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positive_eps_streak on Lifeway Foods, Inc. (LWAY)
SIC 2020 — Dairy Products · CIK 814586 · 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 LWAY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-17 | 2026-03-17 | -3.80% | -6.04% | +27.89% | — | — |
| FY2024 | 2025-03-14 | 2025-03-14 | +14.96% | +18.89% | +15.75% | +24.63% | -4.19% |
| FY2023 | 2024-03-20 | 2024-03-20 | +8.69% | +42.34% | +40.80% | -10.24% | +76.51% |
| FY2022 | 2023-03-27 | 2023-03-27 | -4.80% | -3.84% | -4.00% | +13.28% | +209.28% |
| FY2021 | 2022-07-21 | 2022-07-21 | +2.84% | +0.00% | +34.48% | +6.69% | +20.28% |
| FY2016 | 2017-04-10 | 2017-04-10 | +4.43% | +2.32% | +1.79% | -1.37% | -38.29% |
| FY2015 | 2017-04-10 | 2017-04-10 | +4.43% | +2.32% | +1.79% | -1.37% | -38.29% |
| FY2014 | 2015-08-14 | 2015-08-14 | -0.74% | -6.47% | -9.43% | -24.33% | -28.44% |
| FY2013 | 2014-04-02 | 2014-04-02 | -0.49% | +1.34% | +5.72% | -1.91% | +49.82% |
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.