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fcf_turn_negative on Stabilis Solutions, Inc. (SLNG)

SIC 4924 — Natural Gas Distribution · CIK 1043186 · 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 SLNG

FYFiling dateEvent date1d5d20d60d252d
FY20232024-03-072024-03-07+0.75%+0.25%+4.48%+10.95%+15.92%
FY20212022-03-102022-03-10-8.28%-3.43%+10.91%-1.01%-23.84%
FY20122013-03-282013-03-28-0.19%+1.15%+5.17%+30.08%+29.31%

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/1043186/financials