← positive_eps_streak (all companies) · WFC (all signals) · all methodology
positive_eps_streak on WELLS FARGO & COMPANY/MN (WFC)
SIC 6021 — National Commercial Banks · CIK 72971 · 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 WFC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +2.59% | -2.41% | -5.86% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.59% | -3.55% | -2.32% | -3.17% | +16.02% |
| FY2023 | 2024-02-20 | 2024-02-20 | +1.72% | +5.87% | +10.12% | +21.11% | +53.34% |
| FY2022 | 2023-02-21 | 2023-02-21 | -0.50% | +1.15% | -16.78% | -11.82% | +19.11% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.41% | -9.03% | -3.42% | -23.41% | -14.21% |
| FY2020 | 2021-02-23 | 2021-02-23 | +3.10% | +0.00% | +2.96% | +24.58% | +51.07% |
| FY2019 | 2020-02-27 | 2020-02-27 | -3.81% | -8.41% | -27.24% | -41.93% | -12.07% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.02% | -0.16% | -2.26% | -7.81% | -11.33% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.17% | -1.03% | -8.55% | -3.48% | -9.73% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.71% | -2.54% | -6.80% | -11.02% | -1.41% |
| FY2015 | 2016-02-24 | 2016-02-24 | +0.29% | +4.12% | +4.52% | +2.40% | +26.68% |
| FY2014 | 2015-02-25 | 2015-02-25 | -0.33% | -0.92% | -1.43% | +1.91% | -11.27% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.00% | +2.26% | +5.32% | +9.34% | +23.07% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.14% | +2.62% | +5.27% | +14.79% | +34.87% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.26% | -4.02% | +8.70% | +2.14% | +16.19% |
| FY2010 | 2011-02-25 | 2011-02-25 | -0.43% | -1.51% | -1.20% | -14.49% | -2.32% |
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.