← positive_eps_streak (all companies) · WLKP (all signals) · all methodology
positive_eps_streak on Westlake Chemical Partners LP (WLKP)
SIC 2860 — Industrial Organic Chemicals · CIK 1604665 · 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 WLKP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-04 | 2026-03-04 | +2.62% | +0.27% | +1.08% | — | — |
| FY2024 | 2025-03-05 | 2025-03-05 | +1.01% | -0.80% | -2.48% | -5.20% | +1.47% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.72% | +0.82% | +0.68% | +3.43% | +17.40% |
| FY2022 | 2023-03-01 | 2023-03-01 | -1.05% | -2.24% | -2.64% | -3.92% | +7.03% |
| FY2021 | 2022-03-02 | 2022-03-02 | -0.34% | +0.19% | +3.66% | +6.61% | -7.03% |
| FY2020 | 2021-03-02 | 2021-03-02 | -0.42% | +3.82% | +3.61% | +17.32% | +18.63% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.82% | -0.48% | -25.21% | -6.58% | +24.46% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.04% | -1.03% | +1.52% | +2.66% | +4.02% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.00% | +0.00% | -2.19% | +2.95% | +5.01% |
| FY2016 | 2017-03-07 | 2017-03-07 | +0.00% | -3.92% | -1.37% | -4.33% | -3.69% |
| FY2015 | 2016-03-08 | 2016-03-08 | +1.84% | -2.47% | +5.79% | +33.30% | +55.50% |
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.