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positive_eps_streak on WAFD INC (WAFD)

SIC 6021 — National Commercial Banks · CIK 936528 · 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 WAFD

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-182025-11-18+1.83%+6.78%+9.87%+9.52%
FY20242024-11-202024-11-20+1.20%+4.06%-10.41%-16.27%-8.96%
FY20232023-11-172023-11-17+0.18%-1.78%+16.49%+7.26%+35.60%
FY20222022-11-182022-11-18+2.57%+0.67%-3.27%+6.34%-19.66%
FY20212021-11-192021-11-19+1.62%-5.03%-7.20%+5.96%+4.47%
FY20202020-11-232020-11-23+5.20%-0.95%+2.47%+27.04%+50.95%
FY20192019-11-202019-11-20-0.16%+1.28%+3.14%-4.48%-31.10%
FY20182018-11-202018-11-20+0.70%+4.59%-6.07%+13.54%+38.71%
FY20172017-11-212017-11-21-0.44%+3.81%+1.47%+5.49%-18.51%
FY20162016-11-212016-11-21+1.09%+1.55%+9.30%+8.89%+8.44%
FY20152015-12-032015-12-03+2.24%-3.24%-7.80%-10.40%+32.49%
FY20142014-11-262014-11-26-1.99%-0.72%+0.63%-3.91%+20.15%
FY20132013-11-262013-11-26+0.81%-1.96%+1.15%-7.03%-3.79%
FY20122012-11-212012-11-21+0.93%-0.19%+3.78%+11.36%+45.25%
FY20112011-11-182011-11-18-3.05%-1.45%-0.31%+22.51%+25.69%

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/936528/financials