← zombie_alert (all companies) · WLFC (all signals) · all methodology
zombie_alert on WILLIS LEASE FINANCE CORP (WLFC)
SIC 5080 — Wholesale-Machinery, Equipment & Supplies · CIK 1018164 · 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 WLFC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-30 | 2026-03-30 | +4.49% | +11.03% | — | — | — |
| FY2024 | 2025-03-11 | 2025-03-11 | +2.06% | +9.77% | -18.59% | -11.85% | +4.85% |
| FY2023 | 2024-03-15 | 2024-03-15 | -0.02% | +1.65% | +0.74% | +31.33% | +293.31% |
| FY2022 | 2023-03-10 | 2023-03-10 | -4.39% | -4.31% | -5.83% | -31.19% | -22.01% |
| FY2021 | 2022-03-14 | 2022-03-14 | +0.00% | -2.13% | -2.86% | +16.56% | +70.12% |
| FY2019 | 2020-03-12 | 2020-03-12 | -5.31% | -41.42% | -18.91% | +6.95% | +16.84% |
| FY2018 | 2019-03-14 | 2019-03-14 | -6.88% | -2.58% | +2.87% | +24.42% | -32.13% |
| FY2017 | 2018-03-15 | 2018-03-15 | -0.90% | +2.56% | +15.03% | +8.83% | +39.73% |
| FY2016 | 2017-03-16 | 2017-03-16 | +0.00% | -15.42% | -11.78% | +6.60% | +13.08% |
| FY2015 | 2016-03-11 | 2016-03-11 | +1.14% | +5.62% | +2.38% | +20.24% | +24.29% |
| FY2014 | 2015-03-16 | 2015-03-16 | -0.26% | -8.21% | -6.73% | -5.41% | +7.96% |
| FY2013 | 2014-03-17 | 2014-03-17 | +0.44% | +1.14% | +0.30% | -3.36% | -3.36% |
| FY2012 | 2013-04-03 | 2013-04-03 | +1.25% | -5.13% | -7.96% | -14.40% | +36.09% |
| FY2011 | 2012-03-13 | 2012-03-13 | +0.21% | -5.17% | -9.14% | -10.69% | +12.54% |
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.