← beneish_m_score_high (all companies) · FTLF (all signals) · all methodology
beneish_m_score_high on FITLIFE BRANDS, INC. (FTLF)
SIC 2833 — Medicinal Chemicals & Botanical Products · CIK 1374328 · default direction: short
Definition
Beneish 5-factor M-Score above the manipulator threshold (-1.78). Composite of DSO, gross margin, asset quality, sales growth, depreciation.
Every time the signal fired on FTLF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-31 | 2026-03-31 | -14.79% | -30.07% | — | — | — |
| FY2023 | 2024-03-29 | 2024-04-01 | +1.51% | +16.29% | +16.12% | +36.73% | +0.49% |
| FY2020 | 2022-10-13 | 2022-10-13 | -0.93% | -0.93% | -0.93% | -0.93% | +24.02% |
| FY2019 | 2020-03-30 | 2020-03-30 | +5.26% | +5.26% | +5.26% | +17.08% | +262.57% |
| FY2015 | 2016-04-14 | 2016-04-14 | +0.00% | +5.00% | +30.00% | +39.00% | -44.00% |
| FY2014 | 2015-03-31 | 2015-03-31 | -0.46% | -7.41% | -14.35% | -21.76% | -49.07% |
| FY2012 | 2013-04-01 | 2013-04-01 | +0.00% | -9.09% | -18.18% | +0.00% | +127.27% |
| FY2011 | 2012-04-13 | 2012-04-13 | +0.00% | +0.00% | -11.11% | -11.11% | +11.11% |
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 | 2,937 | +0.04% | +45.86% | short | -0.28% | 32 | -0.04 |
| 5d | 2,937 | +0.10% | +45.83% | short | +0.06% | 33 | +0.01 |
| 20d | 2,915 | +2.64% | +44.43% | short | -2.76% | 37 | -0.02 |
| 60d | 2,798 | +11.23% | +46.71% | short | -11.63% | 47 | -0.03 |
| 252d | 2,745 | +47.23% | +50.93% | short | -48.06% | 96 | -0.04 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See beneish_m_score_high methodology for the full audit.