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positive_eps_streak on WESCO INTERNATIONAL INC (WCC)

SIC 5063 — Wholesale-Electrical Apparatus & Equipment, Wiring Supplies · CIK 929008 · 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 WCC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-2.01%-6.70%-15.81%
FY20242025-02-142025-02-14+1.57%-9.80%-16.66%-11.42%+54.69%
FY20232024-02-202024-02-20-1.71%-0.47%+13.50%+28.79%+27.54%
FY20222023-02-212023-02-21-0.34%+1.98%-8.90%-18.24%-10.16%
FY20212022-02-252022-02-25-1.60%-7.82%+7.39%-4.10%+33.85%
FY20202021-03-012021-03-01-0.03%+3.34%-3.27%+20.76%+41.79%
FY20192020-02-242020-02-24-5.43%-10.12%-59.68%-42.72%+75.59%
FY20182019-02-272019-02-27-1.32%-4.19%-5.36%-11.78%-24.57%
FY20172018-02-222018-02-22+1.38%-6.23%-3.69%-8.77%-13.60%
FY20162017-02-222017-02-22-3.74%+0.07%-5.19%-16.19%-10.03%
FY20152016-02-222016-02-22-0.34%+0.39%+23.43%+27.05%+66.13%
FY20142015-02-242015-02-24+0.55%-0.14%-0.43%+5.55%-37.47%
FY20132014-02-212014-02-21+0.66%+1.57%-3.56%+1.32%-18.81%
FY20122013-03-012013-03-01-0.71%+4.92%-3.14%+0.88%+16.23%
FY20112012-02-222012-02-22-2.02%-3.72%+0.60%-13.29%+8.76%

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/929008/financials