← margin_compression_severe (all companies) · SCWO (all signals) · all methodology
margin_compression_severe on 374Water Inc. (SCWO)
SIC 3621 — Motors & Generators · CIK 933972 · 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 SCWO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-31 | 2026-03-31 | +1.76% | +0.70% | — | — | — |
| FY2024 | 2025-03-28 | 2025-03-28 | +0.00% | -17.65% | -20.59% | +14.71% | -16.47% |
| FY2023 | 2024-03-29 | 2024-04-01 | +0.00% | +0.00% | +22.95% | -9.84% | -72.13% |
| FY2022 | 2023-03-16 | 2023-03-16 | +1.77% | +8.86% | +0.76% | -13.67% | -65.57% |
| FY2011 | 2012-04-16 | 2012-04-16 | -17.91% | -3.73% | -14.18% | -37.31% | -85.07% |
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.