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positive_eps_streak on Bath & Body Works, Inc. (BBWI)

SIC 5990 — Retail-Retail Stores, NEC · CIK 701985 · 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 BBWI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-122026-03-12+3.83%+8.25%-3.62%
FY20242025-03-142025-03-14+2.51%+2.64%-9.69%-8.98%-28.81%
FY20232024-03-222024-03-22+0.11%+7.40%-6.01%-10.74%-30.51%
FY20192020-03-302020-03-30-1.95%+6.45%+6.70%+17.56%+433.25%
FY20182019-03-222019-03-22+2.62%+3.41%-6.79%-13.13%-63.51%
FY20172018-03-232018-03-23+0.93%-1.20%-7.22%-2.52%-20.33%
FY20162017-03-172017-03-17-1.41%-7.25%-6.57%+5.99%-17.87%
FY20152016-03-182016-03-18-1.20%-1.18%-7.34%-23.83%-40.43%
FY20142015-03-202015-03-20+0.02%-0.06%-2.70%-9.00%-2.41%
FY20132014-03-212014-03-21-1.23%-3.55%-8.07%-0.46%+66.33%
FY20122013-03-222013-03-22+1.54%+1.38%+9.51%+19.44%+36.79%
FY20112012-03-232012-03-23+2.57%-1.13%-0.33%-9.89%+0.75%

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/701985/financials