Wholesale + Retail Trade
Signal calibration filtered to companies in SIC division 5. 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 |
73 | +17.62% | 53.4% | +0.27 |
dso_drift_severe |
142 | +7.95% | 50.7% | +0.15 |
fcf_turn_negative |
221 | +6.83% | 48.9% | +0.13 |
fcf_turn_positive |
217 | +6.03% | 46.1% | +0.12 |
fcf_ni_divergence |
128 | +5.92% | 51.6% | +0.12 |
beneish_m_score_high |
378 | +4.63% | 49.2% | +0.11 |
capex_spike |
97 | +2.54% | 47.4% | +0.10 |
zombie_alert |
91 | +1.31% | 44.0% | +0.07 |
margin_compression_severe |
130 | -1.98% | 33.8% | -0.06 |
profit_to_loss |
247 | +1.11% | 38.9% | +0.02 |
dividend_initiation |
39 | +0.11% | 48.7% | +0.01 |
positive_eps_streak |
1,946 | +0.02% | 52.4% | +0.00 |