← positive_eps_streak (all companies) · LXU (all signals) · all methodology
positive_eps_streak on LSB INDUSTRIES, INC. (LXU)
SIC 2810 — Industrial Inorganic Chemicals · CIK 60714 · 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 LXU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-06 | 2024-03-06 | +3.15% | +1.09% | +16.14% | +34.20% | -5.34% |
| FY2014 | 2015-03-02 | 2015-03-02 | +2.07% | +2.68% | +8.50% | +14.20% | -81.25% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.52% | +9.47% | +10.36% | +14.15% | +15.56% |
| FY2012 | 2013-02-28 | 2013-02-28 | -1.24% | +2.48% | -10.25% | -12.67% | -15.64% |
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.