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positive_eps_streak on RLI CORP (RLI)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 84246 · 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 RLI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -1.38% | +2.38% | -4.54% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.42% | +2.28% | +2.40% | +2.38% | -14.60% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.40% | -0.09% | +0.05% | +0.37% | +5.29% |
| FY2022 | 2023-02-24 | 2023-02-24 | +1.63% | +3.34% | -1.03% | -1.06% | +15.01% |
| FY2021 | 2022-02-18 | 2022-02-18 | +2.12% | +2.94% | +12.32% | +21.39% | +41.96% |
| FY2020 | 2021-02-19 | 2021-02-19 | +1.68% | +1.42% | +9.02% | +5.72% | -1.91% |
| FY2019 | 2020-02-21 | 2020-02-21 | -1.92% | -11.55% | -18.97% | -19.55% | +17.44% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.46% | -1.08% | -2.90% | +18.92% | +27.94% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.29% | +1.11% | +0.75% | +11.24% | +18.62% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.14% | -2.17% | -0.68% | -6.05% | +9.67% |
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.