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zombie_alert on Energy Transfer LP (ET)
SIC 4922 — Natural Gas Transmission · CIK 1276187 · 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 ET
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-02-19 | 2021-02-19 | +6.71% | +9.14% | +14.00% | +51.06% | +55.88% |
| FY2017 | 2018-02-23 | 2018-02-23 | -2.16% | -6.35% | -14.73% | +4.29% | -3.76% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.48% | +2.17% | +0.16% | -0.52% | -7.44% |
| FY2015 | 2016-02-29 | 2016-02-29 | +0.29% | +18.00% | -2.57% | +78.51% | +190.48% |
| FY2013 | 2014-02-27 | 2014-02-27 | -0.46% | +4.83% | +4.45% | +18.20% | +49.98% |
| FY2012 | 2013-03-01 | 2013-03-01 | +2.85% | +7.18% | +7.72% | +12.24% | +73.16% |
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)
| 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.