← zombie_alert (all companies) · BXC (all signals) · all methodology
zombie_alert on BlueLinx Holdings Inc. (BXC)
SIC 5031 — Wholesale-Lumber, Plywood, Millwork & Wood Panels · CIK 1301787 · 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 BXC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-11 | 2020-03-11 | -8.50% | -6.15% | -8.50% | +56.06% | +622.97% |
| FY2018 | 2019-03-13 | 2019-03-13 | -0.28% | +5.13% | -5.64% | -23.44% | -80.03% |
| FY2017 | 2018-03-01 | 2018-03-01 | -1.18% | -2.36% | +102.17% | +133.13% | +83.75% |
| FY2015 | 2016-03-28 | 2016-03-28 | +9.26% | +16.67% | +25.93% | +35.00% | +52.59% |
| FY2014 | 2015-02-20 | 2015-02-20 | -3.54% | -4.42% | -13.27% | +0.88% | -65.49% |
| FY2012 | 2013-02-20 | 2013-02-20 | -0.68% | +6.44% | -9.15% | -15.93% | -46.44% |
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.