← positive_eps_streak (all companies) · WLK (all signals) · all methodology
positive_eps_streak on WESTLAKE CORP (WLK)
SIC 2860 — Industrial Organic Chemicals · CIK 1262823 · 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 WLK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-25 | 2025-02-25 | +0.21% | -4.07% | -9.74% | -33.53% | -8.07% |
| FY2023 | 2024-02-22 | 2024-02-22 | -2.70% | -0.97% | +7.38% | +12.68% | -19.11% |
| FY2022 | 2023-02-22 | 2023-02-22 | +1.22% | +2.91% | -9.86% | -0.95% | +16.92% |
| FY2021 | 2022-02-23 | 2022-02-23 | -0.27% | +4.62% | +17.22% | +21.79% | +15.32% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.94% | -1.17% | -1.78% | +12.39% | +22.29% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.56% | -10.34% | -47.52% | -36.85% | +36.36% |
| FY2018 | 2019-02-20 | 2019-02-20 | -6.41% | -8.99% | -13.26% | -20.72% | -19.36% |
| FY2017 | 2018-02-21 | 2018-02-21 | +2.35% | -0.02% | +8.61% | +11.59% | -29.65% |
| FY2016 | 2017-02-22 | 2017-02-22 | -1.78% | +2.83% | +0.69% | -4.39% | +73.94% |
| FY2015 | 2016-02-24 | 2016-02-24 | +3.79% | +9.72% | +12.28% | +4.41% | +53.79% |
| FY2014 | 2015-02-25 | 2015-02-25 | -3.55% | -3.04% | -2.95% | +3.69% | -37.06% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.07% | +1.33% | +1.79% | +15.85% | +6.70% |
| FY2012 | 2013-02-22 | 2013-02-22 | -3.68% | -0.01% | +7.09% | +6.04% | +51.14% |
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.