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positive_eps_streak on L3HARRIS TECHNOLOGIES, INC. /DE/ (LHX)

SIC 3812 — Search, Detection, Navigation, Guidance, Aeronautical Sys · CIK 202058 · 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 LHX

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+1.65%+4.78%+5.98%
FY20242025-02-142025-02-14-0.97%+1.13%+8.37%+11.11%+81.60%
FY20232024-02-202024-02-20+0.93%-0.04%+0.35%+5.41%-4.13%
FY20222023-02-242023-02-24+0.26%+1.91%-7.59%-10.91%+3.26%
FY20212022-02-252022-02-25+8.05%+14.29%+10.91%+0.58%-7.82%
FY20202021-03-012021-03-01+0.75%+3.48%+10.46%+17.92%+39.29%
FY20192019-08-222019-08-22-2.07%-0.00%-0.27%-4.72%-14.93%
FY20182018-08-272018-08-27+0.11%-1.28%+0.62%-10.56%+31.16%
FY20172017-08-292017-08-29+0.68%+1.00%+8.61%+18.32%+37.72%
FY20162016-08-292016-08-29+0.12%+1.27%-0.56%+13.55%+33.89%
FY20152015-08-312015-08-31-2.84%+0.21%-6.88%+8.70%+23.81%
FY20142014-08-252014-08-25+0.42%+0.24%-3.52%+1.34%+6.83%
FY20132013-08-262013-08-26-2.39%+0.95%+2.49%+13.14%+27.88%
FY20122012-08-272012-08-27+0.55%-0.47%+9.41%+1.19%+23.95%
FY20112011-08-292011-08-29+0.88%-3.56%-6.51%-11.76%+22.96%

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/202058/financials