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capex_spike on JOINT Corp (JYNT)

SIC 6794 — Patent Owners & Lessors · CIK 1612630 · 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 JYNT

FYFiling dateEvent date1d5d20d60d252d
FY20212022-03-142022-03-14+2.13%+25.09%+12.76%-47.08%-47.38%
FY20192020-03-062020-03-06-9.02%-8.08%-40.40%-1.48%+196.23%
FY20152016-03-172016-03-17+2.97%+0.46%+22.44%-2.97%+34.98%
FY20142015-03-202015-03-20-1.64%+2.73%+16.80%+58.20%-53.42%

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/1612630/financials