← zombie_alert (all companies) · INSE (all signals) · all methodology
zombie_alert on Inspired Entertainment, Inc. (INSE)
SIC 7372 — Services-Prepackaged Software · CIK 1615063 · 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 INSE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-31 | 2022-03-31 | -2.60% | -16.91% | -24.47% | -26.26% | +2.11% |
| FY2020 | 2021-05-10 | 2021-05-10 | -5.08% | -4.63% | +39.10% | +28.36% | -2.37% |
| FY2019 | 2020-03-30 | 2020-03-30 | -12.44% | -34.20% | -20.73% | -33.68% | +139.38% |
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.