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positive_eps_streak on LABCORP HOLDINGS INC. (LH)

SIC 8071 — Services-Medical Laboratories · CIK 920148 · 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 LH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24-1.51%-1.19%-7.08%
FY20242025-02-252025-02-25-0.32%+1.85%-7.02%-4.29%+15.00%
FY20232024-02-262024-02-26+0.10%+1.68%-0.80%-4.70%+16.46%
FY20222023-02-282023-02-28-0.62%-3.28%-7.80%-9.60%+6.37%
FY20212022-02-252022-02-25-1.94%-2.71%-0.97%-9.54%-12.47%
FY20202021-02-252021-02-25+1.43%-0.69%+5.05%+13.73%+14.87%
FY20192020-02-282020-02-28+6.98%+2.29%-26.74%-4.05%+37.46%
FY20182019-02-282019-02-28+0.33%-1.64%+1.61%+12.52%+18.52%
FY20172018-02-272018-02-27-1.51%-1.49%-7.19%+0.13%-15.46%
FY20162017-02-272017-02-27-0.39%-0.27%-0.20%-2.18%+22.77%
FY20152016-03-012016-03-01-1.18%-0.77%+6.00%+14.75%+28.39%
FY20142015-02-262015-02-26-1.19%-0.99%+1.04%-2.48%-10.83%
FY20132014-02-252014-02-25-0.09%-0.08%+1.70%+7.69%+31.43%
FY20122013-02-262013-02-26+0.58%+1.93%+0.73%+12.78%+5.15%
FY20112012-02-242012-02-24+0.92%+0.27%+0.44%-4.06%-0.09%
FY20102011-03-072011-03-07+1.14%-1.62%+2.67%+8.65%-2.55%

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/920148/financials