← positive_eps_streak (all companies) · LRCX (all signals) · all methodology
positive_eps_streak on LAM RESEARCH CORP (LRCX)
SIC 3559 — Special Industry Machinery, NEC · CIK 707549 · 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 LRCX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-11 | 2025-08-11 | +3.22% | -3.06% | +3.50% | +53.03% | — |
| FY2024 | 2024-08-29 | 2024-08-29 | +2.97% | -7.96% | +4.05% | -8.62% | +24.02% |
| FY2023 | 2023-08-15 | 2023-08-15 | -1.45% | +1.68% | +0.74% | -0.96% | +37.05% |
| FY2022 | 2022-08-24 | 2022-08-24 | +3.28% | -5.42% | -16.13% | -0.01% | +44.61% |
| FY2021 | 2021-08-17 | 2021-08-17 | -1.64% | +1.14% | +5.61% | +4.88% | -13.10% |
| FY2020 | 2020-08-18 | 2020-08-18 | -0.64% | -5.89% | -18.15% | +13.64% | +53.70% |
| FY2019 | 2019-08-20 | 2019-08-20 | +0.59% | -3.38% | +14.94% | +32.44% | +83.51% |
| FY2018 | 2018-08-14 | 2018-08-14 | -2.18% | -1.30% | -14.30% | -13.55% | +15.51% |
| FY2017 | 2017-08-15 | 2017-08-15 | +1.88% | +2.25% | +7.34% | +32.20% | +9.33% |
| FY2016 | 2016-08-17 | 2016-08-17 | +0.80% | +2.75% | +3.83% | +6.74% | +78.18% |
| FY2015 | 2015-08-13 | 2015-08-13 | +0.97% | -1.37% | +0.17% | +7.24% | +25.81% |
| FY2014 | 2014-08-26 | 2014-08-26 | +0.39% | +1.28% | +6.69% | +10.87% | +0.71% |
| FY2013 | 2013-08-27 | 2013-08-27 | +0.02% | +6.64% | +12.07% | +7.24% | +54.06% |
| FY2012 | 2012-08-22 | 2012-08-22 | -1.26% | -2.40% | -6.72% | -0.89% | +36.87% |
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.