← positive_eps_streak (all companies) · WDC (all signals) · all methodology
positive_eps_streak on WESTERN DIGITAL CORP (WDC)
SIC 3572 — Computer Storage Devices · CIK 106040 · 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 WDC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2018-08-24 | 2018-08-24 | +1.03% | -0.89% | -6.10% | -28.70% | -13.71% |
| FY2017 | 2017-08-29 | 2017-08-29 | +0.26% | -0.57% | -1.50% | +3.74% | -27.93% |
| FY2016 | 2016-08-29 | 2016-08-29 | +0.04% | +1.00% | +25.02% | +31.08% | +96.62% |
| FY2015 | 2015-08-21 | 2015-08-21 | -3.17% | +2.32% | -4.00% | -21.83% | -39.71% |
| FY2014 | 2014-08-15 | 2014-08-15 | +0.22% | +0.38% | -3.05% | -2.56% | -15.31% |
| FY2013 | 2013-08-19 | 2013-08-19 | +1.25% | +0.93% | +1.39% | +12.78% | +58.17% |
| FY2012 | 2012-08-20 | 2012-08-20 | -1.46% | -3.38% | -13.15% | -24.83% | +51.85% |
| FY2011 | 2011-08-12 | 2011-08-12 | +2.51% | -13.97% | -5.99% | -9.84% | +44.36% |
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.