← positive_eps_streak (all companies) · WD (all signals) · all methodology
positive_eps_streak on Walker & Dunlop, Inc. (WD)
SIC 6199 — Finance Services · CIK 1497770 · 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 WD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -3.06% | +6.43% | -3.90% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.21% | -2.42% | +2.73% | -19.70% | -42.17% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.69% | -1.56% | -0.71% | +6.37% | -10.52% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.84% | -2.29% | -17.90% | -17.14% | +10.09% |
| FY2021 | 2022-02-24 | 2022-02-24 | -0.31% | +0.47% | -0.96% | -25.42% | -35.10% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.67% | +0.71% | +4.04% | +0.28% | +41.91% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.81% | +1.19% | -44.17% | -42.16% | +47.15% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.78% | -4.06% | -7.69% | -5.09% | +29.34% |
| FY2017 | 2018-02-23 | 2018-02-23 | -0.18% | +0.80% | +8.53% | +14.80% | +16.36% |
| FY2016 | 2017-02-24 | 2017-02-24 | +2.75% | +5.64% | +2.82% | +20.69% | +22.72% |
| FY2015 | 2016-02-26 | 2016-02-26 | -2.24% | -0.17% | -0.04% | -1.27% | +74.08% |
| FY2014 | 2015-03-05 | 2015-03-05 | +0.74% | +2.45% | +10.12% | +49.75% | +44.85% |
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.