← positive_eps_streak (all companies) · LAD (all signals) · all methodology

positive_eps_streak on LITHIA MOTORS INC (LAD)

SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 1023128 · 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 LAD

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25+0.69%-2.22%-8.87%
FY20242025-02-242025-02-24-0.53%-6.53%-7.90%-8.03%-19.09%
FY20232024-02-232024-02-23-0.37%+3.88%+3.72%-7.18%+20.51%
FY20222023-02-242023-02-24+0.93%+2.37%-16.84%-9.45%+15.54%
FY20212022-02-182022-02-18-3.60%+5.63%+3.67%-3.92%-19.70%
FY20202021-02-192021-02-19-2.61%-1.77%+3.95%-3.67%-15.30%
FY20192020-02-282020-02-28+1.00%-6.20%-29.74%+2.75%+220.84%
FY20182019-02-252019-02-25+1.50%-1.83%-2.01%+31.74%+44.87%
FY20172018-02-232018-02-23-0.40%-7.12%-9.51%-11.10%-18.15%
FY20162017-02-282017-02-28+0.26%-1.59%-8.72%-4.70%+9.75%
FY20152016-02-262016-02-26-1.08%+3.31%-6.59%-16.81%+6.68%
FY20142015-03-022015-03-02-2.16%-5.55%+4.13%+12.91%+0.66%
FY20132014-02-212014-02-21+0.03%+4.84%+11.76%+23.78%+48.80%
FY20122013-02-222013-02-22-2.91%+2.36%+10.47%+27.48%+46.65%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1023128/financials