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margin_compression_severe on INNOVATIVE SOLUTIONS & SUPPORT INC (ISSC)
SIC 7371 — Services-Computer Programming Services · CIK 836690 · 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 ISSC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-23 | 2025-12-23 | +3.12% | +0.05% | +14.32% | +58.27% | — |
| FY2024 | 2024-12-30 | 2024-12-30 | -0.12% | -0.35% | +29.82% | -23.98% | +119.30% |
| FY2017 | 2017-12-15 | 2017-12-15 | +6.49% | +11.45% | +15.65% | +40.84% | -17.56% |
| FY2014 | 2014-12-15 | 2014-12-15 | +3.58% | +7.89% | +12.19% | +35.48% | -13.26% |
| FY2012 | 2012-12-14 | 2012-12-14 | -2.13% | +2.34% | +12.65% | +45.92% | +112.16% |
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.