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margin_compression_severe on Hyperscale Data, Inc. (GPUS)

SIC 3533 — Oil & Gas Field Machinery & Equipment · CIK 896493 · 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 GPUS

FYFiling dateEvent date1d5d20d60d252d
FY20232024-09-242024-09-24-9.09%+4.55%+4.55%-24.55%-94.03%
FY20222023-05-222023-05-22+13.20%-7.44%-29.92%-80.57%-99.83%
FY20192020-06-012020-06-01+0.78%+10.08%+78.29%+41.09%+119.38%
FY20182019-10-162019-10-16-0.58%-13.29%-27.17%-22.54%+26.59%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d2,429+2.00%+36.27%short-2.03%46-0.02
5d2,429+3.35%+38.74%short-2.80%47-0.02
20d2,364+6.26%+38.32%short-4.81%52-0.03
60d2,266+78.74%+40.47%short-75.14%65-0.03
252d2,195+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.


Data: /api/company/896493/financials