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positive_eps_streak on LENNAR CORP /NEW/ (LEN)
SIC 1520 — General Bldg Contractors - Residential Bldgs · CIK 920760 · 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 LEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-28 | 2026-01-28 | +0.40% | +4.51% | +1.54% | -14.28% | — |
| FY2024 | 2025-01-23 | 2025-01-23 | -1.60% | +0.93% | -10.03% | -22.61% | -16.39% |
| FY2023 | 2024-01-26 | 2024-01-26 | +0.80% | +3.79% | +3.88% | +5.28% | -6.72% |
| FY2022 | 2023-01-26 | 2023-01-26 | +0.59% | +8.06% | -4.18% | +12.11% | +51.48% |
| FY2021 | 2022-01-28 | 2022-01-28 | +2.88% | -3.34% | -3.79% | -16.94% | +11.64% |
| FY2020 | 2021-01-22 | 2021-01-22 | +2.42% | -1.45% | +0.72% | +18.93% | +13.82% |
| FY2019 | 2020-01-27 | 2020-01-27 | +0.73% | -0.94% | -1.25% | -38.80% | +28.82% |
| FY2018 | 2019-01-28 | 2019-01-28 | +3.21% | +4.85% | +11.10% | +18.31% | +52.88% |
| FY2017 | 2018-01-25 | 2018-01-25 | -0.95% | -8.22% | -13.77% | -20.46% | -34.76% |
| FY2016 | 2017-01-20 | 2017-01-20 | -0.23% | +4.51% | +6.04% | +19.67% | +66.88% |
| FY2015 | 2016-01-22 | 2016-01-22 | -3.81% | -0.04% | -3.15% | +12.22% | +4.03% |
| FY2014 | 2015-01-23 | 2015-01-23 | +2.65% | +2.79% | +13.98% | +12.56% | -6.85% |
| FY2013 | 2014-01-28 | 2014-01-28 | +1.25% | +3.45% | +13.66% | +2.68% | +16.40% |
| FY2012 | 2013-08-01 | 2013-08-01 | +2.09% | -4.88% | -4.06% | +8.92% | +6.81% |
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.