← positive_eps_streak (all companies) · WASH (all signals) · all methodology
positive_eps_streak on WASHINGTON TRUST BANCORP INC (WASH)
SIC 6022 — State Commercial Banks · CIK 737468 · 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 WASH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-26 | 2024-02-26 | -0.89% | -0.35% | +2.80% | +8.03% | +32.36% |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.82% | -2.77% | -19.72% | -43.46% | -35.98% |
| FY2021 | 2022-02-24 | 2022-02-24 | +2.55% | +0.47% | -1.17% | -12.69% | -17.75% |
| FY2020 | 2021-02-25 | 2021-02-25 | -3.10% | +1.57% | +6.89% | +10.38% | +13.69% |
| FY2019 | 2020-02-25 | 2020-02-25 | -0.47% | -6.96% | -26.33% | -34.19% | +12.82% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.36% | -0.71% | -7.12% | +0.46% | -8.40% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.63% | +3.00% | +0.66% | +13.48% | +1.70% |
| FY2016 | 2017-03-06 | 2017-03-06 | -0.09% | -2.31% | -7.90% | -10.88% | +4.46% |
| FY2015 | 2016-03-08 | 2016-03-08 | -0.34% | -2.62% | -3.83% | +2.93% | +44.53% |
| FY2014 | 2015-03-12 | 2015-03-12 | +0.76% | -0.21% | -0.15% | +0.43% | +3.12% |
| FY2013 | 2014-03-07 | 2014-03-07 | +0.22% | -0.33% | +1.25% | -6.54% | +5.50% |
| FY2012 | 2013-03-08 | 2013-03-08 | -0.07% | +2.06% | +0.42% | +2.98% | +39.73% |
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.