Try adding a custom calculation on top of your measure, to determine whether the value is positive or negative.
Then use that as your shape designator and order manually, assigning downward arrow for negatives and upward for positives, etc.
I'll post a snapshot of my try if it helps.
In the mean time check this thread:
You should also check out the info here: Terrific tooltip tricks: European conference session | Gravy Anecdote
There's some nifty ways to create shapes using the Wingdings font (in a tooltip, in the example on the site). Worth looking over, anyway.