← zombie_alert (all companies) · POST (all signals) · all methodology
zombie_alert on Post Holdings, Inc. (POST)
SIC 2040 — Grain Mill Products · CIK 1530950 · 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 POST
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-11-17 | 2022-11-17 | -0.74% | +3.69% | +1.34% | +0.44% | -3.84% |
| FY2021 | 2021-11-19 | 2021-11-19 | +2.46% | -0.68% | +3.30% | +7.32% | +39.44% |
| FY2018 | 2018-11-16 | 2018-11-16 | -4.48% | -3.58% | -6.19% | +7.13% | +10.07% |
| FY2015 | 2015-11-25 | 2015-11-25 | +2.74% | -3.97% | -7.68% | +0.62% | +9.36% |
| FY2013 | 2013-11-27 | 2013-11-27 | +1.28% | +3.10% | -1.28% | +13.80% | -20.02% |
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.