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zombie_alert on Green Plains Inc. (GPRE)
SIC 2860 — Industrial Organic Chemicals · CIK 1309402 · 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 GPRE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | +5.23% | -9.23% | +6.72% | — | — |
| FY2024 | 2025-02-07 | 2025-02-07 | -1.36% | +1.06% | -16.97% | -44.55% | +123.18% |
| FY2023 | 2024-02-09 | 2024-02-09 | -0.40% | -6.76% | -15.42% | -21.97% | -74.79% |
| FY2017 | 2018-02-14 | 2018-02-14 | +0.78% | -1.72% | -3.29% | +1.16% | -17.90% |
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.