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positive_eps_streak on LEGGETT & PLATT INC (LEG)
SIC 2510 — Household Furniture · CIK 58492 · 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 LEG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-24 | 2023-02-24 | +0.47% | +1.22% | -9.12% | -3.42% | -35.94% |
| FY2021 | 2022-02-22 | 2022-02-22 | -0.82% | -0.36% | +0.90% | +3.00% | -0.58% |
| FY2020 | 2021-02-24 | 2021-02-24 | -3.53% | +3.22% | -0.12% | +23.46% | -15.54% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.19% | -13.37% | -41.45% | -40.42% | -0.80% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.59% | -1.40% | -7.05% | -18.60% | -11.11% |
| FY2017 | 2018-02-22 | 2018-02-22 | +0.92% | -4.60% | +0.48% | -4.32% | +7.53% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.35% | +1.90% | +2.51% | +2.98% | -6.73% |
| FY2015 | 2016-02-25 | 2016-02-25 | +1.39% | +5.46% | +6.28% | +10.05% | +13.63% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.07% | +1.46% | +0.43% | +5.50% | +3.40% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.38% | +0.13% | +0.47% | +5.37% | +46.24% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.29% | +3.37% | +11.46% | +8.88% | +8.89% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.44% | -2.74% | +0.39% | -9.24% | +41.35% |
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.