← fcf_turn_negative (all companies) · CLAR (all signals) · all methodology
fcf_turn_negative on Clarus Corp (CLAR)
SIC 3949 — Sporting & Athletic Goods, NEC · CIK 913277 · 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 CLAR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-06 | 2025-03-06 | +3.99% | -4.69% | -15.20% | -25.26% | -28.02% |
| FY2021 | 2022-03-07 | 2022-03-07 | +3.93% | +13.09% | +13.82% | -1.88% | -51.61% |
| FY2017 | 2018-03-12 | 2018-03-12 | +2.17% | -0.72% | -2.90% | +5.80% | +73.71% |
| FY2014 | 2015-03-16 | 2015-03-16 | +36.74% | +41.42% | +37.30% | +39.86% | -33.05% |
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)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 2,337 | -0.05% | +42.62% | short | -0.14% | 35 | -0.02 |
| 5d | 2,337 | +0.06% | +41.98% | short | +0.31% | 36 | +0.02 |
| 20d | 2,312 | -0.77% | +42.08% | short | +1.36% | 40 | +0.08 |
| 60d | 2,192 | +1.98% | +47.45% | short | -1.61% | 51 | -0.05 |
| 252d | 2,148 | +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.