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positive_eps_streak on LEVI STRAUSS & CO (LEVI)
SIC 2300 — Apparel & Other Finishd Prods of Fabrics & Similar Matl · CIK 94845 · 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 LEVI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-28 | 2026-01-28 | +0.34% | -0.88% | +10.94% | +10.37% | — |
| FY2024 | 2025-01-29 | 2025-01-29 | +4.20% | +6.08% | -2.61% | -9.71% | +13.13% |
| FY2023 | 2024-01-25 | 2024-01-25 | +1.27% | +6.22% | +16.28% | +36.23% | +19.81% |
| FY2019 | 2020-01-30 | 2020-01-30 | -0.56% | +0.20% | -13.63% | -32.93% | +0.84% |
| FY2018 | 2019-02-05 | 2019-03-21 | -1.29% | +1.25% | +6.16% | -2.59% | -48.25% |
| FY2017 | 2018-02-07 | 2019-03-21 | -1.29% | +1.25% | +6.16% | -2.59% | -48.25% |
| FY2016 | 2017-02-09 | 2019-03-21 | -1.29% | +1.25% | +6.16% | -2.59% | -48.25% |
| FY2015 | 2016-02-11 | 2019-03-21 | -1.29% | +1.25% | +6.16% | -2.59% | -48.25% |
| FY2014 | 2015-02-12 | 2019-03-21 | -1.29% | +1.25% | +6.16% | -2.59% | -48.25% |
| FY2013 | 2014-02-11 | 2019-03-21 | -1.29% | +1.25% | +6.16% | -2.59% | -48.25% |
| FY2012 | 2013-02-07 | 2019-03-21 | -1.29% | +1.25% | +6.16% | -2.59% | -48.25% |
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.