← positive_eps_streak (all companies) · LNC (all signals) · all methodology
positive_eps_streak on LINCOLN NATIONAL CORP (LNC)
SIC 6311 — Life Insurance · CIK 59558 · 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 LNC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-30 | 2023-03-30 | +2.93% | -4.00% | +1.72% | +16.04% | +53.42% |
| FY2021 | 2022-02-17 | 2022-02-17 | -0.95% | -1.69% | -6.07% | -23.49% | -53.11% |
| FY2020 | 2021-02-18 | 2021-02-18 | +3.77% | +6.82% | +20.40% | +32.47% | +40.90% |
| FY2019 | 2020-02-20 | 2020-02-20 | -2.06% | -21.79% | -68.51% | -45.67% | -4.94% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.13% | +0.61% | -4.01% | +4.14% | -0.07% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.29% | -4.09% | -4.45% | -10.02% | -15.96% |
| FY2016 | 2017-02-23 | 2017-02-23 | -1.21% | -1.49% | -10.98% | -8.42% | +10.67% |
| FY2015 | 2016-02-25 | 2016-02-25 | +3.05% | +9.34% | +7.88% | +23.30% | +99.04% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.81% | +0.38% | -1.89% | +1.22% | -34.38% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.86% | +1.92% | +3.27% | -3.79% | +17.76% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.38% | +10.74% | +8.19% | +18.71% | +69.24% |
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.