← positive_eps_streak (all companies) · GWW (all signals) · all methodology
positive_eps_streak on W.W. GRAINGER, INC. (GWW)
SIC 5000 — Wholesale-Durable Goods · CIK 277135 · 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 GWW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -0.06% | -1.97% | -7.51% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.60% | -1.31% | -4.94% | +7.79% | +9.99% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.08% | +1.59% | +7.45% | -1.09% | +5.57% |
| FY2022 | 2023-02-21 | 2023-02-21 | +0.23% | +1.87% | +3.75% | +2.58% | +47.45% |
| FY2021 | 2022-02-23 | 2022-02-23 | +0.84% | +3.99% | +9.18% | +1.35% | +45.39% |
| FY2020 | 2021-02-24 | 2021-02-24 | -1.45% | +0.57% | +2.55% | +18.36% | +21.62% |
| FY2019 | 2020-02-20 | 2020-02-20 | -2.25% | -9.83% | -24.27% | -9.69% | +24.46% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.73% | -2.32% | -3.61% | -14.71% | -7.13% |
| FY2017 | 2018-02-26 | 2018-02-26 | -2.23% | -4.06% | +2.15% | +13.46% | +16.91% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.67% | +1.06% | -3.54% | -28.01% | +8.22% |
| FY2015 | 2016-02-29 | 2016-02-29 | +3.13% | +3.41% | +6.32% | +4.87% | +16.81% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.97% | -0.69% | -0.98% | +3.87% | -6.46% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.83% | +1.81% | -1.06% | +0.56% | -4.65% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.43% | +1.66% | -0.65% | +14.25% | +14.29% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.63% | -1.67% | +4.94% | -6.13% | +10.49% |
| FY2010 | 2011-02-28 | 2011-02-28 | -0.89% | +1.92% | +2.42% | +11.10% | +59.46% |
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.