← positive_eps_streak (all companies) · WOR (all signals) · all methodology
positive_eps_streak on WORTHINGTON ENTERPRISES, INC. (WOR)
SIC 3310 — Steel Works, Blast Furnaces & Rolling & Finishing Mills · CIK 108516 · 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 WOR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-07-30 | 2025-07-30 | +0.08% | +2.29% | +8.83% | -6.50% | — |
| FY2024 | 2024-07-30 | 2024-07-30 | +0.44% | -9.26% | -7.57% | -21.63% | +25.69% |
| FY2023 | 2023-07-31 | 2023-07-31 | -0.24% | -3.67% | -0.71% | -19.77% | +10.16% |
| FY2022 | 2022-08-01 | 2022-08-01 | -2.63% | +0.85% | +4.21% | -10.04% | +44.12% |
| FY2021 | 2021-07-30 | 2021-07-30 | -3.81% | -5.77% | -7.11% | -12.59% | -17.22% |
| FY2020 | 2020-07-31 | 2020-07-31 | +4.14% | +8.18% | +14.70% | +31.96% | +67.60% |
| FY2019 | 2019-07-30 | 2019-07-30 | -1.59% | -6.02% | -18.38% | -11.94% | -3.86% |
| FY2018 | 2018-07-30 | 2018-07-30 | -0.15% | +1.19% | -0.21% | -10.01% | -12.16% |
| FY2017 | 2017-07-24 | 2017-07-24 | +1.60% | -2.56% | -6.92% | -14.28% | -8.40% |
| FY2016 | 2016-08-01 | 2016-08-01 | -1.77% | -3.34% | -1.23% | +10.10% | +14.87% |
| FY2015 | 2015-07-30 | 2015-07-30 | -2.77% | -1.19% | -9.63% | +15.17% | +63.23% |
| FY2014 | 2014-07-30 | 2014-07-30 | -4.11% | -1.33% | +2.31% | -9.29% | -28.61% |
| FY2013 | 2013-07-30 | 2013-07-30 | +0.00% | -0.17% | -5.90% | +12.29% | +13.24% |
| FY2012 | 2012-07-30 | 2012-07-30 | +0.93% | +3.40% | -2.19% | +2.15% | +71.59% |
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.