← positive_eps_streak (all companies) · WRB (all signals) · all methodology
positive_eps_streak on BERKLEY W R CORP (WRB)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 11544 · 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 WRB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.15% | -2.48% | -9.71% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | +0.82% | +2.41% | +3.00% | +18.19% | +18.10% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.16% | -2.94% | +1.21% | -7.66% | +10.61% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.09% | +1.79% | -9.39% | -11.89% | +30.70% |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.04% | +3.10% | +11.98% | +13.94% | +15.79% |
| FY2020 | 2021-02-18 | 2021-02-18 | +1.13% | +3.96% | +13.96% | +20.11% | +39.16% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.74% | -10.35% | -37.83% | -38.75% | -12.39% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.99% | +2.17% | +1.37% | +12.66% | +43.54% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.51% | -1.19% | +1.91% | +12.27% | +22.39% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.56% | +0.17% | +0.04% | -4.14% | -1.50% |
| FY2015 | 2016-02-22 | 2016-02-22 | -0.90% | -1.21% | +4.50% | +6.46% | +39.31% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.68% | +0.64% | +1.02% | -1.75% | +4.11% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.19% | -1.26% | -0.46% | +7.68% | +25.43% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.22% | +1.30% | +7.14% | -0.88% | +0.29% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.31% | -2.98% | +1.09% | +8.25% | +20.14% |
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.