← positive_eps_streak (all companies) · LDOS (all signals) · all methodology
positive_eps_streak on Leidos Holdings, Inc. (LDOS)
SIC 7373 — Services-Computer Integrated Systems Design · CIK 1336920 · 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 LDOS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | +6.19% | +7.80% | +4.87% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -0.55% | -4.43% | -2.91% | +12.77% | +25.86% |
| FY2023 | 2024-02-13 | 2024-02-13 | +0.18% | +2.20% | +5.60% | +21.43% | +10.23% |
| FY2022 | 2023-02-14 | 2023-02-14 | +2.82% | +5.13% | -2.71% | -17.50% | +30.28% |
| FY2021 | 2022-02-15 | 2022-02-15 | +4.99% | +7.75% | +21.21% | +19.44% | +19.38% |
| FY2020 | 2021-02-23 | 2021-02-23 | -3.35% | -3.71% | +1.14% | +9.57% | -1.60% |
| FY2019 | 2020-02-18 | 2020-02-18 | -2.35% | -11.42% | -33.69% | -22.18% | -13.15% |
| FY2018 | 2019-02-19 | 2019-02-19 | -1.01% | +1.99% | +2.10% | +21.06% | +96.38% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.87% | -1.26% | -0.77% | -6.30% | -1.53% |
| FY2013 | 2014-03-27 | 2014-03-27 | -1.59% | +4.69% | +5.60% | +10.47% | +24.39% |
| FY2012 | 2013-03-27 | 2013-03-27 | +1.73% | +1.73% | +11.69% | +6.10% | +18.34% |
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.