← zombie_alert (all companies) · TROX (all signals) · all methodology
zombie_alert on Tronox Holdings plc (TROX)
SIC 2810 — Industrial Inorganic Chemicals · CIK 1530804 · 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 TROX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +1.47% | +10.00% | +3.09% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +0.25% | -1.36% | -6.43% | -32.16% | -8.82% |
| FY2023 | 2024-02-21 | 2024-02-21 | +2.42% | -3.10% | +16.27% | +30.40% | -44.34% |
| FY2019 | 2020-03-16 | 2020-03-16 | +16.27% | -8.63% | +15.10% | +58.02% | +268.39% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.86% | +4.00% | +13.49% | -3.45% | -35.65% |
| FY2017 | 2018-03-01 | 2018-03-01 | -2.80% | -3.19% | -9.22% | -10.11% | -42.02% |
| FY2016 | 2017-02-24 | 2017-02-24 | +4.02% | +3.25% | -5.80% | +4.83% | +19.37% |
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.