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fcf_turn_negative on TITAN INTERNATIONAL INC (TWI)

SIC 3312 — Steel Works, Blast Furnaces & Rolling Mills (Coke Ovens) · CIK 899751 · 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 TWI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-1.72%-10.20%-30.00%
FY20212022-03-032022-03-03+5.75%+10.03%+26.33%+57.63%+8.92%
FY20172018-02-232018-02-23-1.06%-10.39%-10.88%-13.25%-56.50%
FY20112012-02-232012-02-23-0.87%-2.88%-3.47%-9.05%-16.44%

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/899751/financials