← margin_compression_severe (all companies) · CHUC (all signals) · all methodology
margin_compression_severe on Charlie's Holdings, Inc. (CHUC)
SIC 2833 — Medicinal Chemicals & Botanical Products · CIK 1134765 · default direction: short
Definition
Fires on >500 bps year-over-year decline in operating margin. Captures the 'good business getting worse' pattern.
Every time the signal fired on CHUC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-04-01 | 2019-04-01 | +4.55% | +6.06% | +1015.15% | +51.52% | -71.21% |
| FY2015 | 2016-03-24 | 2016-03-24 | -3.70% | +0.00% | -10.81% | +29.63% | -35.19% |
| FY2014 | 2015-04-02 | 2015-04-02 | -8.81% | -2.74% | +15.50% | -2.74% | -20.97% |
| FY2013 | 2014-03-31 | 2014-03-31 | -1.27% | -3.80% | -16.46% | +0.00% | -54.43% |
| FY2012 | 2013-04-05 | 2013-04-05 | -7.04% | +5.53% | -10.05% | -54.77% | -80.40% |
| FY2011 | 2012-04-06 | 2013-01-02 | +0.00% | +8.11% | -25.68% | -45.95% | -93.78% |
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 | 2,429 | +2.00% | +36.27% | short | -2.03% | 46 | -0.02 |
| 5d | 2,429 | +3.35% | +38.74% | short | -2.80% | 47 | -0.02 |
| 20d | 2,364 | +6.26% | +38.32% | short | -4.81% | 52 | -0.03 |
| 60d | 2,266 | +78.74% | +40.47% | short | -75.14% | 65 | -0.03 |
| 252d | 2,195 | +41.39% | +39.77% | short | -31.94% | 126 | -0.09 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See margin_compression_severe methodology for the full audit.