← margin_compression_severe (all companies) · DUOT (all signals) · all methodology
margin_compression_severe on DUOS TECHNOLOGIES GROUP, INC. (DUOT)
SIC 7372 — Services-Prepackaged Software · CIK 1396536 · 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 DUOT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-31 | 2025-03-31 | -7.45% | -20.21% | +35.28% | +34.31% | +15.25% |
| FY2023 | 2024-04-01 | 2024-04-01 | -10.54% | -15.42% | -18.38% | -32.39% | +33.16% |
| FY2020 | 2021-03-30 | 2021-03-30 | +16.92% | +17.24% | +1.18% | +15.95% | -37.79% |
| FY2017 | 2018-04-02 | 2018-04-02 | -5.41% | +8.11% | -29.73% | +24.32% | +102.70% |
| FY2014 | 2015-04-17 | 2017-05-30 | +4.76% | +6.67% | +1.90% | -51.43% | -92.00% |
| FY2011 | 2013-04-01 | 2017-05-30 | +4.76% | +6.67% | +1.90% | -51.43% | -92.00% |
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.