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capex_spike on FULL HOUSE RESORTS INC (FLL)

SIC 7011 — Hotels & Motels · CIK 891482 · 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 FLL

FYFiling dateEvent date1d5d20d60d252d
FY20222023-03-162023-03-16+0.79%-11.17%-9.99%-11.04%-38.50%
FY20212022-03-152022-03-15+7.60%+17.03%+7.60%-18.73%-13.62%
FY20182019-03-142019-03-14-0.47%-0.94%-3.29%-3.29%-48.83%
FY20172018-03-082018-03-08+0.32%+1.89%-3.15%+2.52%-32.18%
FY20142015-03-262015-03-26+2.07%+0.69%+2.76%+14.48%+4.83%

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/891482/financials