← fcf_turn_negative (all sectors) · all signals in Finance, Insurance, Real Estate
fcf_turn_negative in Finance, Insurance, Real Estate
Fires when previously-positive operating cash flow turns negative — the cash equivalent of profit_to_loss, usually more leading.
Calibration in this sector (20d horizon)
| n events | 304 |
|---|---|
| Mean return | -1.79% |
| Median | -1.46% |
| Stdev | 13.97% |
| Hit rate | 40.8% |
| r/σ | -0.13 |
Top 5 sectors for fcf_turn_negative by |r/σ|
| Sector | n | Mean 20d | r/σ |
|---|---|---|---|
| Manufacturing (light) | 375 | -3.64% | -0.20 |
| Finance, Insurance, Real Estate | 304 | -1.79% | -0.13 |
| Wholesale + Retail Trade | 221 | +6.83% | +0.13 |
| Services (business + personal) | 300 | -1.93% | -0.09 |
| Transportation, Communications, Utilities | 207 | -1.45% | -0.09 |
For full multi-horizon and net-of-cost calibration, see the unfiltered fcf_turn_negative methodology page.