← margin_compression_severe (all sectors) · all signals in Manufacturing (heavy)
margin_compression_severe in Manufacturing (heavy)
Fires on >500 bps year-over-year decline in operating margin. Captures the 'good business getting worse' pattern.
Calibration in this sector (20d horizon)
| n events | 894 |
|---|---|
| Mean return | +5.36% |
| Median | -2.78% |
| Stdev | 171.11% |
| Hit rate | 40.8% |
| r/σ | +0.03 |
Top 5 sectors for margin_compression_severe by |r/σ|
| Sector | n | Mean 20d | r/σ |
|---|---|---|---|
| Services (health + legal + edu) | 106 | +46.69% | +0.16 |
| Transportation, Communications, Utilities | 93 | +39.75% | +0.11 |
| Wholesale + Retail Trade | 130 | -1.98% | -0.06 |
| Finance, Insurance, Real Estate | 108 | +5.81% | +0.05 |
| Manufacturing (light) | 479 | +2.04% | +0.04 |
For full multi-horizon and net-of-cost calibration, see the unfiltered margin_compression_severe methodology page.