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positive_eps_streak on WHIRLPOOL CORP /DE/ (WHR)
SIC 3630 — Household Appliances · CIK 106640 · 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 WHR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-10 | 2022-02-10 | -1.96% | +2.68% | -6.26% | -2.25% | -22.90% |
| FY2017 | 2018-02-13 | 2018-02-13 | +0.60% | -2.29% | -5.28% | -7.94% | -16.45% |
| FY2016 | 2017-02-13 | 2017-02-13 | -0.31% | +2.39% | +2.50% | +6.20% | -0.54% |
| FY2015 | 2016-02-16 | 2016-02-16 | +2.51% | +10.85% | +25.40% | +28.02% | +32.16% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.40% | -0.93% | -7.87% | -9.33% | -25.76% |
| FY2013 | 2014-02-18 | 2014-02-18 | -1.13% | +2.98% | +7.55% | +6.76% | +58.45% |
| FY2012 | 2013-02-19 | 2013-02-19 | -4.48% | -2.23% | +2.74% | +16.24% | +22.24% |
| FY2011 | 2012-02-22 | 2012-02-22 | +1.17% | +8.55% | +11.35% | -15.34% | +56.99% |
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.