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positive_eps_streak on OLD REPUBLIC INTERNATIONAL CORP (ORI)
SIC 6351 — Surety Insurance · CIK 74260 · 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 ORI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.42% | -1.45% | -6.04% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.77% | -0.21% | +4.01% | -0.28% | +24.03% |
| FY2023 | 2024-02-28 | 2024-02-28 | -0.24% | +0.90% | +6.19% | +8.80% | +45.70% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.30% | -0.59% | -8.16% | -3.72% | +13.98% |
| FY2021 | 2022-02-28 | 2022-02-28 | -2.35% | -2.50% | +0.64% | -12.19% | +8.12% |
| FY2020 | 2021-03-01 | 2021-03-01 | +0.05% | +7.92% | +11.56% | +31.58% | +45.70% |
| FY2019 | 2020-02-28 | 2020-02-28 | +7.15% | +7.06% | -23.06% | -20.34% | +11.71% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.53% | -0.59% | +1.83% | +9.19% | +2.36% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.60% | +3.46% | +7.95% | +6.94% | +8.60% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.92% | -0.93% | -1.47% | -3.52% | +5.53% |
| FY2015 | 2016-02-29 | 2016-02-29 | +1.52% | +2.75% | +3.44% | +9.06% | +21.18% |
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.