← positive_eps_streak (all companies) · WWW (all signals) · all methodology
positive_eps_streak on WOLVERINE WORLD WIDE INC /DE/ (WWW)
SIC 3140 — Footwear, (No Rubber) · CIK 110471 · 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 WWW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-26 | 2020-02-26 | -3.25% | -7.88% | -51.01% | -26.40% | +25.64% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.98% | +0.03% | -1.95% | -15.90% | -21.77% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.43% | -1.43% | -4.80% | +9.73% | +20.30% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.87% | +0.48% | +1.11% | -0.12% | +17.32% |
| FY2015 | 2016-03-01 | 2016-03-01 | +2.46% | -3.23% | -6.21% | -10.38% | +33.18% |
| FY2014 | 2015-03-03 | 2015-03-03 | -1.01% | -1.66% | +9.23% | -3.28% | -34.28% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.07% | +3.76% | +6.53% | -1.13% | +16.76% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.64% | +3.30% | +5.79% | +22.75% | +26.81% |
| FY2011 | 2012-03-02 | 2012-03-02 | +1.23% | +0.65% | -2.35% | +11.99% | +16.25% |
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.