← zombie_alert (all companies) · NGL (all signals) · all methodology
zombie_alert on NGL Energy Partners LP (NGL)
SIC 4922 — Natural Gas Transmission · CIK 1504461 · 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 NGL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-29 | 2025-05-29 | +8.39% | +12.73% | +34.47% | +61.18% | — |
| FY2023 | 2024-06-06 | 2024-06-06 | -7.13% | -15.96% | -17.66% | -32.43% | -31.75% |
| FY2022 | 2023-05-31 | 2023-05-31 | +5.99% | +17.98% | +21.77% | +21.77% | +79.18% |
| FY2020 | 2021-06-03 | 2021-06-03 | -19.81% | -26.52% | -23.00% | -50.16% | -34.50% |
| FY2019 | 2020-06-01 | 2020-06-01 | +1.92% | +21.12% | -32.98% | -25.65% | -53.13% |
| FY2018 | 2019-05-30 | 2019-05-30 | +1.78% | +2.13% | -0.07% | -13.29% | -59.95% |
| FY2017 | 2018-05-30 | 2018-05-30 | +0.00% | +7.01% | +18.69% | +23.37% | +58.18% |
| FY2016 | 2017-05-26 | 2017-05-26 | -4.59% | -2.83% | -13.07% | -30.75% | -14.93% |
| FY2015 | 2016-05-31 | 2016-05-31 | +3.06% | +19.57% | +30.09% | +20.75% | -1.39% |
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.