← positive_eps_streak (all companies) · WMB (all signals) · all methodology
positive_eps_streak on WILLIAMS COMPANIES, INC. (WMB)
SIC 4922 — Natural Gas Transmission · CIK 107263 · 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 WMB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +0.64% | +3.24% | +2.03% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +1.28% | +1.10% | +9.39% | +4.04% | +37.69% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.63% | +1.67% | +10.64% | +19.64% | +72.72% |
| FY2022 | 2023-02-27 | 2023-02-27 | -1.95% | +0.00% | -4.33% | -2.84% | +21.36% |
| FY2021 | 2022-02-28 | 2022-02-28 | +1.25% | +6.78% | +7.87% | +17.29% | +0.63% |
| FY2014 | 2015-02-25 | 2015-02-25 | -1.15% | -0.97% | +0.58% | +8.88% | -65.45% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.10% | +2.98% | -2.01% | +14.33% | +23.32% |
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.