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margin_compression_severe on Titan Environmental Solutions Inc. (TESI)
SIC 7371 — Services-Computer Programming Services · CIK 1514056 · 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 TESI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-31 | 2023-03-31 | +0.00% | -12.00% | -63.20% | +0.00% | -60.00% |
| FY2021 | 2022-03-31 | 2022-03-31 | +0.00% | -20.79% | -20.79% | -18.81% | -75.25% |
| FY2018 | 2019-06-24 | 2020-10-27 | +0.00% | -20.00% | +299.96% | +304.00% | +200.00% |
| FY2017 | 2018-03-13 | 2020-10-27 | +0.00% | -20.00% | +299.96% | +304.00% | +200.00% |
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.