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dso_drift_severe on UNITED STATES ANTIMONY CORP (UAMY)

SIC 3330 — Primary Smelting & Refining of Nonferrous Metals · CIK 101538 · 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 UAMY

FYFiling dateEvent date1d5d20d60d252d
FY20202021-03-312021-03-31-1.65%-1.65%-24.79%-26.45%-52.89%
FY20182019-04-012019-04-01+0.00%+4.17%+10.42%+16.67%-31.25%
FY20162017-03-312017-03-31-18.00%-4.00%-18.00%-20.00%-48.00%
FY20132014-03-172014-03-17-5.91%-2.69%+6.45%-3.23%-64.52%

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/101538/financials