← positive_eps_streak (all companies) · WT (all signals) · all methodology
positive_eps_streak on WisdomTree, Inc. (WT)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 880631 · 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 WT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.35% | +1.10% | -13.34% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -1.98% | -3.84% | +0.99% | +4.39% | +89.66% |
| FY2023 | 2024-02-23 | 2024-02-23 | +3.66% | +5.24% | +15.45% | +25.01% | +20.71% |
| FY2018 | 2019-03-01 | 2019-03-01 | -4.00% | -9.14% | -11.64% | -22.33% | -46.52% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.00% | +0.72% | -5.37% | +15.79% | -19.65% |
| FY2016 | 2017-03-01 | 2017-03-01 | +0.42% | -1.58% | -7.69% | +1.27% | +4.91% |
| FY2015 | 2016-02-29 | 2016-02-29 | +4.39% | +13.50% | +0.17% | -3.23% | -20.45% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.36% | +6.17% | +11.37% | +10.11% | -34.32% |
| FY2013 | 2014-03-03 | 2014-03-03 | +5.05% | +2.46% | -12.77% | -30.92% | +30.01% |
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.