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positive_eps_streak on SELECTIVE INSURANCE GROUP INC (SIGI)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 230557 · 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 SIGI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-09 | 2026-02-09 | +0.72% | -1.84% | -12.73% | — | — |
| FY2024 | 2025-02-10 | 2025-02-10 | -0.28% | -1.71% | -0.34% | +6.83% | +7.14% |
| FY2023 | 2024-02-09 | 2024-02-09 | +2.86% | +4.01% | +4.98% | +0.19% | -16.27% |
| FY2022 | 2023-02-10 | 2023-02-10 | +0.94% | +2.66% | -7.47% | +2.89% | +2.95% |
| FY2021 | 2022-02-11 | 2022-02-11 | -0.56% | +2.89% | +11.68% | +1.01% | +33.02% |
| FY2020 | 2021-02-12 | 2021-02-12 | -2.50% | +0.99% | +14.07% | +12.17% | +14.33% |
| FY2019 | 2020-02-12 | 2020-02-12 | +1.92% | -3.53% | -31.18% | -29.81% | +1.96% |
| FY2018 | 2019-02-15 | 2019-02-15 | +0.02% | +0.08% | -3.87% | +6.71% | +4.14% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.94% | -1.80% | -0.09% | -2.26% | +14.30% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.34% | +3.75% | +7.17% | +12.88% | +33.41% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.03% | +0.26% | +4.04% | +3.42% | +31.34% |
| FY2014 | 2015-02-26 | 2015-02-26 | -1.45% | -2.61% | +4.56% | -2.72% | +25.90% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.35% | +1.13% | -1.43% | +5.69% | +21.71% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.98% | -0.04% | +5.03% | +10.32% | +6.73% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.89% | -5.58% | -1.34% | -4.53% | +27.34% |
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.