← positive_eps_streak (all companies) · LFUS (all signals) · all methodology
positive_eps_streak on LITTELFUSE INC /DE (LFUS)
SIC 3613 — Switchgear & Switchboard Apparatus · CIK 889331 · 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 LFUS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-13 | 2025-03-13 | +2.64% | +3.05% | -25.54% | +8.94% | +62.66% |
| FY2023 | 2024-02-16 | 2024-02-16 | -0.89% | -2.96% | -6.93% | +1.82% | +4.65% |
| FY2022 | 2023-02-16 | 2023-02-16 | -0.22% | -4.55% | -6.68% | -3.16% | -8.44% |
| FY2021 | 2022-02-17 | 2022-02-17 | +0.67% | +2.59% | +0.87% | +2.15% | +2.32% |
| FY2020 | 2021-02-18 | 2021-02-18 | +4.27% | -3.23% | -0.56% | -3.65% | -0.46% |
| FY2019 | 2020-02-21 | 2020-02-21 | -3.93% | -12.56% | -38.07% | -14.96% | +53.08% |
| FY2018 | 2019-02-22 | 2019-02-22 | +2.13% | +0.51% | -4.54% | -11.79% | -7.34% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.19% | -0.10% | -2.58% | +2.44% | -7.18% |
| FY2016 | 2017-02-27 | 2017-02-27 | -1.36% | -1.36% | -2.76% | -1.29% | +29.33% |
| FY2015 | 2016-03-01 | 2016-03-01 | +0.87% | -0.50% | +5.52% | -2.88% | +44.52% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.43% | -0.11% | +0.42% | +0.99% | +16.04% |
| FY2013 | 2014-07-23 | 2014-07-23 | -0.60% | -3.30% | +1.22% | -10.05% | +2.21% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.99% | +1.30% | +3.75% | +11.99% | +43.74% |
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.