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positive_eps_streak on LENNOX INTERNATIONAL INC (LII)
SIC 3585 — Air-Cond & Warm Air Heatg Equip & Comm & Indl Refrig Equip · CIK 1069202 · 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 LII
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | -2.05% | -1.27% | -13.89% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | +1.06% | +8.10% | -5.43% | -4.11% | -6.38% |
| FY2023 | 2024-02-13 | 2024-02-13 | +3.32% | +3.72% | +8.79% | +13.23% | +45.01% |
| FY2022 | 2023-02-21 | 2023-02-21 | -0.25% | +0.21% | -1.93% | +13.22% | +81.99% |
| FY2021 | 2022-02-15 | 2022-02-15 | -1.21% | -6.03% | +1.63% | -17.57% | +2.42% |
| FY2020 | 2021-02-16 | 2021-02-16 | +0.88% | -0.92% | +4.07% | +15.75% | -8.72% |
| FY2019 | 2020-02-18 | 2020-02-18 | +0.00% | +0.01% | -20.91% | -27.12% | +20.94% |
| FY2018 | 2019-02-19 | 2019-02-19 | +0.75% | -0.50% | +2.49% | +11.92% | +0.89% |
| FY2017 | 2018-02-16 | 2018-02-16 | -1.25% | +2.10% | +1.48% | -2.97% | +22.23% |
| FY2016 | 2017-02-21 | 2017-02-21 | -0.64% | -0.28% | +2.16% | +4.03% | +24.04% |
| FY2015 | 2016-02-16 | 2016-02-16 | +2.71% | +3.06% | +10.96% | +14.32% | +35.27% |
| FY2014 | 2015-02-17 | 2015-02-17 | +0.58% | +0.99% | +3.17% | +7.07% | +18.82% |
| FY2013 | 2014-02-13 | 2014-02-13 | +0.05% | +1.23% | +3.67% | -2.94% | +19.57% |
| FY2012 | 2013-02-15 | 2013-02-15 | -0.62% | -4.23% | +7.29% | +9.00% | +51.38% |
| FY2011 | 2012-02-16 | 2012-02-16 | +0.53% | -1.59% | +5.98% | +8.61% | +48.77% |
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.