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positive_eps_streak on WEBSTER FINANCIAL CORP (WBS)

SIC 6021 — National Commercial Banks · CIK 801337 · 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 WBS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27-1.01%-5.03%-5.63%
FY20242025-03-032025-03-03-3.24%-12.46%-5.10%-4.24%+32.68%
FY20232024-02-272024-02-27-1.51%+2.80%+3.66%-4.74%+21.62%
FY20222023-03-102023-03-10-12.74%-11.13%-13.22%-7.22%+17.54%
FY20212022-02-252022-02-25+0.50%-6.61%-0.38%-21.19%-8.43%
FY20202021-02-262021-02-26+3.83%+7.14%+4.41%+3.02%+11.55%
FY20192020-02-282020-02-28+6.82%-9.74%-44.56%-25.06%+59.09%
FY20182019-03-012019-03-01-0.78%-5.08%-12.68%-19.00%-27.80%
FY20172018-03-012018-03-01+0.90%+3.41%+1.67%+19.81%+8.02%
FY20162017-03-012017-03-01-3.49%-4.57%-14.65%-12.43%-3.06%
FY20152016-02-292016-02-29+4.79%+9.34%+6.58%+14.83%+67.58%
FY20142015-02-272015-02-27+1.85%+2.46%+5.39%+8.97%-0.20%
FY20132014-02-282014-02-28-0.42%+1.97%-1.36%-1.80%+16.56%
FY20122013-02-282013-02-28+2.23%+6.13%+10.17%+5.84%+43.87%

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/801337/financials