← positive_eps_streak (all companies) · WAB (all signals) · all methodology
positive_eps_streak on WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (WAB)
SIC 3743 — Railroad Equipment · CIK 943452 · 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 WAB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | +1.54% | +2.81% | -6.47% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | +3.81% | +1.50% | -6.76% | +1.90% | +35.97% |
| FY2023 | 2024-02-14 | 2024-02-14 | -0.84% | +2.17% | +4.42% | +24.80% | +40.06% |
| FY2022 | 2023-02-15 | 2023-02-15 | -1.16% | -1.13% | -8.78% | -7.05% | +27.98% |
| FY2021 | 2022-02-17 | 2022-02-17 | +0.85% | -1.57% | +0.29% | -10.00% | +8.92% |
| FY2020 | 2021-02-19 | 2021-02-19 | +0.23% | -2.07% | +2.29% | +8.87% | +30.38% |
| FY2019 | 2020-02-24 | 2020-02-24 | -2.36% | -7.97% | -44.64% | -24.87% | +1.06% |
| FY2018 | 2019-02-27 | 2019-02-27 | -2.71% | -8.35% | -4.40% | -15.72% | -8.19% |
| FY2017 | 2018-02-26 | 2018-02-26 | -2.12% | -0.79% | -3.85% | +16.41% | -9.70% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.54% | -0.77% | -5.38% | +2.37% | +2.15% |
| FY2015 | 2016-02-19 | 2016-02-19 | +2.14% | +2.41% | +19.00% | +16.49% | +31.15% |
| FY2014 | 2015-02-20 | 2015-02-20 | +1.45% | -0.15% | +1.62% | +7.55% | -27.44% |
| FY2013 | 2014-02-21 | 2014-02-21 | +1.16% | +1.46% | +4.13% | -3.26% | +23.56% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.14% | -0.04% | +2.86% | +13.89% | +62.28% |
| FY2011 | 2012-02-24 | 2012-02-24 | +2.62% | +2.29% | +2.63% | -2.52% | +32.78% |
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.