← positive_eps_streak (all companies) · NODK (all signals) · all methodology
positive_eps_streak on NI Holdings, Inc. (NODK)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1681206 · 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 NODK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-09 | 2022-03-09 | -2.95% | -3.11% | -4.73% | -2.78% | -28.70% |
| FY2020 | 2021-03-10 | 2021-03-10 | +3.15% | +7.01% | +1.63% | +5.38% | -2.23% |
| FY2019 | 2020-03-11 | 2020-03-11 | -4.13% | -9.88% | -13.72% | +16.37% | +39.90% |
| FY2018 | 2019-03-13 | 2019-03-13 | +6.35% | +7.93% | +6.15% | +16.33% | -14.08% |
| FY2017 | 2018-03-07 | 2018-03-07 | +4.66% | +2.30% | -3.01% | -2.83% | -11.33% |
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.