← positive_eps_streak (all companies) · WSO (all signals) · all methodology
positive_eps_streak on WATSCO INC (WSO)
SIC 5070 — Wholesale-Hardware & Plumbing & Heating Equipment & Supplies · CIK 105016 · 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 WSO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -1.55% | -5.78% | -16.80% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -2.06% | +1.71% | -0.49% | -8.23% | -16.94% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.33% | +2.48% | +14.16% | +26.23% | +32.61% |
| FY2022 | 2023-02-24 | 2023-02-24 | +1.59% | +4.60% | -0.20% | +9.98% | +33.14% |
| FY2021 | 2022-02-25 | 2022-02-25 | +2.07% | +6.12% | +11.47% | -6.67% | +17.85% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.18% | -1.42% | +6.91% | +18.41% | +13.09% |
| FY2019 | 2020-02-28 | 2020-02-28 | +4.66% | +15.32% | -5.59% | +9.86% | +65.66% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.28% | -2.00% | -1.41% | +10.12% | +13.50% |
| FY2017 | 2018-03-01 | 2018-03-01 | +1.69% | +5.10% | +9.33% | +10.81% | -11.21% |
| FY2016 | 2017-02-21 | 2017-02-21 | -0.32% | -3.68% | -6.09% | -10.36% | +12.08% |
| FY2015 | 2016-02-29 | 2016-02-29 | +1.72% | +1.93% | +5.72% | +4.13% | +19.41% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.23% | +1.19% | +5.95% | +9.99% | +10.86% |
| FY2013 | 2014-02-27 | 2014-02-27 | -0.21% | +1.91% | -0.20% | +2.64% | +21.77% |
| FY2012 | 2013-02-28 | 2013-02-28 | -0.59% | +2.41% | +8.10% | +13.05% | +28.17% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.67% | -1.23% | +3.08% | +1.27% | +19.66% |
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.