15.2.1

Reorganization Planning

PYTHON PLUGIN Distressed Activist

Description

Strategy 15.2.1: Acquire debt position to drive reorganization plan

Strategy Logic

Strategy 15.2.1: Acquire significant debt to submit a reorganization plan. Buy when distress is deep but the company has viable assets. Uses book_value vs market_cap and debt/equity ratio thresholds. Falls back to price-based proxies when fundamental data is absent.

Parameters

Parameter Default Value Type
bv_to_mcap_threshold 1.5 float
debt_equity_threshold 3.0 float
price_decline_pct 0.5 float
lookback 252 int

Risk Configuration

Risk Parameter Value
Max Position Pct 15.0%
Stop Loss Pct 25.0%
Take Profit Pct 60.0%
Max Drawdown Pct 35.0%