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positive_eps_streak on lululemon athletica inc. (LULU)
SIC 2300 — Apparel & Other Finishd Prods of Fabrics & Similar Matl · CIK 1397187 · 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 LULU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-17 | 2026-03-17 | +3.84% | +1.05% | +2.18% | — | — |
| FY2024 | 2025-03-27 | 2025-03-27 | -14.19% | -25.15% | -21.56% | -31.80% | -57.30% |
| FY2023 | 2024-03-21 | 2024-03-21 | -15.80% | -18.42% | -26.39% | -34.65% | -29.55% |
| FY2022 | 2023-03-28 | 2023-03-28 | +12.72% | +14.51% | +16.43% | +16.84% | +21.96% |
| FY2021 | 2022-03-29 | 2022-03-29 | +9.58% | +10.18% | +2.92% | -14.71% | +4.11% |
| FY2020 | 2021-03-30 | 2021-03-30 | -3.27% | -3.48% | +6.61% | +14.13% | +8.48% |
| FY2019 | 2020-03-26 | 2020-03-26 | -5.96% | -7.62% | +6.85% | +51.74% | +56.37% |
| FY2018 | 2019-03-27 | 2019-03-27 | +14.13% | +13.22% | +20.77% | +23.89% | +36.78% |
| FY2017 | 2018-03-27 | 2018-03-27 | +9.21% | +12.11% | +24.32% | +62.25% | +112.86% |
| FY2016 | 2017-03-29 | 2017-03-29 | -23.44% | -25.44% | -20.41% | -16.49% | +34.42% |
| FY2015 | 2016-03-30 | 2016-03-30 | -0.13% | -3.04% | -3.19% | +5.93% | -2.21% |
| FY2014 | 2015-03-26 | 2015-03-26 | +0.55% | -0.97% | +4.64% | +3.70% | -5.39% |
| FY2013 | 2014-03-27 | 2014-03-27 | +1.35% | +5.74% | -11.13% | -19.43% | +25.62% |
| FY2012 | 2013-03-21 | 2013-03-21 | -3.63% | -3.63% | +5.69% | +0.40% | -26.38% |
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.