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zombie_alert on AMERICAN REALTY INVESTORS INC (ARL)
SIC 6510 — Real Estate Operators (No Developers) & Lessors · CIK 1102238 · default direction: long
Definition
Fires on companies with persistent negative free cash flow but still operating — 'walking dead' candidates. Useful as oversold-bounce flag.
Every time the signal fired on ARL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-12 | 2026-03-12 | -1.81% | -2.52% | -8.74% | — | — |
| FY2024 | 2025-03-20 | 2025-03-20 | -11.50% | -17.47% | -17.90% | +3.81% | +16.89% |
| FY2023 | 2024-03-21 | 2024-03-21 | -1.70% | -1.81% | -18.90% | -30.19% | -34.58% |
| FY2022 | 2023-03-23 | 2023-03-23 | -6.38% | -6.89% | -35.44% | -25.29% | -32.75% |
| FY2020 | 2021-03-26 | 2021-03-26 | -1.47% | +7.14% | -5.44% | +21.88% | +66.67% |
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)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 1,085 | +13881.81% | +45.90% | long | -0.60% | 28 | -0.10 |
| 5d | 1,079 | +13913.06% | +46.71% | long | -0.46% | 28 | -0.04 |
| 20d | 1,068 | -0.28% | +46.54% | long | -0.67% | 28 | -0.03 |
| 60d | 991 | +3.27% | +49.65% | long | +2.98% | 28 | +0.07 |
| 252d | 970 | +17.15% | +53.51% | long | +17.86% | 28 | +0.22 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See zombie_alert methodology for the full audit.