← positive_eps_streak (all companies) · WEN (all signals) · all methodology
positive_eps_streak on Wendy's Co (WEN)
SIC 5810 — Retail-Eating & Drinking Places · CIK 30697 · 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 WEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | -0.51% | -2.46% | -6.14% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +4.80% | +1.91% | +1.97% | -17.54% | -46.11% |
| FY2023 | 2024-02-26 | 2024-02-26 | -0.49% | +1.87% | +1.71% | -0.63% | -9.29% |
| FY2022 | 2023-03-01 | 2023-03-01 | +1.04% | -3.15% | -4.77% | +0.09% | -14.60% |
| FY2021 | 2022-03-01 | 2022-03-01 | -0.13% | -6.74% | -0.89% | -20.91% | +2.36% |
| FY2020 | 2021-03-03 | 2021-03-03 | -3.25% | +2.20% | +1.15% | +14.93% | +14.98% |
| FY2019 | 2020-02-26 | 2020-02-26 | -8.27% | -7.85% | -33.73% | -4.13% | -7.08% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.29% | -3.41% | +0.12% | +10.01% | +18.02% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.19% | +4.26% | +9.22% | +3.51% | +10.57% |
| FY2016 | 2017-03-02 | 2017-03-02 | -1.24% | -3.93% | -0.36% | +18.86% | +19.82% |
| FY2015 | 2016-03-03 | 2016-03-03 | -1.64% | -2.77% | +12.72% | +6.16% | +42.17% |
| FY2014 | 2015-02-26 | 2015-02-26 | -1.95% | -2.39% | -5.39% | +0.44% | -15.14% |
| FY2013 | 2014-02-27 | 2014-02-27 | -3.62% | -5.33% | -10.76% | -16.70% | +14.22% |
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.