← positive_eps_streak (all companies) · WLY (all signals) · all methodology
positive_eps_streak on JOHN WILEY & SONS, INC. (WLY)
SIC 2731 — Books: Publishing or Publishing & Printing · CIK 107140 · 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 WLY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-06-26 | 2023-06-26 | +4.53% | +8.95% | +8.63% | +20.67% | +32.64% |
| FY2019 | 2019-07-01 | 2019-07-01 | +0.24% | +1.00% | +0.28% | +0.90% | -12.40% |
| FY2018 | 2018-06-29 | 2018-06-29 | +1.10% | +4.16% | -0.03% | -6.40% | -24.33% |
| FY2017 | 2017-06-29 | 2017-06-29 | +0.23% | +0.23% | +4.98% | +1.75% | +20.46% |
| FY2016 | 2016-06-29 | 2016-06-29 | +2.84% | +3.23% | +12.10% | -0.63% | +6.85% |
| FY2015 | 2015-06-26 | 2015-06-26 | -1.09% | +0.75% | -5.85% | -8.53% | -9.99% |
| FY2014 | 2014-06-27 | 2014-06-27 | +1.00% | +2.23% | +0.22% | -4.15% | -7.65% |
| FY2013 | 2013-06-26 | 2013-06-26 | +1.29% | +4.30% | +12.71% | +17.34% | +54.58% |
| FY2012 | 2012-06-26 | 2012-06-26 | +0.60% | +3.13% | -1.54% | -2.00% | -14.20% |
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.