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positive_eps_streak on WHITE MOUNTAINS INSURANCE GROUP LTD (WTM)
SIC 6331 — Fire, Marine & Casualty Insurance · CIK 776867 · 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 WTM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.06% | -2.47% | -2.96% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +1.47% | +2.19% | +2.92% | -2.24% | +19.83% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.43% | +3.43% | +1.79% | +12.19% | +16.39% |
| FY2016 | 2017-02-27 | 2017-02-27 | +0.05% | -0.88% | -5.13% | -6.93% | -14.01% |
| FY2015 | 2016-02-29 | 2016-02-29 | +1.04% | +0.37% | +4.18% | +5.89% | +22.24% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.43% | -0.17% | +2.68% | -3.62% | +15.12% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.27% | +0.42% | +2.42% | +1.82% | +15.80% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.33% | -1.20% | +0.56% | +7.89% | +2.15% |
| FY2011 | 2012-02-28 | 2012-02-28 | +0.03% | +0.05% | +1.50% | +4.83% | +14.50% |
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.