← positive_eps_streak (all companies) · TRV (all signals) · all methodology
positive_eps_streak on TRAVELERS COMPANIES, INC. (TRV)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 86312 · 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 TRV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | -1.08% | +2.52% | +2.07% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | -1.94% | -1.23% | +7.81% | +10.76% | +25.14% |
| FY2023 | 2024-02-15 | 2024-02-15 | -0.68% | +0.89% | +1.33% | -0.66% | +12.66% |
| FY2022 | 2023-02-16 | 2023-02-16 | +1.47% | +1.24% | -9.38% | +0.39% | +22.99% |
| FY2021 | 2022-02-17 | 2022-02-17 | +0.02% | +1.67% | +6.25% | +2.83% | +10.92% |
| FY2020 | 2021-02-11 | 2021-02-11 | -0.26% | -0.29% | +8.06% | +11.08% | +20.49% |
| FY2019 | 2020-02-13 | 2020-02-13 | +0.64% | -1.26% | -20.98% | -29.76% | +9.56% |
| FY2018 | 2019-02-14 | 2019-02-14 | +1.43% | +3.22% | +6.33% | +13.65% | +11.04% |
| FY2017 | 2018-02-15 | 2018-02-15 | +0.20% | -0.81% | +0.84% | -7.24% | -6.21% |
| FY2016 | 2017-02-16 | 2017-02-16 | +0.13% | +0.39% | +1.67% | -0.72% | +18.58% |
| FY2015 | 2016-02-11 | 2016-02-11 | +3.58% | +4.16% | +10.12% | +7.38% | +18.04% |
| FY2014 | 2015-02-12 | 2015-02-12 | -0.04% | -0.20% | -0.71% | -4.90% | +1.80% |
| FY2013 | 2014-02-13 | 2014-02-13 | +1.38% | +1.10% | +0.33% | +11.71% | +33.32% |
| FY2012 | 2013-02-19 | 2013-02-19 | -0.61% | -0.69% | +3.80% | +9.53% | +6.73% |
| FY2011 | 2012-02-16 | 2012-02-16 | +0.69% | -1.41% | +0.32% | +9.27% | +38.63% |
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.