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positive_eps_streak on LOWES COMPANIES INC (LOW)

SIC 5211 — Retail-Lumber & Other Building Materials Dealers · CIK 60667 · 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 LOW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-232026-03-23+0.08%-0.71%+7.23%
FY20242025-03-242025-03-24-0.94%+0.15%-5.93%-8.99%+3.46%
FY20232024-03-252024-03-25-1.02%-3.76%-7.61%-9.99%-6.92%
FY20222023-03-272023-03-27-0.20%+7.06%+8.60%+13.31%+35.72%
FY20212022-03-212022-03-21+0.38%-6.07%-10.43%-21.03%-14.11%
FY20202021-03-222021-03-22-0.82%+3.70%+11.81%+2.67%+26.90%
FY20192020-03-232020-03-23+14.01%+30.84%+37.40%+101.24%+170.52%
FY20182019-04-022019-04-02+1.84%+2.94%+1.15%-9.21%-25.42%
FY20172018-04-022018-04-02+1.02%+0.77%-2.08%+15.39%+32.50%
FY20162017-04-042017-04-04+0.04%+1.01%+5.27%-5.72%+10.83%
FY20152016-03-292016-03-29+0.46%+0.26%+1.23%+3.92%+10.84%
FY20142015-03-312015-03-31+0.00%+0.56%-5.01%-6.06%+3.39%
FY20132014-03-312014-03-31+1.08%-4.36%-4.68%-4.13%+54.66%
FY20122013-04-022013-04-02-0.39%+2.24%+1.48%+7.05%+32.08%
FY20112012-04-102012-04-10+2.28%+5.77%+1.57%-8.66%+30.90%

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/60667/financials