← positive_eps_streak (all companies) · LMT (all signals) · all methodology
positive_eps_streak on LOCKHEED MARTIN CORP (LMT)
SIC 3760 — Guided Missiles & Space Vehicles & Parts · CIK 936468 · 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 LMT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-29 | 2026-01-29 | +1.88% | -2.14% | +5.71% | — | — |
| FY2024 | 2025-01-28 | 2025-01-28 | -0.68% | -0.82% | -3.49% | +2.80% | +40.09% |
| FY2023 | 2024-01-23 | 2024-01-23 | -1.82% | -1.82% | -2.76% | +4.50% | +15.99% |
| FY2022 | 2023-01-26 | 2023-01-26 | -0.05% | -0.57% | +4.48% | +5.25% | -4.39% |
| FY2021 | 2022-01-25 | 2022-01-25 | +1.05% | -0.04% | +0.45% | +14.31% | +21.88% |
| FY2020 | 2021-01-28 | 2021-01-28 | -1.86% | +2.84% | +1.48% | +14.30% | +22.24% |
| FY2019 | 2020-02-07 | 2020-02-07 | +0.13% | -0.30% | -19.34% | -10.57% | -21.10% |
| FY2018 | 2019-02-08 | 2019-02-08 | -0.48% | +1.90% | +1.69% | +10.54% | +49.62% |
| FY2017 | 2018-02-16 | 2018-02-16 | -0.51% | -0.51% | -6.49% | -10.81% | -12.60% |
| FY2016 | 2017-02-09 | 2017-02-09 | +0.91% | +2.76% | +4.77% | +6.27% | +35.64% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.57% | +1.02% | +2.91% | +11.11% | +25.73% |
| FY2014 | 2015-02-09 | 2015-02-09 | +1.37% | +2.36% | +3.12% | -2.49% | +15.29% |
| FY2013 | 2014-02-14 | 2014-02-14 | -0.12% | +2.00% | +1.56% | +3.77% | +25.25% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.19% | +0.90% | +9.68% | +21.66% | +91.53% |
| FY2011 | 2012-02-23 | 2012-02-23 | +1.40% | +1.22% | +2.40% | -5.18% | +3.59% |
| FY2010 | 2011-02-25 | 2011-02-25 | -1.19% | -0.32% | +0.32% | -1.10% | +15.33% |
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.