← positive_eps_streak (all companies) · WHG (all signals) · all methodology
positive_eps_streak on WESTWOOD HOLDINGS GROUP INC (WHG)
SIC 6282 — Investment Advice · CIK 1165002 · 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 WHG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-04 | 2026-03-04 | -7.88% | -11.48% | -9.19% | — | — |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.72% | -8.65% | -53.96% | -34.85% | -37.77% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.36% | -0.69% | -3.74% | -21.93% | -21.99% |
| FY2017 | 2018-02-23 | 2018-02-23 | -0.09% | -1.02% | -1.18% | +6.62% | -27.87% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.78% | -6.73% | -13.85% | -12.66% | -5.26% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.08% | +9.24% | +15.81% | +14.10% | +30.89% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.61% | -0.79% | -2.90% | -6.20% | -17.24% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.16% | +2.28% | +9.57% | +6.22% | +14.54% |
| FY2012 | 2013-02-28 | 2013-02-28 | +1.48% | +3.46% | +8.48% | +4.57% | +42.47% |
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.