Drill Down Conditional Formatting

I have a dataset with a column that uses conditional formatting to display an arrow pointing up, down, or right when the cell value is 1,-1, or 0 respectively.   This dataset is shown in a pivot table, but not the column with the formatting.  I am trying to get it so that when the pivot table is double clicked and the drill down sheet appears, my conditional formatting for the column with arrows stays.  Currently it just displays 1,-1, or 0.  

Please help!