← positive_eps_streak (all companies) · LXFR (all signals) · all methodology
positive_eps_streak on LUXFER HOLDINGS PLC (LXFR)
SIC 2810 — Industrial Inorganic Chemicals · CIK 1096056 · 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 LXFR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-01 | 2023-03-01 | -0.31% | +0.56% | +1.06% | -7.91% | -35.37% |
| FY2021 | 2022-02-24 | 2022-02-24 | +5.44% | +10.81% | +12.81% | -0.60% | +8.33% |
| FY2020 | 2021-03-02 | 2021-03-02 | +1.69% | +6.29% | +5.47% | +15.23% | -9.47% |
| FY2019 | 2020-03-10 | 2020-03-10 | -7.30% | -7.09% | -3.47% | +5.49% | +56.77% |
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.