← positive_eps_streak (all companies) · LPLA (all signals) · all methodology
positive_eps_streak on LPL Financial Holdings Inc. (LPLA)
SIC 6200 — Security & Commodity Brokers, Dealers, Exchanges & Services · CIK 1397911 · 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 LPLA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | +1.59% | +0.70% | -1.09% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.93% | -4.69% | -11.78% | +1.46% | -19.65% |
| FY2023 | 2024-02-21 | 2024-02-21 | +2.40% | +4.63% | +4.94% | +4.42% | +46.59% |
| FY2022 | 2023-02-23 | 2023-02-23 | +1.81% | +5.21% | -15.96% | -18.26% | +10.92% |
| FY2021 | 2022-02-22 | 2022-02-22 | -1.46% | -9.02% | +2.75% | -4.95% | +34.34% |
| FY2020 | 2021-02-23 | 2021-02-23 | -0.01% | -0.60% | +1.41% | +8.28% | +35.07% |
| FY2019 | 2020-02-21 | 2020-02-21 | -7.69% | -16.21% | -52.53% | -27.55% | +43.73% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.78% | -1.55% | -10.53% | +10.24% | +9.26% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.41% | -1.41% | -8.42% | +11.03% | +17.44% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.07% | +2.50% | +1.35% | +3.10% | +72.53% |
| FY2015 | 2016-02-25 | 2016-02-25 | +2.72% | +7.48% | +23.90% | +30.31% | +104.93% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.42% | -1.27% | +2.29% | -5.11% | -55.38% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.24% | +0.95% | +0.80% | -9.73% | -14.12% |
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.