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positive_eps_streak on LATTICE SEMICONDUCTOR CORP (LSCC)

SIC 3674 — Semiconductors & Related Devices · CIK 855658 · 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 LSCC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-0.13%+0.03%-7.90%
FY20242025-02-142025-02-14+4.38%+2.83%-2.81%-13.26%+50.93%
FY20232024-02-162024-02-16-1.46%+2.53%+3.50%-2.43%-7.15%
FY20222023-02-172023-02-17-5.13%-3.96%+5.71%-5.34%-17.10%
FY20212022-02-232022-02-23+5.74%+9.21%+5.16%-14.30%+43.55%

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/855658/financials