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zombie_alert on GENCO SHIPPING & TRADING LTD (GNK)
SIC 4412 — Deep Sea Foreign Transportation of Freight · CIK 1326200 · 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 GNK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-27 | 2020-02-27 | +5.79% | -4.66% | -18.64% | -32.05% | +49.78% |
| FY2017 | 2018-02-28 | 2018-02-28 | +1.60% | +5.16% | +0.58% | +38.95% | -40.26% |
| FY2012 | 2013-03-01 | 2014-07-15 | +1.19% | +2.14% | -2.38% | -15.48% | -65.95% |
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.