← positive_eps_streak (all companies) · WVVI (all signals) · all methodology
positive_eps_streak on WILLAMETTE VALLEY VINEYARDS INC (WVVI)
SIC 2080 — Beverages · CIK 838875 · 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 WVVI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-29 | 2022-03-29 | -1.60% | +2.13% | +0.64% | -34.04% | -35.75% |
| FY2020 | 2021-03-15 | 2021-03-15 | +1.10% | +14.58% | +15.81% | +64.71% | +26.84% |
| FY2019 | 2020-03-11 | 2020-03-11 | -8.93% | -17.14% | -10.71% | +9.29% | +41.25% |
| FY2018 | 2019-03-21 | 2019-03-21 | +0.55% | +0.97% | -1.66% | -4.15% | -37.76% |
| FY2017 | 2018-03-22 | 2018-03-22 | +0.38% | +0.51% | +2.03% | +4.30% | -10.25% |
| FY2016 | 2017-03-23 | 2017-03-23 | +3.37% | +3.76% | +2.33% | +3.76% | +2.85% |
| FY2015 | 2016-03-10 | 2016-03-10 | -0.58% | +1.44% | +0.58% | +12.10% | +13.26% |
| FY2014 | 2015-03-26 | 2015-03-26 | +4.29% | +5.49% | +10.63% | +13.89% | +19.55% |
| FY2013 | 2014-03-27 | 2014-03-27 | -0.16% | -2.34% | -4.53% | -13.91% | -5.00% |
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.