← positive_eps_streak (all companies) · WNC (all signals) · all methodology
positive_eps_streak on WABASH NATIONAL Corp (WNC)
SIC 3715 — Truck Trailers · CIK 879526 · 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 WNC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-22 | 2024-02-22 | +2.06% | +6.27% | +10.36% | -12.22% | -54.10% |
| FY2019 | 2020-02-25 | 2020-02-25 | -2.51% | -6.58% | -36.80% | -20.33% | +55.51% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.74% | -7.95% | -7.88% | -3.14% | -24.36% |
| FY2017 | 2018-02-28 | 2018-02-28 | +1.28% | -1.05% | -7.51% | -5.52% | -30.34% |
| FY2016 | 2017-02-27 | 2017-02-27 | +0.43% | +1.04% | -3.56% | +2.92% | +9.35% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.42% | +4.41% | +9.85% | +17.83% | +79.46% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.82% | -1.30% | -4.71% | -3.28% | -19.93% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.75% | +2.24% | -2.31% | +4.77% | +9.25% |
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.