Mining + Construction
Signal calibration filtered to companies in SIC division 1. Sorted by absolute |r/σ|. Click signal name for full methodology in this sector context.
| Signal | n events | Mean 20d | Hit rate | r/σ |
|---|---|---|---|---|
zombie_alert |
49 | +4.02% | 57.1% | +0.19 |
beneish_m_score_high |
101 | -2.86% | 40.6% | -0.14 |
accruals_quality_low |
80 | +3.47% | 55.0% | +0.14 |
profit_to_loss |
314 | +2.78% | 52.9% | +0.10 |
dso_drift_severe |
214 | -1.97% | 41.1% | -0.08 |
capex_spike |
129 | +1.84% | 48.8% | +0.08 |
fcf_ni_divergence |
122 | +1.50% | 47.5% | +0.07 |
fcf_turn_positive |
192 | +1.21% | 53.6% | +0.05 |
fcf_turn_negative |
187 | +1.04% | 44.4% | +0.04 |
dividend_initiation |
32 | -0.72% | 50.0% | -0.04 |
positive_eps_streak |
856 | -0.43% | 52.0% | -0.03 |
margin_compression_severe |
151 | +0.45% | 40.4% | +0.01 |