← dso_drift_severe (all sectors) · all signals in Manufacturing (light)
dso_drift_severe in Manufacturing (light)
Fires on Days Sales Outstanding rising >25% YoY while revenue grows <10%. Channel-stuffing / receivables-quality precursor.
Calibration in this sector (20d horizon)
| n events | 505 |
|---|---|
| Mean return | -3.43% |
| Median | -3.33% |
| Stdev | 25.06% |
| Hit rate | 38.0% |
| r/σ | -0.14 |
Top 5 sectors for dso_drift_severe by |r/σ|
| Sector | n | Mean 20d | r/σ |
|---|---|---|---|
| Wholesale + Retail Trade | 142 | +7.95% | +0.15 |
| Manufacturing (light) | 505 | -3.43% | -0.14 |
| Finance, Insurance, Real Estate | 96 | +17.28% | +0.14 |
| Mining + Construction | 214 | -1.97% | -0.08 |
| Services (business + personal) | 326 | +16.03% | +0.05 |
For full multi-horizon and net-of-cost calibration, see the unfiltered dso_drift_severe methodology page.