← margin_compression_severe (all companies) · LRDC (all signals) · all methodology
margin_compression_severe on Laredo Oil, Inc. (LRDC)
SIC 1311 — Crude Petroleum & Natural Gas · CIK 1442492 · 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 LRDC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-09-13 | 2022-09-13 | -5.56% | -11.11% | -22.22% | -33.33% | -55.56% |
| FY2021 | 2021-09-14 | 2021-09-14 | +0.00% | -16.67% | +16.67% | +50.00% | +183.33% |
| FY2017 | 2017-08-29 | 2017-08-29 | +33.33% | +0.00% | -33.33% | +66.67% | +233.33% |
| FY2014 | 2014-08-29 | 2014-08-29 | +2.67% | +4.00% | +5.33% | -20.00% | -53.33% |
| FY2013 | 2013-08-29 | 2013-08-29 | +0.00% | -4.35% | +4.35% | +56.52% | +226.09% |
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.