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margin_compression_severe on GOLD RESOURCE CORP (GORO)
SIC 1040 — Gold and Silver Ores · CIK 1160791 · 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 GORO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-08 | 2025-04-08 | -2.56% | +12.82% | +51.28% | +102.56% | +279.49% |
| FY2023 | 2024-03-28 | 2024-03-28 | +13.95% | +44.19% | +16.28% | -6.98% | +11.63% |
| FY2022 | 2023-03-13 | 2023-03-13 | -1.18% | +8.24% | +28.24% | -5.88% | -51.76% |
| FY2020 | 2021-02-24 | 2021-02-24 | -5.46% | -7.85% | -9.11% | -4.23% | -39.94% |
| FY2019 | 2020-03-02 | 2020-03-02 | +8.12% | -10.90% | -35.91% | -5.34% | -35.53% |
| FY2018 | 2019-02-26 | 2019-02-26 | -5.70% | -15.48% | -16.66% | -39.82% | +5.02% |
| FY2016 | 2017-02-28 | 2017-02-28 | -1.35% | -14.67% | -14.83% | -30.40% | -20.95% |
| FY2015 | 2016-03-09 | 2016-03-09 | +3.18% | +6.82% | +11.00% | +54.77% | +91.90% |
| FY2013 | 2014-04-01 | 2014-04-01 | +4.82% | +3.35% | -3.16% | +3.44% | -24.63% |
| FY2012 | 2013-03-18 | 2013-03-18 | +0.79% | +2.83% | -23.04% | -24.96% | -53.75% |
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.