← positive_eps_streak (all companies) · WTW (all signals) · all methodology
positive_eps_streak on WILLIS TOWERS WATSON PLC (WTW)
SIC 6411 — Insurance Agents, Brokers & Service · CIK 1140536 · 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 WTW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-22 | 2024-02-22 | +0.07% | -1.72% | -1.03% | -6.90% | +21.48% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.82% | +2.62% | -3.61% | -1.67% | +18.94% |
| FY2021 | 2022-02-24 | 2022-02-24 | +1.74% | +2.24% | +6.77% | -9.40% | +9.26% |
| FY2020 | 2021-02-23 | 2021-02-23 | -0.19% | +0.46% | -2.03% | +16.18% | -0.02% |
| FY2019 | 2020-02-26 | 2020-02-26 | -4.85% | +1.03% | -19.90% | -1.69% | +11.28% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.87% | +0.20% | +3.68% | +4.66% | +15.64% |
| FY2017 | 2018-06-06 | 2018-06-06 | +0.63% | +1.35% | -0.28% | -4.92% | +22.58% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.16% | -3.32% | +0.33% | +10.95% | +20.02% |
| FY2015 | 2016-02-29 | 2016-02-29 | +1.93% | +3.20% | +4.53% | +12.19% | +15.15% |
| FY2011 | 2012-02-29 | 2012-02-29 | -1.48% | -3.57% | -1.25% | -0.77% | +9.72% |
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.