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positive_eps_streak on LEE ENTERPRISES, Inc (LEE)
SIC 2711 — Newspapers: Publishing or Publishing & Printing · CIK 58361 · 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 LEE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-12-13 | 2019-12-13 | -3.09% | -24.69% | -22.84% | -37.65% | -27.16% |
| FY2018 | 2018-12-14 | 2018-12-14 | -0.52% | +6.19% | +27.32% | +78.87% | -19.07% |
| FY2017 | 2017-12-08 | 2017-12-08 | +0.00% | +4.35% | +4.35% | +2.17% | -10.00% |
| FY2016 | 2016-12-09 | 2016-12-09 | -10.45% | -10.45% | -7.46% | -25.37% | -31.34% |
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.