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positive_eps_streak on LXP Industrial Trust (LXP)

SIC 6798 — Real Estate Investment Trusts · CIK 910108 · 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 LXP

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12-1.22%+0.12%-3.19%
FY20242025-02-132025-02-13-0.70%+0.94%+5.96%-0.33%+20.25%
FY20232024-02-152024-02-15-1.37%-1.26%+2.63%+2.08%+3.53%
FY20222023-02-162023-02-16-0.18%-6.79%-12.95%-9.86%-18.71%
FY20212022-02-242022-02-24+2.56%+2.42%+1.64%-26.91%-28.71%
FY20202021-02-182021-02-18+1.02%+2.13%+4.72%+13.20%+46.51%
FY20192020-02-202020-02-20-0.09%-10.04%-20.09%-24.54%-3.17%
FY20182019-03-132019-03-13-0.44%-0.44%+2.47%+4.70%+0.43%
FY20172018-02-272018-02-27-1.49%+0.50%-3.09%+6.00%+25.51%
FY20162017-03-012017-03-01-0.83%-6.71%-7.30%-9.17%-21.89%
FY20152016-02-252016-02-25+0.39%+8.07%+10.42%+21.02%+56.94%
FY20142015-02-262015-02-26+1.12%-2.52%-6.54%-10.62%-22.15%

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/910108/financials