← positive_eps_streak (all companies) · WTFC (all signals) · all methodology
positive_eps_streak on WINTRUST FINANCIAL CORP (WTFC)
SIC 6022 — State Commercial Banks · CIK 1015328 · 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 WTFC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -5.34% | -5.96% | -11.10% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -2.12% | -9.33% | -9.92% | -2.22% | +18.55% |
| FY2023 | 2024-02-28 | 2024-02-28 | -0.16% | +2.76% | +8.47% | +0.76% | +28.34% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.04% | -4.49% | -21.91% | -28.69% | +6.81% |
| FY2021 | 2022-02-25 | 2022-02-25 | +0.53% | -6.45% | -2.13% | -15.13% | -5.30% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.77% | +7.83% | +7.22% | +7.37% | +36.20% |
| FY2019 | 2020-02-28 | 2020-02-28 | +4.46% | -9.75% | -36.10% | -19.99% | +46.58% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.34% | -4.00% | -7.57% | -3.13% | -26.40% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.01% | +6.78% | -0.15% | +11.77% | -12.24% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.90% | -0.58% | -7.42% | -3.74% | +15.58% |
| FY2015 | 2016-02-29 | 2016-02-29 | +4.21% | +7.41% | +3.06% | +23.57% | +74.94% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.66% | -0.09% | -0.51% | +6.33% | -8.90% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.67% | +3.07% | +3.35% | -4.54% | +3.35% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.05% | +0.63% | +1.48% | +3.59% | +27.37% |
| FY2011 | 2012-02-29 | 2012-02-29 | +1.19% | -1.01% | +6.62% | +1.90% | +8.45% |
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.