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positive_eps_streak on WILLIAMS SONOMA INC (WSM)
SIC 5700 — Retail-Home Furniture, Furnishings & Equipment Stores · CIK 719955 · 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 WSM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-26 | 2026-03-26 | -2.92% | -0.22% | +5.95% | — | — |
| FY2024 | 2025-03-27 | 2025-03-27 | -3.31% | -15.55% | -7.60% | -3.51% | +9.22% |
| FY2023 | 2024-03-20 | 2024-03-20 | +6.13% | +6.43% | -4.88% | +2.64% | +17.15% |
| FY2022 | 2023-03-24 | 2023-03-24 | +0.99% | +3.36% | +3.04% | +3.54% | +168.47% |
| FY2021 | 2022-03-28 | 2022-03-28 | +4.89% | -1.00% | -8.37% | -17.93% | -18.52% |
| FY2020 | 2021-03-30 | 2021-03-30 | -2.61% | -2.93% | -3.99% | -13.67% | -13.97% |
| FY2019 | 2020-03-27 | 2020-03-27 | +3.14% | -9.18% | +47.59% | +103.41% | +337.42% |
| FY2018 | 2019-04-04 | 2019-04-04 | +1.48% | -1.11% | -3.79% | +9.68% | -33.81% |
| FY2017 | 2018-03-29 | 2018-03-29 | -5.69% | -4.66% | -5.96% | +18.15% | +11.57% |
| FY2016 | 2017-03-30 | 2017-03-30 | +2.27% | +3.74% | +3.83% | -8.62% | -2.16% |
| FY2015 | 2016-03-31 | 2016-03-31 | +0.11% | +1.21% | +8.07% | -3.49% | -1.45% |
| FY2014 | 2015-04-02 | 2015-04-02 | -0.23% | -2.07% | -5.35% | +2.33% | -30.62% |
| FY2013 | 2014-04-03 | 2014-04-03 | -0.95% | -5.38% | -4.47% | +8.74% | +22.03% |
| FY2012 | 2013-04-04 | 2013-04-04 | +0.02% | +1.56% | +6.45% | +10.92% | +33.93% |
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.