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capex_spike on DESTINY MEDIA TECHNOLOGIES INC (DSNY)

SIC 7372 — Services-Prepackaged Software · CIK 1099369 · default direction: short

Definition

Fires on >50% YoY capex increase. Captures aggressive reinvestment phases — often precedes value destruction in mature industries.

Every time the signal fired on DSNY

FYFiling dateEvent date1d5d20d60d252d
FY20232023-11-282023-11-28+0.00%-6.86%+5.88%-1.96%-13.04%
FY20222022-11-142022-11-14-3.85%+19.23%+28.85%+28.85%+96.15%
FY20152015-11-252015-11-25-10.00%-23.33%-26.67%-20.00%-40.00%
FY20142014-11-242014-11-24-2.00%-6.00%-20.00%-34.00%-40.00%
FY20122012-11-292012-11-29-5.06%-17.97%-21.52%+1.27%+181.01%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d2,295+0.01%+43.27%short-0.06%32-0.01
5d2,292-0.85%+41.88%short+0.74%33+0.06
20d2,258-1.91%+41.67%short+2.05%36+0.10
60d2,127+0.65%+44.01%short-0.78%47-0.02
252d2,092+14.03%+44.93%short-14.91%97-0.09

Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See capex_spike methodology for the full audit.


Data: /api/company/1099369/financials