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positive_eps_streak on LGI Homes, Inc. (LGIH)

SIC 1531 — Operative Builders · CIK 1580670 · 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 LGIH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-4.09%-6.42%-38.26%
FY20242025-02-262025-02-26-2.89%-4.39%-8.01%-31.84%-31.55%
FY20232024-02-202024-02-20-1.52%-4.36%-5.71%-7.83%-33.13%
FY20222023-02-212023-02-21-0.26%-0.33%+2.95%+16.94%+8.32%
FY20212022-02-152022-02-15-1.20%-10.54%-7.19%-27.02%-9.75%
FY20202021-02-252021-02-25+3.56%+15.39%+37.23%+55.94%+14.06%
FY20192020-02-252020-02-25-2.84%+5.01%-38.26%+0.86%+45.26%
FY20182019-02-262019-02-26+1.11%-0.58%+3.61%+18.49%+32.48%
FY20172018-02-272018-02-27-9.89%-3.39%+11.77%-5.53%-5.89%
FY20162017-03-072017-03-07+0.83%-4.52%+3.88%+1.44%+89.94%
FY20152016-03-092016-03-09-2.83%-8.23%+11.93%+16.08%+34.00%
FY20142015-03-132015-03-13+0.69%+2.06%+16.31%+22.41%+53.46%

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/1580670/financials