← positive_eps_streak (all companies) · THG (all signals) · all methodology
positive_eps_streak on HANOVER INSURANCE GROUP, INC. (THG)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 944695 · 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 THG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -1.14% | +2.68% | -3.50% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | +1.74% | +8.77% | +9.07% | +6.99% | +13.05% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.76% | -2.28% | -4.60% | +2.91% | +23.33% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.71% | -1.62% | -12.73% | -14.58% | -1.37% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.35% | +1.38% | +6.50% | +2.62% | +0.82% |
| FY2020 | 2021-02-24 | 2021-02-24 | -1.65% | +1.80% | +8.67% | +18.00% | +17.88% |
| FY2019 | 2020-02-24 | 2020-02-24 | -2.93% | -7.27% | -37.28% | -33.32% | -10.64% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.74% | +1.07% | -3.41% | +2.79% | +17.18% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.41% | +1.36% | +2.98% | +9.13% | +14.17% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.55% | -0.19% | -0.61% | -8.93% | +21.68% |
| FY2015 | 2016-02-25 | 2016-02-25 | -1.39% | +0.61% | +1.48% | +2.93% | +9.80% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.27% | -0.57% | +2.06% | +1.11% | +20.09% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.31% | +1.22% | +4.40% | +3.85% | +24.73% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.68% | +1.15% | +11.72% | +19.31% | +40.82% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.17% | -2.30% | +2.14% | -2.89% | +7.79% |
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.