← margin_compression_severe (all companies) · CVU (all signals) · all methodology
margin_compression_severe on CPI AEROSTRUCTURES INC (CVU)
SIC 3728 — Aircraft Parts & Auxiliary Equipment, NEC · CIK 889348 · 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 CVU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-31 | 2026-03-31 | -13.01% | -11.48% | — | — | — |
| FY2018 | 2019-04-01 | 2019-04-01 | +0.46% | +0.31% | -3.06% | +28.79% | -65.54% |
| FY2016 | 2017-03-08 | 2017-03-08 | -2.74% | -5.48% | -13.01% | +14.38% | +14.38% |
| FY2014 | 2015-03-06 | 2015-03-06 | +0.41% | +0.41% | -1.97% | -10.16% | -31.48% |
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.