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positive_eps_streak on Lamb Weston Holdings, Inc. (LW)
SIC 2030 — Canned, Frozen & Preservd Fruit, Veg & Food Specialties · CIK 1679273 · 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 LW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-07-23 | 2025-07-23 | +2.48% | +2.64% | -2.87% | +14.33% | — |
| FY2024 | 2024-07-24 | 2024-07-24 | -6.04% | +6.38% | +10.92% | +26.61% | +7.50% |
| FY2023 | 2023-07-25 | 2023-07-25 | -3.09% | -1.74% | -8.06% | -17.36% | -48.82% |
| FY2022 | 2022-07-27 | 2022-07-27 | +3.90% | +5.98% | +7.14% | +7.50% | +33.82% |
| FY2021 | 2021-07-27 | 2021-07-27 | +1.57% | +1.32% | +1.64% | -12.32% | +19.05% |
| FY2020 | 2020-07-28 | 2020-07-28 | -4.18% | -1.09% | +1.19% | +14.71% | +8.46% |
| FY2019 | 2019-07-25 | 2019-07-25 | -0.17% | +3.02% | +7.61% | +19.15% | +5.89% |
| FY2018 | 2018-07-26 | 2018-07-26 | -0.36% | +0.96% | -3.98% | +9.61% | -5.41% |
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.