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positive_eps_streak on LCI INDUSTRIES (LCII)

SIC 3714 — Motor Vehicle Parts & Accessories · CIK 763744 · 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 LCII

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-1.70%-2.82%-7.82%
FY20242025-02-212025-02-21+0.92%-1.41%-15.31%-12.04%+40.61%
FY20232024-02-232024-02-23+0.85%+3.88%-3.67%-7.24%-10.63%
FY20222023-02-242023-02-24+0.05%+0.57%-7.61%-2.12%+14.11%
FY20212022-02-252022-02-25+0.92%-2.90%-14.08%-10.78%-5.19%
FY20202021-02-262021-02-26+1.84%-4.66%-6.11%+1.55%-10.36%
FY20192020-02-272020-02-27-2.38%-7.43%-29.44%-3.25%+46.13%
FY20182019-02-272019-02-27-0.53%-2.93%-7.64%+7.69%+24.32%
FY20172018-02-282018-02-28-2.93%+1.46%-6.72%-19.41%-21.73%
FY20162017-02-282017-02-28+4.27%+2.64%-6.69%-15.57%+3.50%
FY20152016-02-292016-02-29+0.75%+2.94%+6.56%+26.68%+81.91%
FY20142015-03-022015-03-02+0.40%+0.02%+7.28%+7.25%+5.01%
FY20132014-02-282014-02-28-0.77%+5.95%+6.97%-0.81%+21.02%
FY20122013-03-122013-03-12+0.85%+0.52%-0.30%+3.74%+48.96%

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/763744/financials