← positive_eps_streak (all companies) · UFCS (all signals) · all methodology
positive_eps_streak on UNITED FIRE GROUP INC (UFCS)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 101199 · 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 UFCS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-28 | 2020-02-28 | +6.96% | -0.63% | -18.30% | -25.98% | -16.71% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.82% | -5.31% | -9.70% | -2.24% | -19.60% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.34% | +4.71% | +8.63% | +20.68% | +19.79% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.70% | +2.08% | +0.92% | +1.49% | +7.36% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.47% | +0.90% | +4.89% | +0.71% | +5.30% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.42% | -1.49% | +10.21% | +6.53% | +47.06% |
| FY2013 | 2014-03-05 | 2014-03-05 | -1.30% | -2.40% | +2.54% | -6.77% | -2.79% |
| FY2012 | 2013-03-04 | 2013-03-04 | +0.88% | +0.64% | +8.48% | +13.03% | +24.50% |
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.