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positive_eps_streak on REINSURANCE GROUP OF AMERICA INC (RGA)
SIC 6311 — Life Insurance · CIK 898174 · 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 RGA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -3.26% | -3.64% | -11.56% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +5.28% | +7.03% | +1.31% | +11.21% | +17.47% |
| FY2023 | 2024-02-26 | 2024-02-26 | +1.78% | +3.06% | +11.05% | +22.30% | +18.52% |
| FY2022 | 2023-02-24 | 2023-02-24 | -1.57% | +0.31% | -12.78% | +2.62% | +22.55% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.96% | -8.92% | -1.92% | +8.33% | +30.82% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.03% | +2.63% | +5.47% | +1.82% | -5.18% |
| FY2019 | 2020-02-27 | 2020-02-27 | -5.07% | -5.43% | -38.48% | -29.41% | -2.24% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.64% | +0.51% | -2.02% | +4.32% | -8.87% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.15% | +0.46% | -1.34% | -2.82% | -5.64% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.68% | -1.20% | -3.32% | -4.03% | +19.84% |
| FY2015 | 2016-02-29 | 2016-02-29 | +2.92% | +4.38% | +6.39% | +8.90% | +46.53% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.04% | +0.40% | +3.59% | +4.46% | +4.30% |
| FY2013 | 2014-02-27 | 2014-02-27 | +1.60% | +3.02% | +3.66% | +2.86% | +19.72% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.43% | +4.14% | +2.63% | +13.27% | +34.91% |
| FY2011 | 2012-02-29 | 2012-02-29 | -0.76% | -4.07% | +3.80% | -12.39% | +1.80% |
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.