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positive_eps_streak on WEX Inc. (WEX)

SIC 7389 — Services-Business Services, NEC · CIK 1309108 · 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 WEX

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-2.40%-3.81%-0.56%
FY20242025-02-202025-02-20-1.56%+3.17%+2.26%-8.81%-0.79%
FY20232024-02-232024-02-23-0.31%-0.90%+5.29%-12.62%-28.93%
FY20192020-02-282020-02-28+3.30%-11.56%-41.90%-19.72%+14.30%
FY20182019-03-182019-03-18+2.15%+1.91%+11.58%+10.05%-34.79%
FY20172018-03-012018-03-01+2.01%+2.95%+3.64%+17.38%+18.74%
FY20162017-03-062017-03-06-0.52%-1.70%-6.18%-5.67%+45.35%
FY20152016-02-262016-02-26+0.69%+16.78%+26.29%+37.53%+76.96%
FY20142015-02-262015-02-26-0.05%-0.16%-2.47%+8.13%-39.42%
FY20132014-02-272014-02-27-0.54%-2.23%-5.75%-1.42%+9.90%
FY20122013-03-012013-03-01-0.98%+2.79%+2.71%-2.50%+26.57%
FY20112012-02-282012-02-28-2.32%-4.77%+2.34%-9.79%+19.43%

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/1309108/financials