← positive_eps_streak (all companies) · PGR (all signals) · all methodology
positive_eps_streak on PROGRESSIVE CORP/OH/ (PGR)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 80661 · 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 PGR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | -0.03% | -3.10% | -5.63% | — | — |
| FY2024 | 2025-03-03 | 2025-03-03 | -0.66% | -2.24% | -0.73% | -2.79% | -21.04% |
| FY2023 | 2024-02-26 | 2024-02-26 | -0.72% | -2.24% | +6.43% | +8.21% | +46.98% |
| FY2022 | 2023-02-27 | 2023-02-27 | +1.29% | +2.79% | -0.40% | -5.82% | +36.51% |
| FY2021 | 2022-02-28 | 2022-02-28 | -2.54% | +0.56% | +10.34% | +8.40% | +34.71% |
| FY2020 | 2021-03-01 | 2021-03-01 | +1.22% | +3.86% | +9.77% | +11.11% | +23.16% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.08% | -4.55% | -3.42% | -2.93% | +18.38% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.26% | -1.10% | +0.00% | +9.78% | +8.70% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.62% | +0.15% | +3.01% | +6.32% | +29.39% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.48% | -1.40% | -1.23% | +6.02% | +48.02% |
| FY2015 | 2016-02-29 | 2016-02-29 | +2.04% | +4.42% | +9.71% | +4.92% | +25.02% |
| FY2014 | 2015-03-02 | 2015-03-02 | -1.11% | -2.51% | +1.03% | +0.66% | +23.75% |
| FY2013 | 2014-02-26 | 2014-02-26 | +1.17% | +1.67% | +0.00% | +5.27% | +14.88% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.99% | +1.44% | +2.80% | +6.50% | +4.65% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.56% | -1.49% | +7.10% | -0.51% | +20.12% |
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.