← fcf_turn_negative (all companies) · ARTW (all signals) · all methodology

fcf_turn_negative on ARTS WAY MANUFACTURING CO INC (ARTW)

SIC 3523 — Farm Machinery & Equipment · CIK 7623 · default direction: short

Definition

Fires when previously-positive operating cash flow turns negative — the cash equivalent of profit_to_loss, usually more leading.

Every time the signal fired on ARTW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+7.80%+10.09%+2.75%
FY20202021-02-092021-02-09+3.07%+18.99%-12.29%-12.57%+6.15%
FY20182019-02-052019-02-05-1.02%-1.02%+3.05%+10.66%-0.51%
FY20132014-02-262014-02-26+0.00%-1.50%+0.33%-4.17%-21.14%

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
1d2,337-0.05%+42.62%short-0.14%35-0.02
5d2,337+0.06%+41.98%short+0.31%36+0.02
20d2,312-0.77%+42.08%short+1.36%40+0.08
60d2,192+1.98%+47.45%short-1.61%51-0.05
252d2,148+15.62%+50.33%short-16.85%103-0.17

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


Data: /api/company/7623/financials