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margin_compression_severe on Future FinTech Group Inc. (FTFT)
SIC 7389 — Services-Business Services, NEC · CIK 1066923 · 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 FTFT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-18 | 2026-03-18 | -6.92% | -3.85% | +3.85% | — | — |
| FY2023 | 2024-04-16 | 2024-04-16 | +6.02% | +1.20% | -2.41% | -46.99% | -83.49% |
| FY2021 | 2023-03-22 | 2023-03-22 | -2.48% | -11.57% | +12.40% | +4.96% | -16.53% |
| FY2018 | 2019-09-03 | 2019-09-03 | +0.00% | -5.56% | -10.00% | -42.22% | +107.78% |
| FY2017 | 2018-04-16 | 2018-04-16 | +4.61% | -0.46% | -0.46% | -2.76% | -28.57% |
| FY2014 | 2015-03-31 | 2015-03-31 | +0.88% | +1.75% | +23.68% | +23.68% | -68.86% |
| FY2011 | 2012-03-28 | 2012-03-28 | -1.92% | +1.28% | +11.54% | -1.92% | +40.38% |
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.