← positive_eps_streak (all companies) · WMT (all signals) · all methodology
positive_eps_streak on Walmart Inc. (WMT)
SIC 5331 — Retail-Variety Stores · CIK 104169 · 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 WMT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2026 | 2026-03-13 | 2026-03-13 | -0.42% | -5.73% | -1.34% | — | — |
| FY2024 | 2025-03-14 | 2025-03-14 | +2.47% | +1.01% | +9.03% | +14.61% | +47.95% |
| FY2023 | 2024-03-15 | 2024-03-15 | +0.30% | +0.31% | -1.24% | +10.35% | +43.49% |
| FY2022 | 2023-03-17 | 2023-03-17 | +1.08% | +1.72% | +7.26% | +11.83% | +32.90% |
| FY2021 | 2022-03-18 | 2022-03-18 | -0.83% | -1.37% | +7.18% | -17.56% | -1.91% |
| FY2020 | 2021-03-19 | 2021-03-19 | +0.48% | +2.57% | +6.05% | +6.69% | +12.12% |
| FY2019 | 2020-03-20 | 2020-03-20 | +0.27% | -3.85% | +13.93% | +5.45% | +18.05% |
| FY2018 | 2019-03-28 | 2019-03-28 | +0.41% | +1.01% | +4.53% | +15.14% | +14.99% |
| FY2017 | 2018-03-30 | 2018-04-02 | +1.46% | +0.85% | +3.40% | +1.14% | +15.94% |
| FY2016 | 2017-03-31 | 2017-03-31 | -0.35% | +1.14% | +4.37% | +6.16% | +23.36% |
| FY2015 | 2016-03-30 | 2016-03-30 | -0.45% | +0.35% | +0.90% | +5.56% | +5.80% |
| FY2014 | 2015-04-01 | 2015-04-01 | +0.02% | +0.16% | -3.30% | -10.08% | -11.93% |
| FY2013 | 2014-03-21 | 2014-03-21 | +0.87% | -0.12% | +1.97% | -0.85% | +12.17% |
| FY2012 | 2013-03-26 | 2013-03-26 | +0.01% | +1.65% | +4.36% | -1.74% | +4.46% |
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.