← margin_compression_severe (all companies) · OCLN (all signals) · all methodology
margin_compression_severe on ORIGINCLEAR, INC. (OCLN)
SIC 3559 — Special Industry Machinery, NEC · CIK 1419793 · 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 OCLN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-04-18 | 2024-04-18 | -0.91% | -10.45% | -10.91% | -35.27% | -79.09% |
| FY2019 | 2020-05-29 | 2020-05-29 | -3.50% | -2.39% | +19.71% | -44.75% | +1.29% |
| FY2017 | 2018-04-17 | 2018-04-17 | -4.56% | +0.30% | +8.51% | -40.73% | -97.26% |
| FY2015 | 2016-04-04 | 2016-04-04 | +0.96% | -4.78% | -3.11% | -49.28% | -81.82% |
| FY2014 | 2015-03-31 | 2015-03-31 | +2.05% | -13.51% | -29.60% | -36.21% | -71.26% |
| FY2012 | 2013-04-16 | 2013-04-16 | +3.79% | -2.84% | -10.31% | -16.47% | -56.14% |
| FY2011 | 2012-04-09 | 2012-04-09 | +0.00% | -16.46% | -6.96% | -33.54% | -73.10% |
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.