← positive_eps_streak (all companies) · WBD (all signals) · all methodology
positive_eps_streak on Warner Bros. Discovery, Inc. (WBD)
SIC 4841 — Cable & Other Pay Television Services · CIK 1437107 · 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 WBD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-24 | 2022-02-24 | +1.84% | +3.43% | -2.20% | -36.03% | -42.52% |
| FY2020 | 2021-02-22 | 2021-02-22 | -4.23% | +5.23% | +35.02% | -39.75% | -45.99% |
| FY2016 | 2017-02-14 | 2017-02-14 | -0.14% | +3.43% | -1.86% | -7.71% | -16.47% |
| FY2015 | 2016-02-18 | 2016-02-18 | -1.05% | -2.89% | +13.58% | +9.21% | +11.51% |
| FY2014 | 2015-02-19 | 2015-02-19 | -0.55% | +4.34% | +2.32% | +2.12% | -18.49% |
| FY2013 | 2014-02-20 | 2014-02-20 | +0.46% | -0.36% | +1.53% | -10.57% | -26.57% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.36% | +0.47% | +10.12% | +12.35% | +14.88% |
| FY2011 | 2012-02-17 | 2012-02-17 | -1.35% | -1.46% | +6.35% | +12.41% | +51.95% |
| FY2010 | 2011-02-18 | 2011-02-18 | -2.30% | -1.82% | -9.00% | -0.16% | +1.59% |
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.