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positive_eps_streak on Waterstone Financial, Inc. (WSBF)

SIC 6035 — Savings Institution, Federally Chartered · CIK 1569994 · 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 WSBF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-2.36%-3.67%+0.33%
FY20242025-02-282025-02-28-0.36%-1.78%-4.34%-7.27%+32.43%
FY20232024-03-062024-03-06-0.33%-5.43%-4.69%+0.90%+16.22%
FY20222023-02-282023-02-28-0.06%-2.42%-6.40%-13.54%-17.17%
FY20212022-02-282022-02-28-0.56%+0.56%-1.13%-13.24%-13.76%
FY20202021-03-022021-03-02+3.50%+4.46%+5.27%-0.21%+7.37%
FY20192020-03-132020-03-13-6.58%-13.83%-7.96%+7.00%+46.36%
FY20182019-03-062019-03-06-0.72%+1.68%+0.69%+3.12%+11.19%
FY20172018-03-062018-03-06+0.00%+1.16%+2.03%+1.57%-1.35%
FY20162017-03-032017-03-03-0.27%+0.00%+0.27%+5.55%+2.42%
FY20152016-03-042016-03-04+0.50%+0.36%-1.29%+4.18%+32.76%
FY20142015-03-062015-03-06+1.81%+2.20%+0.39%+2.68%+11.89%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1569994/financials