Manufacturing (heavy)
Signal calibration filtered to companies in SIC division 3. Sorted by absolute |r/σ|. Click signal name for full methodology in this sector context.
| Signal | n events | Mean 20d | Hit rate | r/σ |
|---|---|---|---|---|
accruals_quality_low |
223 | -2.30% | 42.6% | -0.12 |
capex_spike |
612 | -2.47% | 40.5% | -0.11 |
zombie_alert |
227 | +2.17% | 49.3% | +0.09 |
beneish_m_score_high |
1,341 | -1.11% | 42.7% | -0.06 |
fcf_turn_negative |
635 | -1.15% | 42.2% | -0.06 |
profit_to_loss |
812 | -1.12% | 44.3% | -0.05 |
positive_eps_streak |
4,446 | -0.52% | 49.8% | -0.04 |
dividend_initiation |
93 | -0.39% | 57.0% | -0.03 |
margin_compression_severe |
894 | +5.36% | 40.8% | +0.03 |
fcf_turn_positive |
645 | -0.42% | 45.9% | -0.02 |
fcf_ni_divergence |
330 | -0.10% | 41.5% | -0.01 |
dso_drift_severe |
737 | -0.08% | 43.7% | -0.00 |