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margin_compression_severe on Gevo, Inc. (GEVO)
SIC 2860 — Industrial Organic Chemicals · CIK 1392380 · 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 GEVO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-24 | 2022-02-24 | -5.95% | +0.30% | +40.18% | +10.12% | -44.94% |
| FY2020 | 2021-03-18 | 2021-03-18 | +18.04% | +1.30% | -25.35% | -2.00% | -47.41% |
| FY2019 | 2020-03-17 | 2020-03-17 | -18.18% | -20.00% | -25.45% | +3.64% | +759.09% |
| FY2016 | 2017-03-31 | 2017-03-31 | -3.51% | -7.02% | -10.53% | -46.49% | -62.28% |
| FY2013 | 2014-04-15 | 2014-04-15 | -1.19% | +29.76% | +21.43% | -2.38% | -78.57% |
| FY2012 | 2013-03-26 | 2013-03-26 | +4.15% | -4.15% | -21.66% | -1.84% | -46.08% |
| FY2011 | 2012-02-28 | 2012-02-28 | +12.22% | -19.62% | +8.97% | -40.02% | -77.91% |
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.