← zombie_alert (all companies) · VYX (all signals) · all methodology
zombie_alert on NCR Voyix Corp (VYX)
SIC 3578 — Calculating & Accounting Machines (No Electronic Computers) · CIK 70866 · 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 VYX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-14 | 2024-03-14 | -2.22% | +7.77% | -4.75% | +0.95% | -20.60% |
| FY2022 | 2023-02-27 | 2023-02-27 | -0.78% | -2.64% | -14.57% | -4.66% | -9.35% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.67% | -11.38% | +0.83% | -19.66% | -38.05% |
| FY2020 | 2021-02-26 | 2021-02-26 | +4.52% | +2.33% | +8.86% | +40.33% | +18.56% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.93% | -4.21% | -4.35% | +11.53% | -10.06% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.85% | +4.75% | +23.30% | +21.73% | +108.57% |
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.