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positive_eps_streak on LIFECORE BIOMEDICAL, INC. \DE\ (LFCR)

SIC 2834 — Pharmaceutical Preparations · CIK 1005286 · 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 LFCR

FYFiling dateEvent date1d5d20d60d252d
FY20192019-08-012019-08-01-3.85%+4.40%+0.82%-14.65%-13.55%
FY20152015-07-312015-07-31-1.12%-1.95%-0.82%-9.74%-12.43%
FY20142014-08-012014-08-01-0.33%-0.98%+7.01%-3.02%+7.58%
FY20132013-08-072013-08-07+0.61%-5.72%-10.97%-20.23%-17.57%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1005286/financials