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positive_eps_streak on SAFETY INSURANCE GROUP INC (SAFT)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 1172052 · 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 SAFT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.50% | -2.32% | -5.21% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.11% | +0.86% | +5.83% | +8.59% | +7.57% |
| FY2023 | 2024-02-28 | 2024-02-28 | +1.10% | -1.83% | +0.62% | -5.50% | -1.64% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.37% | -2.81% | -8.74% | -11.24% | +6.84% |
| FY2021 | 2022-02-28 | 2022-02-28 | -1.93% | +3.84% | +9.31% | +7.80% | +1.08% |
| FY2020 | 2021-02-26 | 2021-02-26 | +2.81% | +6.57% | +8.88% | +9.29% | +12.58% |
| FY2019 | 2020-02-28 | 2020-02-28 | +4.99% | +3.56% | -2.72% | -1.12% | +7.02% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.26% | -4.59% | -1.10% | +4.63% | -8.48% |
| FY2012 | 2013-03-18 | 2013-03-18 | -0.08% | +0.68% | -0.39% | +7.30% | +15.76% |
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.