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positive_eps_streak on LAKELAND INDUSTRIES INC (LAKE)

SIC 3842 — Orthopedic, Prosthetic & Surgical Appliances & Supplies · CIK 798081 · 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 LAKE

FYFiling dateEvent date1d5d20d60d252d
FY20242024-04-112024-04-11+0.06%-2.32%+5.30%+32.67%-4.51%
FY20232023-04-182023-04-18-2.99%-6.69%-14.09%+18.33%+30.23%
FY20222022-04-212022-04-21-0.87%-5.13%-4.20%-5.94%-30.11%
FY20212021-04-162021-04-16+2.30%+6.25%-4.90%-14.84%-32.27%
FY20192020-04-152020-04-15-3.43%-9.48%-25.17%+40.99%+64.53%
FY20182019-04-162019-04-16+1.63%-2.61%+4.41%-9.80%+35.59%
FY20172018-04-162018-04-16+1.16%-1.38%+4.80%-1.02%-10.84%

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/798081/financials