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positive_eps_streak on WSFS FINANCIAL CORP (WSFS)
SIC 6021 — National Commercial Banks · CIK 828944 · 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 WSFS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | -0.55% | -3.43% | -0.83% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -0.53% | -3.37% | -4.62% | -0.16% | +20.45% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.52% | +3.30% | +6.49% | +4.06% | +25.16% |
| FY2022 | 2023-02-28 | 2023-02-28 | -1.38% | -6.95% | -24.14% | -31.41% | -13.70% |
| FY2021 | 2022-03-01 | 2022-03-01 | +4.68% | -0.57% | +1.99% | -16.14% | -0.78% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.66% | +4.43% | -6.43% | -3.07% | -2.24% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.91% | -16.17% | -32.70% | -16.61% | +42.55% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.97% | -3.10% | -9.73% | -6.00% | -19.47% |
| FY2017 | 2018-03-01 | 2018-03-01 | +1.77% | +3.22% | -0.52% | +9.79% | -6.75% |
| FY2016 | 2017-03-01 | 2017-03-01 | -2.46% | -2.99% | -3.74% | -5.42% | +3.69% |
| FY2015 | 2016-02-29 | 2016-02-29 | +5.38% | +6.93% | +9.83% | +17.50% | +51.54% |
| FY2014 | 2015-03-16 | 2015-03-16 | +0.17% | +0.89% | -4.09% | +5.36% | +25.90% |
| FY2013 | 2014-03-17 | 2014-03-17 | +0.22% | -3.59% | -5.39% | -2.64% | +6.36% |
| FY2012 | 2013-03-18 | 2013-03-18 | +0.35% | -1.04% | -3.48% | +5.53% | +49.45% |
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.