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dso_drift_severe on MICROVISION, INC. (MVIS)

SIC 3679 — Electronic Components, NEC · CIK 65770 · default direction: short

Definition

Fires on Days Sales Outstanding rising >25% YoY while revenue grows <10%. Channel-stuffing / receivables-quality precursor.

Every time the signal fired on MVIS

FYFiling dateEvent date1d5d20d60d252d
FY20242025-03-262025-03-26-6.47%-12.23%-12.95%-18.71%-58.27%
FY20192020-03-122020-03-12-10.00%-10.00%+5.00%+410.00%+8635.00%

Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.

Universe-wide calibration (this signal across all companies)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d2,382+0.25%+44.16%short-0.49%35-0.04
5d2,381-0.30%+44.18%short+0.11%36+0.01
20d2,351+2.47%+43.26%short-2.54%40-0.02
60d2,258+16.34%+45.44%short-11.34%51-0.06
252d2,213+32.55%+49.30%short-24.65%102-0.10

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See dso_drift_severe methodology for the full audit.


Data: /api/company/65770/financials