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profit_to_loss on FIREFLY NEUROSCIENCE, INC. (AIFF)

SIC 7372 — Services-Prepackaged Software · CIK 803578 · default direction: short

Definition

Fires when a previously-profitable company swings to net loss in the current fiscal year. Often early warning of structural problems.

Every time the signal fired on AIFF

FYFiling dateEvent date1d5d20d60d252d
FY20212022-04-122022-04-12+3.88%+11.64%-27.40%-70.78%-92.01%
FY20182019-04-012019-04-01+0.00%-13.64%-4.55%-9.09%-54.55%
FY20162017-03-312017-03-31+15.00%+10.00%-15.00%+50.00%+125.00%
FY20132014-03-312014-03-31+4.17%+66.67%+16.67%+25.00%-12.50%

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
1d3,667-0.22%+42.21%short-0.13%35-0.02
5d3,667+0.28%+43.50%short-0.21%36-0.01
20d3,616+0.23%+44.16%short+0.79%40+0.04
60d3,386+4.37%+49.00%short-3.72%51-0.06
252d3,297+20.41%+51.05%short-17.43%102-0.13

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


Data: /api/company/803578/financials