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margin_compression_severe on Vystar Corp (VYST)
SIC 3060 — Fabricated Rubber Products, NEC · CIK 1308027 · 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 VYST
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-14 | 2025-04-14 | +18.51% | +66.44% | +51.80% | +0.27% | +234.22% |
| FY2022 | 2023-10-10 | 2023-10-10 | +0.00% | +0.00% | +5000.00% | +7870.00% | +60.00% |
| FY2021 | 2022-05-17 | 2022-05-17 | -0.32% | -9.68% | -17.74% | -48.39% | -91.37% |
| FY2017 | 2018-03-29 | 2018-03-29 | +0.00% | -27.08% | +45.83% | +4.38% | +29.17% |
| FY2016 | 2017-04-14 | 2017-04-17 | -1.82% | -6.67% | -12.12% | -33.33% | -75.76% |
| FY2014 | 2015-04-15 | 2015-04-15 | +0.00% | -1.43% | +7.14% | -56.86% | -35.71% |
| FY2012 | 2013-06-20 | 2013-06-20 | +40.00% | +40.00% | +200.00% | +139.80% | +160.00% |
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.