← margin_compression_severe (all companies) · LQMT (all signals) · all methodology
margin_compression_severe on LIQUIDMETAL TECHNOLOGIES INC (LQMT)
SIC 2800 — Chemicals & Allied Products · CIK 1141240 · 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 LQMT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-14 | 2023-03-14 | -12.50% | -12.50% | -12.50% | -25.00% | -25.00% |
| FY2021 | 2022-03-29 | 2022-03-29 | -31.25% | -25.00% | -37.50% | -43.75% | -56.25% |
| FY2017 | 2018-03-06 | 2018-03-06 | -4.17% | -8.33% | +4.17% | +12.50% | -37.50% |
| FY2015 | 2016-03-07 | 2016-03-07 | +0.00% | +37.50% | +62.50% | +100.00% | +162.50% |
| FY2013 | 2014-10-07 | 2014-10-07 | -5.56% | -5.56% | -5.56% | -27.78% | -50.00% |
| FY2012 | 2013-02-26 | 2013-02-26 | -11.11% | -11.11% | +0.00% | -11.11% | +244.44% |
| FY2011 | 2012-03-30 | 2012-03-30 | -14.29% | -23.81% | +123.81% | +66.67% | -57.14% |
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.