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zombie_alert on Track Group, Inc. (TRCK)

SIC 3669 — Communications Equipment, NEC · CIK 1045942 · 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 TRCK

FYFiling dateEvent date1d5d20d60d252d
FY20252025-12-192025-12-19+0.00%+33.33%+36.67%+73.33%
FY20242024-12-232024-12-23+0.00%+26.67%+26.67%+73.33%+166.67%
FY20232023-12-202023-12-20+0.00%+0.00%+6.67%-33.33%-40.00%
FY20222022-12-162022-12-16-12.00%-10.00%+20.00%-22.00%-40.00%
FY20192020-01-102020-01-10+0.00%+0.00%+11.11%-46.30%-5.56%
FY20182018-12-192018-12-19-15.00%-15.00%-16.67%-8.33%-15.00%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d1,085+13881.81%+45.90%long-0.60%28-0.10
5d1,079+13913.06%+46.71%long-0.46%28-0.04
20d1,068-0.28%+46.54%long-0.67%28-0.03
60d991+3.27%+49.65%long+2.98%28+0.07
252d970+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.


Data: /api/company/1045942/financials