Having beaten Cardiff and Bolton in their last two games, Posh made it a top-class hat-trick at Molineux thanks to goals from Lee Tomlin, Tommy Rowe and Dwight Gayle.
It is only the second time that Peterborough have won three successive games in the second tier - the last time was in 1993 - and a delighted Ferguson said: "It was a very good team performance.
"I played here at Wolves for five years and I know what the place is like, not many teams come here and win 3-0. It was a very good day. The two key moments were the second goal before half-time and getting the third which killed the game off and then we saw it out quite comfortably.
"Now this consistency has to remain for us to get out of trouble. To win one game at this level is hard enough. To win three is fantastic.
"But I don't want us to stop there. We have to maintain the consistency right to the end of the season."
Gayle was on target for the fifth successive game with his sixth goal in seven matches since his arrival from Dagenham and Redbridge.
Peterborough have splashed out around £750,000 to make the loan permanent and Ferguson said: "Dwight is a lot of money for us but it is money well spent."
Tomlin, who had also been on target in Saturday's 5-4 win against Bolton, fired Peterborough into a 17th-minute lead with a classy finish.
Rowe doubled the advantage in the 43rd minute after good work from George Boyd before Gayle made the match safe in the 69th minute when he turned home Mark Little's right wing cross the near post.