← zombie_alert (all companies) · RIG (all signals) · all methodology
zombie_alert on Transocean Ltd. (RIG)
SIC 1381 — Drilling Oil & Gas Wells · CIK 1451505 · 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 RIG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-18 | 2025-02-18 | -3.10% | -10.14% | -9.86% | -21.69% | +79.15% |
| FY2023 | 2024-02-21 | 2024-02-21 | -0.82% | -1.65% | +25.51% | +23.46% | -31.48% |
| FY2022 | 2023-02-23 | 2023-02-23 | +3.53% | +12.88% | -9.36% | -9.05% | -27.15% |
| FY2021 | 2022-02-23 | 2022-02-23 | -3.45% | +8.05% | +29.89% | +14.66% | +93.97% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.52% | +4.99% | -14.44% | -4.72% | -7.09% |
| FY2019 | 2020-02-18 | 2020-02-18 | -2.04% | -19.27% | -69.61% | -69.61% | -16.78% |
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.