← margin_compression_severe (all companies) · GEOS (all signals) · all methodology
margin_compression_severe on GEOSPACE TECHNOLOGIES CORP (GEOS)
SIC 3829 — Measuring & Controlling Devices, NEC · CIK 1001115 · 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 GEOS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-21 | 2025-11-21 | -9.45% | +1.80% | +22.17% | -27.24% | — |
| FY2021 | 2021-11-19 | 2021-11-19 | +0.45% | -1.24% | -16.38% | -40.11% | -49.15% |
| FY2020 | 2020-11-20 | 2020-11-20 | -0.46% | -5.62% | +53.65% | +54.56% | +35.11% |
| FY2016 | 2016-11-17 | 2016-11-17 | +9.27% | +8.86% | +15.27% | -0.87% | -19.06% |
| FY2015 | 2015-11-19 | 2015-11-19 | +6.04% | +17.01% | +1.86% | -11.80% | +98.23% |
| FY2014 | 2014-11-21 | 2014-11-21 | -4.94% | -11.75% | +0.47% | -38.02% | -59.31% |
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.