← margin_compression_severe (all companies) · LIQT (all signals) · all methodology
margin_compression_severe on LIQTECH INTERNATIONAL INC (LIQT)
SIC 3590 — Misc Industrial & Commercial Machinery & Equipment · CIK 1307579 · 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 LIQT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-28 | 2025-03-28 | -6.88% | -2.50% | -6.88% | -5.63% | +19.37% |
| FY2022 | 2023-03-22 | 2023-03-22 | +2.13% | +0.00% | -12.77% | -1.06% | -16.76% |
| FY2020 | 2021-03-31 | 2021-03-31 | +1.48% | +0.37% | -0.87% | -7.29% | -69.59% |
| FY2017 | 2018-03-23 | 2018-03-23 | +15.56% | +8.89% | -11.11% | +55.56% | +386.67% |
| FY2016 | 2017-03-30 | 2017-03-30 | +8.33% | +5.56% | +2.78% | -16.67% | +36.11% |
| FY2013 | 2014-03-27 | 2014-03-27 | -1.56% | -5.21% | +4.17% | +13.02% | -54.69% |
| FY2012 | 2013-03-27 | 2013-03-27 | +1.69% | +22.03% | +35.59% | +31.36% | -18.64% |
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.