.39% | +8.51% | +12.90% | +13.73% | +30.10% |
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.