← positive_eps_streak (all companies) · WLFC (all signals) · all methodology
positive_eps_streak on WILLIS LEASE FINANCE CORP (WLFC)
SIC 5080 — Wholesale-Machinery, Equipment & Supplies · CIK 1018164 · 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 WLFC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-30 | 2026-03-30 | +4.49% | +11.03% | — | — | — |
| FY2024 | 2025-03-11 | 2025-03-11 | +2.06% | +9.77% | -18.59% | -11.85% | +4.85% |
| FY2023 | 2024-03-15 | 2024-03-15 | -0.02% | +1.65% | +0.74% | +31.33% | +293.31% |
| FY2022 | 2023-03-10 | 2023-03-10 | -4.39% | -4.31% | -5.83% | -31.19% | -22.01% |
| FY2021 | 2022-03-14 | 2022-03-14 | +0.00% | -2.13% | -2.86% | +16.56% | +70.12% |
| FY2020 | 2021-03-15 | 2021-03-15 | -5.23% | +14.34% | +14.02% | +21.69% | -10.80% |
| FY2019 | 2020-03-12 | 2020-03-12 | -5.31% | -41.42% | -18.91% | +6.95% | +16.84% |
| FY2018 | 2019-03-14 | 2019-03-14 | -6.88% | -2.58% | +2.87% | +24.42% | -32.13% |
| FY2017 | 2018-03-15 | 2018-03-15 | -0.90% | +2.56% | +15.03% | +8.83% | +39.73% |
| FY2016 | 2017-03-16 | 2017-03-16 | +0.00% | -15.42% | -11.78% | +6.60% | +13.08% |
| FY2015 | 2016-03-11 | 2016-03-11 | +1.14% | +5.62% | +2.38% | +20.24% | +24.29% |
| FY2014 | 2015-03-16 | 2015-03-16 | -0.26% | -8.21% | -6.73% | -5.41% | +7.96% |
| FY2013 | 2014-03-17 | 2014-03-17 | +0.44% | +1.14% | +0.30% | -3.36% | -3.36% |
| FY2012 | 2013-04-03 | 2013-04-03 | +1.25% | -5.13% | -7.96% | -14.40% | +36.09% |
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.