← positive_eps_streak (all companies) · WNEB (all signals) · all methodology
positive_eps_streak on Western New England Bancorp, Inc. (WNEB)
SIC 6035 — Savings Institution, Federally Chartered · CIK 1157647 · 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 WNEB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-10 | 2026-03-10 | -0.63% | +0.48% | +6.73% | — | — |
| FY2024 | 2025-03-10 | 2025-03-10 | -1.78% | +0.89% | -10.14% | +3.66% | +43.40% |
| FY2023 | 2024-03-08 | 2024-03-08 | -0.84% | -8.86% | -14.01% | -20.95% | +11.01% |
| FY2022 | 2023-03-10 | 2023-03-10 | -6.39% | -7.88% | -15.23% | -34.60% | -9.75% |
| FY2021 | 2022-03-11 | 2022-03-11 | -0.88% | -9.96% | -3.94% | -6.88% | -0.45% |
| FY2020 | 2021-03-11 | 2021-03-11 | +1.34% | -6.38% | -9.51% | -4.34% | +5.03% |
| FY2019 | 2020-03-11 | 2020-03-11 | -9.68% | +3.93% | -11.65% | -3.29% | +39.99% |
| FY2018 | 2019-03-13 | 2019-03-13 | +0.10% | -3.63% | -1.92% | -5.87% | -38.45% |
| FY2017 | 2018-03-15 | 2018-03-15 | -2.31% | -2.31% | -0.93% | +0.83% | -6.99% |
| FY2016 | 2017-03-15 | 2017-03-15 | +0.00% | -2.38% | -2.86% | +0.29% | +4.19% |
| FY2015 | 2016-03-11 | 2016-03-11 | +0.68% | -1.37% | -14.04% | -11.87% | +21.07% |
| FY2014 | 2015-03-13 | 2015-03-13 | +0.41% | -0.96% | +9.07% | +2.87% | +23.06% |
| FY2013 | 2014-03-17 | 2014-03-17 | +0.65% | -1.30% | -6.76% | -5.98% | -2.53% |
| FY2012 | 2013-03-15 | 2013-03-15 | +0.38% | +0.25% | -5.86% | -2.51% | +1.94% |
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.