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margin_compression_severe on Peraso Inc. (PRSO)
SIC 3674 — Semiconductors & Related Devices · CIK 890394 · 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 PRSO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-29 | 2024-04-01 | -2.65% | -1.99% | -5.30% | -7.28% | -56.29% |
| FY2021 | 2022-03-31 | 2022-03-31 | +0.00% | -5.86% | -16.67% | -18.47% | -73.87% |
| FY2015 | 2016-03-15 | 2016-03-15 | -2.50% | -10.00% | -26.25% | -60.00% | -71.88% |
| FY2014 | 2015-03-13 | 2015-03-13 | +4.76% | +15.48% | +30.95% | +19.05% | -47.62% |
| FY2013 | 2014-03-14 | 2014-03-14 | +3.89% | +3.89% | -16.97% | -35.17% | -64.01% |
| FY2011 | 2012-03-15 | 2012-03-15 | +2.04% | +2.29% | -7.89% | -23.41% | +14.50% |
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.