← zombie_alert (all companies) · LXU (all signals) · all methodology
zombie_alert on LSB INDUSTRIES, INC. (LXU)
SIC 2810 — Industrial Inorganic Chemicals · CIK 60714 · 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 LXU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-27 | 2025-02-27 | -0.68% | -3.93% | -5.15% | -0.81% | +61.79% |
| FY2020 | 2021-02-25 | 2021-02-25 | -4.71% | -17.13% | -8.99% | +34.90% | +313.94% |
| FY2019 | 2020-02-25 | 2020-02-25 | -5.18% | -1.55% | -1.04% | -43.52% | +132.12% |
| FY2018 | 2019-02-26 | 2019-02-26 | -4.58% | -7.94% | -9.15% | -42.40% | -75.37% |
| FY2017 | 2018-02-26 | 2018-02-26 | +11.34% | +6.86% | -11.34% | -22.13% | -0.70% |
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.