← positive_eps_streak (all companies) · LYB (all signals) · all methodology
positive_eps_streak on LyondellBasell Industries N.V. (LYB)
SIC 2860 — Industrial Organic Chemicals · CIK 1489393 · 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 LYB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-27 | 2025-02-27 | +1.11% | -0.11% | -4.99% | -24.84% | -15.31% |
| FY2023 | 2024-02-22 | 2024-02-22 | +1.00% | +2.02% | +4.31% | +3.96% | -16.47% |
| FY2022 | 2023-02-23 | 2023-02-23 | +2.16% | +3.21% | -8.30% | -2.79% | +10.05% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.75% | +5.67% | +14.72% | +15.50% | +11.56% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.26% | +1.69% | +1.23% | +6.89% | -5.53% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.53% | -14.94% | -47.35% | -34.73% | +27.22% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.72% | -3.37% | +0.97% | -8.36% | -1.54% |
| FY2017 | 2018-02-22 | 2018-02-22 | +0.69% | -2.44% | -2.92% | +5.84% | -16.97% |
| FY2016 | 2017-02-17 | 2017-02-17 | +1.73% | -1.70% | -1.92% | -9.78% | +21.53% |
| FY2015 | 2016-02-16 | 2016-02-16 | +1.50% | -1.19% | +9.16% | +6.11% | +24.61% |
| FY2014 | 2015-02-17 | 2015-02-17 | -0.50% | +1.53% | -7.37% | +16.99% | -9.79% |
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.