@stefan,
Unfortunately, you need to go through each column in the visual and set the conditional format settings exactly the way you did for “Income Statement Items”.
Another cool trick I’ve started using is instead of the switch statement returning a numeric value and then using that in the color scale conditional formatting, I have it return a color name (“Blue” or “Cyan” or “Red”) and use that in the field value conditional formatting. The cool thing about that is that once you set up all your columns to reference the switch statement, you can just change colors on the fly from the measure table, rather than going back in to the conditional format preferences. I’m actually working up a video on this approach. Before you configure all your columns using the first approach, you may want to give this one a try - I think it’s more flexible, and wins on style points. 
Give a shout if you have any problems.