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zombie_alert in Mining + Construction
Fires on companies with persistent negative free cash flow but still operating — 'walking dead' candidates. Useful as oversold-bounce flag.
Calibration in this sector (20d horizon)
| n events | 49 |
|---|---|
| Mean return | +4.02% |
| Median | +0.78% |
| Stdev | 21.49% |
| Hit rate | 57.1% |
| r/σ | +0.19 |
Top 5 sectors for zombie_alert by |r/σ|
| Sector | n | Mean 20d | r/σ |
|---|---|---|---|
| Finance, Insurance, Real Estate | 146 | -3.41% | -0.22 |
| Mining + Construction | 49 | +4.02% | +0.19 |
| Manufacturing (light) | 140 | -2.79% | -0.19 |
| Manufacturing (heavy) | 227 | +2.17% | +0.09 |
| Wholesale + Retail Trade | 91 | +1.31% | +0.07 |
For full multi-horizon and net-of-cost calibration, see the unfiltered zombie_alert methodology page.