← positive_eps_streak (all companies) · LMNR (all signals) · all methodology
positive_eps_streak on Limoneira CO (LMNR)
SIC 100 — Agricultural Production-Crops · CIK 1342423 · 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 LMNR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-01-14 | 2019-01-14 | +2.78% | +0.32% | +6.39% | +12.72% | -3.90% |
| FY2017 | 2018-01-08 | 2018-01-08 | -10.32% | -12.59% | -17.15% | -2.25% | -8.62% |
| FY2016 | 2017-01-10 | 2017-01-10 | -1.47% | -15.46% | -19.35% | -5.25% | +1.69% |
| FY2015 | 2016-01-11 | 2016-01-11 | +3.65% | -16.15% | -18.54% | +4.91% | +49.83% |
| FY2014 | 2015-01-12 | 2015-01-12 | -6.55% | -10.50% | -13.23% | -2.14% | -35.31% |
| FY2013 | 2014-01-14 | 2014-01-14 | -3.74% | -5.99% | -13.51% | -9.00% | -9.43% |
| FY2012 | 2013-01-14 | 2013-01-14 | -6.94% | -0.50% | -8.44% | -12.01% | +11.91% |
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.