← fcf_turn_negative (all companies) · OPRX (all signals) · all methodology

fcf_turn_negative on OptimizeRx Corp (OPRX)

SIC 7389 — Services-Business Services, NEC · CIK 1448431 · default direction: short

Definition

Fires when previously-positive operating cash flow turns negative — the cash equivalent of profit_to_loss, usually more leading.

Every time the signal fired on OPRX

FYFiling dateEvent date1d5d20d60d252d
FY20232024-04-152024-04-15-3.49%-11.92%+2.13%-3.88%-20.74%
FY20192020-03-262020-03-26-9.56%+5.26%+13.62%+55.56%+467.50%
FY20162017-03-082017-03-08+1.33%+9.33%+0.00%+6.67%+98.67%
FY20142015-09-162015-09-16-6.06%+1.01%+23.23%+21.21%+16.16%

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
1d2,337-0.05%+42.62%short-0.14%35-0.02
5d2,337+0.06%+41.98%short+0.31%36+0.02
20d2,312-0.77%+42.08%short+1.36%40+0.08
60d2,192+1.98%+47.45%short-1.61%51-0.05
252d2,148+15.62%+50.33%short-16.85%103-0.17

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


Data: /api/company/1448431/financials