Research workspace

Overview

Turn a clear hypothesis into evidence you can inspect.

Symbols

3,296

Earnings events

241,926

Price records

Hypotheses

443

Build a hypothesis →

Define an earnings catalyst, then add trend, liquidity and market context.

Test robustness →

Compare variants across time, freeze your selection, then open the final test.

Follow new evidence →

Freeze the rules and track completed trades on future dates.

Hypotheses and latest backtests

Latest completed metrics for each hypothesis.

NameTradesAvg abnormalWin rateStatusActions

EPS surp.>10 & Rev. growth>15 & P/E<25 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

running

Copy

EPS surp.>10 & Rev. growth>15 & PEG<1.5 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

running

Copy

EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

7456

Avg abnormal

0.16%

Win rate

53.55%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5388

Avg abnormal

0.17%

Win rate

55.27%

Status

completed

View results Copy

EPS surp.>10 & Debt / equity<1 & FCF growth>10 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5936

Avg abnormal

0.70%

Win rate

55.05%

Status

completed

View results Copy

EPS surp.>15 & P/E after earn.<20 & Op. margin>15 (hold 15d) (lookback 50y) (max 100 pos)

Hold 15d · Lookback 50y · Fill market · Max 100 positions

Trades

992

Avg abnormal

0.96%

Win rate

54.03%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (5)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

13095

Avg abnormal

0.86%

Win rate

53.19%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (4)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

13095

Avg abnormal

0.86%

Win rate

53.19%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (3)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

13095

Avg abnormal

0.86%

Win rate

53.19%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (5)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5373

Avg abnormal

0.22%

Win rate

54.59%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5373

Avg abnormal

0.22%

Win rate

54.59%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (5)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7081

Avg abnormal

0.50%

Win rate

52.52%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7081

Avg abnormal

0.50%

Win rate

52.52%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (5)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1198

Avg abnormal

1.99%

Win rate

52.17%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1198

Avg abnormal

1.99%

Win rate

52.17%

Status

completed

View results Copy

P/E>20 & P/E after earn.<15 (lookback 50y) (max 100 pos) (min cap 10000000000)

Hold 5d · Lookback 50y · Fill market · Max 100 positions

Trades

Avg abnormal

-0.43%

Win rate

53.06%

Status

completed

View results Copy

P/E>10 & P/E after earn.<7 (lookback 50y) (max 100 pos) (exit open) (min cap 10000000000)

Hold 5d · Lookback 50y · Fill market · Max 100 positions

Trades

Avg abnormal

1.72%

Win rate

66.67%

Status

completed

View results Copy

P/E>10 & P/E after earn.<8 (lookback 50y) (max 100 pos) (exit open) (min cap 10000000000)

Hold 5d · Lookback 50y · Fill market · Max 100 positions

Trades

Avg abnormal

1.71%

Win rate

67.82%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (max 100 pos) (2)

Hold 5d · Lookback 50y · Fill market · Max 100 positions

Trades

4786

Avg abnormal

0.48%

Win rate

53.32%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y) (max 100 pos)

Hold 5d · Lookback 50y · Fill market · Max 100 positions

Trades

512

Avg abnormal

0.78%

Win rate

51.17%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y) (max 100 pos)

Hold 5d · Lookback 50y · Fill market · Max 100 positions

Trades

337

Avg abnormal

0.64%

Win rate

53.41%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (max 100 pos)

Hold 5d · Lookback 50y · Fill market · Max 100 positions

Trades

4786

Avg abnormal

0.48%

Win rate

53.32%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5127

Avg abnormal

0.38%

Win rate

55.61%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6183

Avg abnormal

0.53%

Win rate

53.68%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

163

Avg abnormal

2.25%

Win rate

47.24%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

126

Avg abnormal

2.89%

Win rate

46.83%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1354

Avg abnormal

1.95%

Win rate

52.44%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

337

Avg abnormal

1.11%

Win rate

56.68%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7643

Avg abnormal

0.30%

Win rate

52.01%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

failed

Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1808

Avg abnormal

2.29%

Win rate

55.81%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4154

Avg abnormal

0.84%

Win rate

52.79%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4368

Avg abnormal

0.49%

Win rate

52.54%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6708

Avg abnormal

0.38%

Win rate

53.03%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

11890

Avg abnormal

0.84%

Win rate

53.62%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (4)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

11180

Avg abnormal

0.95%

Win rate

54.02%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1198

Avg abnormal

1.99%

Win rate

52.17%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7081

Avg abnormal

0.50%

Win rate

52.52%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5373

Avg abnormal

0.22%

Win rate

54.59%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (2)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

13095

Avg abnormal

0.86%

Win rate

53.19%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos) (2)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

20120

Avg abnormal

0.54%

Win rate

52.61%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

509

Avg abnormal

4.37%

Win rate

51.47%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5127

Avg abnormal

0.38%

Win rate

55.61%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6183

Avg abnormal

0.53%

Win rate

53.68%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

126

Avg abnormal

2.89%

Win rate

46.83%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

16000

Avg abnormal

0.31%

Win rate

52.44%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1354

Avg abnormal

1.95%

Win rate

52.44%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

337

Avg abnormal

1.11%

Win rate

56.68%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7643

Avg abnormal

0.30%

Win rate

52.01%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4741

Avg abnormal

0.93%

Win rate

51.99%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1816

Avg abnormal

2.28%

Win rate

55.78%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4154

Avg abnormal

0.84%

Win rate

52.79%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4368

Avg abnormal

0.49%

Win rate

52.54%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6708

Avg abnormal

0.38%

Win rate

53.03%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (3)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

11180

Avg abnormal

0.95%

Win rate

54.02%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1198

Avg abnormal

1.99%

Win rate

52.17%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7081

Avg abnormal

0.50%

Win rate

52.52%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5341

Avg abnormal

0.28%

Win rate

54.77%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5127

Avg abnormal

0.38%

Win rate

55.61%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6183

Avg abnormal

0.53%

Win rate

53.68%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

126

Avg abnormal

2.89%

Win rate

46.83%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

16000

Avg abnormal

0.31%

Win rate

52.44%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1354

Avg abnormal

1.95%

Win rate

52.44%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

337

Avg abnormal

1.11%

Win rate

56.68%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7643

Avg abnormal

0.30%

Win rate

52.01%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4741

Avg abnormal

0.93%

Win rate

51.99%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1816

Avg abnormal

2.28%

Win rate

55.78%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4154

Avg abnormal

0.84%

Win rate

52.79%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4368

Avg abnormal

0.49%

Win rate

52.54%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6708

Avg abnormal

0.38%

Win rate

53.03%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

11180

Avg abnormal

0.95%

Win rate

54.02%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1198

Avg abnormal

1.99%

Win rate

52.17%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7081

Avg abnormal

0.50%

Win rate

52.52%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5373

Avg abnormal

0.22%

Win rate

54.59%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

6202

Avg abnormal

0.39%

Win rate

54.06%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (2)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

163

Avg abnormal

0.37%

Win rate

49.08%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (3)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

126

Avg abnormal

0.92%

Win rate

49.21%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (2)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

126

Avg abnormal

0.92%

Win rate

49.21%

Status

completed

View results Copy

EPS surp.>10 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

25159

Avg abnormal

0.28%

Win rate

51.14%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

1354

Avg abnormal

1.13%

Win rate

52.66%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

337

Avg abnormal

1.32%

Win rate

55.49%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

11582

Avg abnormal

0.25%

Win rate

50.99%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

4531

Avg abnormal

0.74%

Win rate

53.63%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

4847

Avg abnormal

0.46%

Win rate

52.11%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

9765

Avg abnormal

0.33%

Win rate

51.34%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

16345

Avg abnormal

0.65%

Win rate

52.84%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

1198

Avg abnormal

1.20%

Win rate

52.84%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

10466

Avg abnormal

0.36%

Win rate

51.13%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

7487

Avg abnormal

0.11%

Win rate

52.42%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

13095

Avg abnormal

0.86%

Win rate

53.19%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

20120

Avg abnormal

0.54%

Win rate

52.61%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

509

Avg abnormal

2.30%

Win rate

51.87%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5127

Avg abnormal

0.38%

Win rate

55.61%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6183

Avg abnormal

0.53%

Win rate

53.68%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

11180

Avg abnormal

0.95%

Win rate

54.02%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

11890

Avg abnormal

0.84%

Win rate

53.62%

Status

completed

View results Copy

EPS surp.>15 & Debt / equity<1 & Op. margin>10 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

5290

Avg abnormal

0.53%

Win rate

55.56%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6708

Avg abnormal

0.38%

Win rate

53.03%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4154

Avg abnormal

0.84%

Win rate

52.79%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4368

Avg abnormal

0.49%

Win rate

52.54%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1816

Avg abnormal

2.28%

Win rate

55.78%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

4741

Avg abnormal

0.93%

Win rate

51.99%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

7643

Avg abnormal

0.30%

Win rate

52.01%

Status

completed

View results Copy

EPS surp.>10 & Op. margin>12 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6442

Avg abnormal

0.03%

Win rate

53.20%

Status

completed

View results Copy

test of data

Hold 1d · Fill market · Max 100 positions

Trades

83634

Avg abnormal

0.06%

Win rate

49.54%

Status

completed

View results Copy

test

Hold 1d · Lookback 1y · Fill market · Max 1 positions

Trades

215

Avg abnormal

0.72%

Win rate

51.63%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

351

Avg abnormal

3.34%

Win rate

51.28%

Status

running

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

614

Avg abnormal

1.05%

Win rate

51.79%

Status

running

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

563

Avg abnormal

2.07%

Win rate

54.35%

Status

running

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill slippage 20bps) (2)

Hold 20d · Lookback 50y · Fill slippage bps · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 1d, 10bps) (2)

Hold 20d · Lookback 50y · Fill delayed open · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (5)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 1d, 10bps)

Hold 20d · Lookback 50y · Fill delayed open · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (fill slippage 20bps)

Hold 20d · Lookback 50y · Fill slippage bps · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>10 & ROE>15 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 2d, 10bps)

Hold 20d · Lookback 50y · Fill delayed open · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>10 & ROE>15 (hold 20d) (lookback 50y) (max 100 pos) (fill delayed 1d, 10bps)

Hold 20d · Lookback 50y · Fill delayed open · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>25 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>25 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

Rev. surp.>8 & EPS surp.>5 & Gross margin>30 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

—

Avg abnormal

—

Win rate

—

Status

not-run

Copy

EPS surp.>10 & FCF growth>0 & Free cash flow>0 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

6669

Avg abnormal

0.48%

Win rate

54.25%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

283

Avg abnormal

1.26%

Win rate

56.54%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1256

Avg abnormal

2.19%

Win rate

52.31%

Status

completed

View results Copy

EPS surp.>12 & ROE>15 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

1919

Avg abnormal

1.52%

Win rate

51.85%

Status

completed

View results Copy

EPS surp.>20 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

13698

Avg abnormal

0.49%

Win rate

52.08%

Status

completed

View results Copy

EPS surp.>15 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

14687

Avg abnormal

0.44%

Win rate

52.03%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

126

Avg abnormal

0.92%

Win rate

49.21%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos)

Hold 20d · Lookback 50y · Fill market · Max 100 positions

Trades

126

Avg abnormal

2.89%

Win rate

46.83%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos)

Hold 10d · Lookback 50y · Fill market · Max 100 positions

Trades

163

Avg abnormal

0.37%

Win rate

49.08%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

143

Avg abnormal

1.97%

Win rate

46.15%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

306

Avg abnormal

0.36%

Win rate

48.37%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

283

Avg abnormal

4.51%

Win rate

48.41%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y)

Hold 10d · Lookback 50y · Fill market · Max 5 positions

Trades

2265

Avg abnormal

0.43%

Win rate

51.88%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y)

Hold 10d · Lookback 50y · Fill market · Max 5 positions

Trades

2010

Avg abnormal

0.61%

Win rate

52.94%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (3)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

565

Avg abnormal

2.02%

Win rate

54.34%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (3)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

617

Avg abnormal

1.20%

Win rate

52.67%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (3)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

354

Avg abnormal

3.04%

Win rate

50.56%

Status

completed

View results Copy

EPS surp.>10 (hold 10d) (lookback 50y)

Hold 10d · Lookback 50y · Fill market · Max 5 positions

Trades

2356

Avg abnormal

0.40%

Win rate

51.44%

Status

completed

View results Copy

EPS surp.>10 & P/E<20 & P/E after earn.>25 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

631

Avg abnormal

-0.05%

Win rate

52.77%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>10 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

1179

Avg abnormal

0.28%

Win rate

54.54%

Status

completed

View results Copy

P/E>10 & P/E after earn.<8 (hold 1d) (lookback 50y) (exit open) (min cap 10000000000)

Hold 1d · Lookback 50y · Fill market · Max 5 positions

Trades

Avg abnormal

1.51%

Win rate

59.09%

Status

completed

View results Copy

P/E>10 & P/E after earn.<7 (hold 1d) (lookback 50y) (exit open) (min cap 10000000000)

Hold 1d · Lookback 50y · Fill market · Max 5 positions

Trades

Avg abnormal

1.43%

Win rate

54.43%

Status

completed

View results Copy

P/E>10 & P/E after earn.<5 (lookback 50y) (exit open) (min cap 10000000000)

Hold 5d · Lookback 50y · Fill market · Max 5 positions

Trades

Avg abnormal

1.88%

Win rate

69.23%

Status

completed

View results Copy

P/E>20 & P/E after earn.<15 (lookback 50y) (min cap 10000000000)

Hold 5d · Lookback 50y · Fill market · Max 5 positions

Trades

Avg abnormal

-0.43%

Win rate

53.06%

Status

completed

View results Copy

P/E>10 & P/E after earn.<5 (hold 1d) (lookback 50y) (min cap 10000000000)

Hold 1d · Lookback 50y · Fill market · Max 5 positions

Trades

Avg abnormal

1.78%

Win rate

55.00%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (fill slippage 20bps)

Hold 20d · Lookback 50y · Fill slippage bps · Max 5 positions

Trades

119

Avg abnormal

2.79%

Win rate

46.22%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 10 pos) (fill delayed 1d, 10bps)

Hold 20d · Lookback 50y · Fill delayed open · Max 10 positions

Trades

126

Avg abnormal

3.78%

Win rate

49.21%

Status

completed

View results Copy

P/E>10 & P/E after earn.<8 (lookback 50y) (exit open) (min cap 10000000000)

Hold 5d · Lookback 50y · Fill market · Max 5 positions

Trades

Avg abnormal

1.71%

Win rate

67.82%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (2)

Hold 5d · Lookback 50y · Fill market · Max 5 positions

Trades

1433

Avg abnormal

0.12%

Win rate

50.66%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y)

Hold 5d · Lookback 50y · Fill market · Max 5 positions

Trades

452

Avg abnormal

0.95%

Win rate

51.55%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y)

Hold 5d · Lookback 50y · Fill market · Max 5 positions

Trades

323

Avg abnormal

0.54%

Win rate

52.94%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y)

Hold 5d · Lookback 50y · Fill market · Max 5 positions

Trades

1433

Avg abnormal

0.12%

Win rate

50.66%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

571

Avg abnormal

0.76%

Win rate

56.04%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

596

Avg abnormal

2.62%

Win rate

56.71%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

119

Avg abnormal

3.00%

Win rate

46.22%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

1210

Avg abnormal

1.43%

Win rate

54.63%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

365

Avg abnormal

3.25%

Win rate

51.78%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

238

Avg abnormal

0.62%

Win rate

55.04%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

634

Avg abnormal

1.28%

Win rate

53.15%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

524

Avg abnormal

0.91%

Win rate

51.91%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

430

Avg abnormal

0.61%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

520

Avg abnormal

0.31%

Win rate

54.42%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

522

Avg abnormal

0.46%

Win rate

52.49%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

607

Avg abnormal

0.86%

Win rate

53.05%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

1136

Avg abnormal

1.57%

Win rate

55.90%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

354

Avg abnormal

3.04%

Win rate

50.56%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

617

Avg abnormal

1.20%

Win rate

52.67%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (2)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

565

Avg abnormal

2.02%

Win rate

54.34%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

571

Avg abnormal

0.76%

Win rate

56.04%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

596

Avg abnormal

2.62%

Win rate

56.71%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

119

Avg abnormal

3.00%

Win rate

46.22%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

1210

Avg abnormal

1.43%

Win rate

54.63%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

365

Avg abnormal

3.25%

Win rate

51.78%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

238

Avg abnormal

0.62%

Win rate

55.04%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

631

Avg abnormal

1.30%

Win rate

53.25%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

520

Avg abnormal

0.82%

Win rate

51.35%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

428

Avg abnormal

0.68%

Win rate

50.23%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

519

Avg abnormal

0.46%

Win rate

53.95%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

521

Avg abnormal

0.53%

Win rate

52.98%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

596

Avg abnormal

2.02%

Win rate

52.68%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y)

Hold 20d · Lookback 50y · Fill market · Max 5 positions

Trades

1131

Avg abnormal

1.71%

Win rate

55.61%

Status

completed

View results Copy

EPS surp.>5 (hold 1d) (max 100 pos) (cost 0bps)

Hold 1d · Fill market · Max 100 positions

Trades

30658

Avg abnormal

0.13%

Win rate

49.81%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (fill slippage 20bps)

Hold 20d · Lookback 3y · Fill slippage bps · Max 5 positions

Trades

Avg abnormal

9.00%

Win rate

58.54%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (max 10 pos) (fill delayed 1d, 10bps)

Hold 20d · Lookback 3y · Fill delayed open · Max 10 positions

Trades

Avg abnormal

12.21%

Win rate

60.98%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (max 1 pos)

Hold 20d · Lookback 3y · Fill market · Max 1 positions

Trades

Avg abnormal

5.65%

Win rate

52.94%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Fill market · Max 5 positions

Trades

Avg abnormal

18.34%

Win rate

75.00%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 3y) (max 10 pos)

Hold 20d · Lookback 3y · Fill market · Max 10 positions

Trades

Avg abnormal

18.34%

Win rate

75.00%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 10d) (lookback 3y) (max 10 pos)

Hold 10d · Lookback 3y · Fill market · Max 10 positions

Trades

Avg abnormal

17.39%

Win rate

75.00%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (lookback 3y) (max 10 pos)

Hold 5d · Lookback 3y · Fill market · Max 10 positions

Trades

Avg abnormal

2.57%

Win rate

75.00%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (lookback 10y) (max 10 pos)

Hold 5d · Lookback 10y · Fill market · Max 10 positions

Trades

Avg abnormal

1.77%

Win rate

77.78%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 10d) (lookback 10y) (max 10 pos)

Hold 10d · Lookback 10y · Fill market · Max 10 positions

Trades

Avg abnormal

9.18%

Win rate

66.67%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 10y) (max 10 pos)

Hold 20d · Lookback 10y · Fill market · Max 10 positions

Trades

Avg abnormal

8.84%

Win rate

55.56%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 & P/E after earn.<40 (hold 20d) (lookback 10y)

Hold 20d · Lookback 10y · Fill market · Max 5 positions

Trades

Avg abnormal

8.84%

Win rate

55.56%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 10y) (max 1 pos)

Hold 20d · Lookback 10y · Fill market · Max 1 positions

Trades

Avg abnormal

3.91%

Win rate

46.43%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 10y) (max 10 pos) (fill delayed 1d, 10bps)

Hold 20d · Lookback 10y · Fill delayed open · Max 10 positions

Trades

Avg abnormal

7.33%

Win rate

53.03%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 10y) (fill slippage 20bps)

Hold 20d · Lookback 10y · Fill slippage bps · Max 5 positions

Trades

Avg abnormal

5.18%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>15 & P/E after earn.<20 & Op. margin>15 (hold 15d) (lookback 3y)

Hold 15d · Lookback 3y · Fill market · Max 5 positions

Trades

122

Avg abnormal

-0.13%

Win rate

52.46%

Status

completed

View results Copy

EPS surp.>10 & Debt / equity<1 & FCF growth>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Fill market · Max 5 positions

Trades

169

Avg abnormal

0.62%

Win rate

54.44%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Fill market · Max 5 positions

Trades

160

Avg abnormal

-0.02%

Win rate

58.13%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Fill market · Max 5 positions

Trades

294

Avg abnormal

0.53%

Win rate

55.10%

Status

completed

View results Copy

EPS surp.>10 & Rev. growth>15 & PEG<1.5 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Fill market · Max 5 positions

Trades

262

Avg abnormal

0.49%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>10 & Rev. growth>15 & P/E<25 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Fill market · Max 5 positions

Trades

253

Avg abnormal

0.27%

Win rate

53.75%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 & ROIC>12 & Debt / equity<0.8 (hold 20d) (lookback 3y) (max 3 pos)

Hold 20d · Lookback 3y · Fill market · Max 3 positions

Trades

Avg abnormal

3.52%

Win rate

45.71%

Status

completed

View results Copy

Rev. surp.>8 & EPS surp.>5 & Gross margin>30 (hold 10d) (lookback 3y) (max 3 pos)

Hold 10d · Lookback 3y · Fill market · Max 3 positions

Trades

177

Avg abnormal

1.77%

Win rate

59.32%

Status

completed

View results Copy

EPS surp.>25 (hold 10d) (lookback 3y) (max 3 pos)

Hold 10d · Lookback 3y · Fill market · Max 3 positions

Trades

210

Avg abnormal

0.24%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>25 (hold 20d) (lookback 3y) (max 3 pos)

Hold 20d · Lookback 3y · Fill market · Max 3 positions

Trades

108

Avg abnormal

0.47%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>25 (lookback 3y) (max 3 pos)

Hold 5d · Lookback 3y · Fill market · Max 3 positions

Trades

393

Avg abnormal

0.30%

Win rate

49.87%

Status

completed

View results Copy

EPS surp.>25 (hold 1d) (lookback 3y) (max 3 pos)

Hold 1d · Lookback 3y · Fill market · Max 3 positions

Trades

1411

Avg abnormal

0.02%

Win rate

47.84%

Status

completed

View results Copy

EPS surp.>10 & ROE>15 (hold 20d) (lookback 3y) (max 10 pos) (fill delayed 1d, 10bps)

Hold 20d · Lookback 3y · Fill delayed open · Max 10 positions

Trades

200

Avg abnormal

0.21%

Win rate

52.00%

Status

completed

View results Copy

EPS surp.>10 & ROE>15 (hold 20d) (lookback 3y) (max 10 pos) (fill delayed 2d, 10bps)

Hold 20d · Lookback 3y · Fill delayed open · Max 10 positions

Trades

200

Avg abnormal

-0.07%

Win rate

50.50%

Status

completed

View results Copy

EPS surp.>10 & ROE>15 (hold 20d) (lookback 3y) (max 1 pos)

Hold 20d · Lookback 3y · Fill market · Max 1 positions

Trades

Avg abnormal

-0.91%

Win rate

44.83%

Status

completed

View results Copy

EPS surp.>10 & ROE>15 & P/E after earn.<40 (hold 20d) (lookback 3y) (max 1 pos)

Hold 20d · Lookback 3y · Fill market · Max 1 positions

Trades

Avg abnormal

-1.54%

Win rate

47.83%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Fill market · Max 5 positions

Trades

160

Avg abnormal

-0.12%

Win rate

46.88%

Status

completed

View results Copy

EPS surp.>5 (max 100 pos)

Hold 5d · Fill market · Max 100 positions

Trades

12478

Avg abnormal

-0.05%

Win rate

49.58%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

102

Avg abnormal

0.28%

Win rate

53.92%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

102

Avg abnormal

0.28%

Win rate

53.92%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-0.95%

Win rate

56.18%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-0.95%

Win rate

56.18%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

176

Avg abnormal

1.37%

Win rate

55.11%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

176

Avg abnormal

1.37%

Win rate

55.11%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

164

Avg abnormal

1.01%

Win rate

58.54%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

164

Avg abnormal

1.01%

Win rate

58.54%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (3)

Hold 10d · Lookback 3y · Max 5 positions

Trades

299

Avg abnormal

0.81%

Win rate

50.50%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (2)

Hold 10d · Lookback 3y · Max 5 positions

Trades

299

Avg abnormal

0.81%

Win rate

50.50%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

299

Avg abnormal

0.81%

Win rate

50.50%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (2)

Hold 10d · Lookback 3y · Max 5 positions

Trades

335

Avg abnormal

0.14%

Win rate

48.66%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

335

Avg abnormal

0.14%

Win rate

48.66%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y) (4)

Hold 5d · Lookback 50y · Max 5 positions

Trades

855

Avg abnormal

0.05%

Win rate

50.99%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

-1.78%

Win rate

43.82%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (5)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

-1.23%

Win rate

46.97%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

441

Avg abnormal

0.10%

Win rate

51.93%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

1101

Avg abnormal

0.17%

Win rate

49.05%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (4)

Hold 5d · Lookback 50y · Max 5 positions

Trades

736

Avg abnormal

0.83%

Win rate

52.85%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

1019

Avg abnormal

0.65%

Win rate

50.93%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

417

Avg abnormal

0.55%

Win rate

54.20%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

1058

Avg abnormal

0.58%

Win rate

50.38%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

858

Avg abnormal

-0.28%

Win rate

48.25%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y) (3)

Hold 5d · Lookback 50y · Max 5 positions

Trades

855

Avg abnormal

0.05%

Win rate

50.99%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

855

Avg abnormal

0.05%

Win rate

50.99%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (4)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

-1.23%

Win rate

46.97%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (3)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

-1.23%

Win rate

46.97%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

185

Avg abnormal

1.42%

Win rate

57.30%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

258

Avg abnormal

0.92%

Win rate

52.33%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

855

Avg abnormal

0.05%

Win rate

50.99%

Status

completed

View results Copy

EPS surp.>15 & Debt / equity<1 & Op. margin>10 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

857

Avg abnormal

-0.28%

Win rate

48.89%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

1019

Avg abnormal

0.65%

Win rate

50.93%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (3)

Hold 5d · Lookback 50y · Max 5 positions

Trades

736

Avg abnormal

0.83%

Win rate

52.85%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

1101

Avg abnormal

0.17%

Win rate

49.05%

Status

completed

View results Copy

EPS surp.>10 & Op. margin>12 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

1017

Avg abnormal

-0.05%

Win rate

50.84%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

441

Avg abnormal

0.10%

Win rate

51.93%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

-1.23%

Win rate

46.97%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

-1.23%

Win rate

46.97%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

-1.78%

Win rate

43.82%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

858

Avg abnormal

-0.28%

Win rate

48.25%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

1058

Avg abnormal

0.58%

Win rate

50.38%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

417

Avg abnormal

0.55%

Win rate

54.20%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>10 (lookback 50y)

Hold 5d · Lookback 50y · Max 5 positions

Trades

831

Avg abnormal

-0.04%

Win rate

48.50%

Status

completed

View results Copy

P/E>10 & P/E after earn.<8 (lookback 50y) (exit open) (min cap 10000000000) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

1.31%

Win rate

64.00%

Status

completed

View results Copy

P/E>10 & P/E after earn.<7 (lookback 50y) (exit open) (min cap 10000000000)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

1.33%

Win rate

65.22%

Status

completed

View results Copy

P/E>20 & P/E after earn.<15 (lookback 50y) (min cap 10000000000) (2)

Hold 5d · Lookback 50y · Max 5 positions

Trades

Avg abnormal

0.46%

Win rate

61.54%

Status

completed

View results Copy

EPS surp.>5 (lookback 1y)

Hold 5d · Lookback 1y · Max 5 positions

Trades

232

Avg abnormal

0.28%

Win rate

52.59%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>10 (lookback 3y) (2)

Hold 5d · Lookback 3y · Max 5 positions

Trades

597

Avg abnormal

0.03%

Win rate

49.58%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

127

Avg abnormal

2.86%

Win rate

57.48%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (4)

Hold 10d · Lookback 3y · Max 5 positions

Trades

338

Avg abnormal

0.47%

Win rate

51.48%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (5)

Hold 10d · Lookback 3y · Max 5 positions

Trades

303

Avg abnormal

0.81%

Win rate

50.83%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

300

Avg abnormal

0.30%

Win rate

51.67%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

142

Avg abnormal

0.01%

Win rate

52.11%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

343

Avg abnormal

1.96%

Win rate

54.52%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

161

Avg abnormal

0.95%

Win rate

52.80%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

312

Avg abnormal

0.71%

Win rate

49.04%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

321

Avg abnormal

1.42%

Win rate

53.89%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

336

Avg abnormal

1.28%

Win rate

51.49%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

254

Avg abnormal

1.31%

Win rate

50.79%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

256

Avg abnormal

1.30%

Win rate

54.69%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

191

Avg abnormal

-0.39%

Win rate

47.64%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

277

Avg abnormal

1.32%

Win rate

48.38%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

350

Avg abnormal

0.68%

Win rate

52.57%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

2.53%

Win rate

55.43%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

168

Avg abnormal

0.98%

Win rate

52.38%

Status

completed

View results Copy

EPS surp.>10 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

363

Avg abnormal

1.07%

Win rate

53.99%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y) (2)

Hold 10d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

0.98%

Win rate

56.10%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

0.98%

Win rate

56.10%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-0.21%

Win rate

53.85%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

329

Avg abnormal

1.14%

Win rate

48.94%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

303

Avg abnormal

0.35%

Win rate

52.81%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

155

Avg abnormal

1.05%

Win rate

49.68%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 30y) (2)

Hold 10d · Lookback 30y · Max 5 positions

Trades

548

Avg abnormal

-0.04%

Win rate

50.18%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 30y) (2)

Hold 10d · Lookback 30y · Max 5 positions

Trades

495

Avg abnormal

0.85%

Win rate

49.90%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

284

Avg abnormal

0.97%

Win rate

54.58%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

170

Avg abnormal

-0.01%

Win rate

53.53%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

305

Avg abnormal

1.97%

Win rate

51.48%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

189

Avg abnormal

0.55%

Win rate

53.44%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

275

Avg abnormal

1.53%

Win rate

53.45%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

279

Avg abnormal

0.77%

Win rate

48.75%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

297

Avg abnormal

1.68%

Win rate

54.55%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

267

Avg abnormal

1.12%

Win rate

52.81%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

265

Avg abnormal

0.83%

Win rate

53.21%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

218

Avg abnormal

2.14%

Win rate

53.21%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

267

Avg abnormal

2.90%

Win rate

51.31%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

306

Avg abnormal

2.53%

Win rate

54.58%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

131

Avg abnormal

0.93%

Win rate

52.67%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

198

Avg abnormal

1.08%

Win rate

54.55%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

311

Avg abnormal

1.67%

Win rate

50.48%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 30y) (2)

Hold 5d · Lookback 30y · Max 5 positions

Trades

Avg abnormal

-1.33%

Win rate

46.97%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

Avg abnormal

5.29%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

Avg abnormal

3.70%

Win rate

49.40%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

295

Avg abnormal

1.28%

Win rate

53.22%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 30y) (2)

Hold 20d · Lookback 30y · Max 5 positions

Trades

284

Avg abnormal

1.47%

Win rate

56.69%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

155

Avg abnormal

1.05%

Win rate

49.68%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 30y)

Hold 10d · Lookback 30y · Max 5 positions

Trades

548

Avg abnormal

-0.04%

Win rate

50.18%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 30y)

Hold 10d · Lookback 30y · Max 5 positions

Trades

495

Avg abnormal

0.85%

Win rate

49.90%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

284

Avg abnormal

0.97%

Win rate

54.58%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

170

Avg abnormal

-0.01%

Win rate

53.53%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

305

Avg abnormal

1.97%

Win rate

51.48%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

189

Avg abnormal

0.55%

Win rate

53.44%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

275

Avg abnormal

1.53%

Win rate

53.45%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

279

Avg abnormal

0.77%

Win rate

48.75%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

297

Avg abnormal

1.68%

Win rate

54.55%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

267

Avg abnormal

1.12%

Win rate

52.81%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

265

Avg abnormal

0.83%

Win rate

53.21%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

218

Avg abnormal

2.14%

Win rate

53.21%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

267

Avg abnormal

2.90%

Win rate

51.31%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

306

Avg abnormal

2.53%

Win rate

54.58%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

131

Avg abnormal

0.93%

Win rate

52.67%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

198

Avg abnormal

1.08%

Win rate

54.55%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

311

Avg abnormal

1.67%

Win rate

50.48%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 30y)

Hold 5d · Lookback 30y · Max 5 positions

Trades

Avg abnormal

-1.33%

Win rate

46.97%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

Avg abnormal

5.29%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

Avg abnormal

3.70%

Win rate

49.40%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

295

Avg abnormal

1.28%

Win rate

53.22%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 30y)

Hold 20d · Lookback 30y · Max 5 positions

Trades

284

Avg abnormal

1.47%

Win rate

56.69%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

1.84%

Win rate

53.76%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (3)

Hold 10d · Lookback 3y · Max 5 positions

Trades

338

Avg abnormal

0.47%

Win rate

51.48%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (4)

Hold 10d · Lookback 3y · Max 5 positions

Trades

303

Avg abnormal

0.81%

Win rate

50.83%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y) (3)

Hold 20d · Lookback 3y · Max 5 positions

Trades

166

Avg abnormal

1.01%

Win rate

56.63%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y) (3)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-1.12%

Win rate

56.67%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y) (3)

Hold 20d · Lookback 3y · Max 5 positions

Trades

177

Avg abnormal

2.00%

Win rate

55.93%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y) (3)

Hold 20d · Lookback 3y · Max 5 positions

Trades

106

Avg abnormal

0.26%

Win rate

55.66%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

168

Avg abnormal

1.24%

Win rate

54.17%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

170

Avg abnormal

1.29%

Win rate

53.53%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

176

Avg abnormal

2.05%

Win rate

56.25%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

153

Avg abnormal

1.01%

Win rate

50.33%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

154

Avg abnormal

0.86%

Win rate

58.44%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

119

Avg abnormal

0.88%

Win rate

52.10%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

155

Avg abnormal

3.29%

Win rate

52.90%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

177

Avg abnormal

2.42%

Win rate

57.06%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

1.97%

Win rate

53.95%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

111

Avg abnormal

1.59%

Win rate

59.46%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

183

Avg abnormal

0.89%

Win rate

48.63%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 3y)

Hold 5d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-1.82%

Win rate

43.90%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

9.12%

Win rate

58.54%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

7.03%

Win rate

56.86%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

174

Avg abnormal

1.92%

Win rate

52.30%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

168

Avg abnormal

1.18%

Win rate

57.14%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

168

Avg abnormal

1.18%

Win rate

57.14%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

174

Avg abnormal

1.92%

Win rate

52.30%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

7.03%

Win rate

56.86%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y) (2)

Hold 10d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-0.21%

Win rate

53.85%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 3y)

Hold 5d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-1.78%

Win rate

43.40%

Status

completed

View results Copy

EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 1d) (lookback 3y)

Hold 1d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-1.51%

Win rate

47.27%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 1d) (lookback 3y)

Hold 1d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-1.98%

Win rate

45.24%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

9.12%

Win rate

58.54%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (lookback 3y) (2)

Hold 5d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-1.82%

Win rate

43.90%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 3y) (3)

Hold 10d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

0.98%

Win rate

56.10%

Status

completed

View results Copy

EPS surp.>8 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

183

Avg abnormal

0.14%

Win rate

48.63%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

183

Avg abnormal

0.89%

Win rate

48.63%

Status

completed

View results Copy

EPS surp.>12 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

182

Avg abnormal

0.24%

Win rate

48.35%

Status

completed

View results Copy

EPS surp.>15 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

181

Avg abnormal

0.09%

Win rate

50.28%

Status

completed

View results Copy

EPS surp.>20 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

179

Avg abnormal

0.27%

Win rate

50.28%

Status

completed

View results Copy

EPS surp.>12 & ROE>15 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

122

Avg abnormal

-0.06%

Win rate

52.46%

Status

completed

View results Copy

EPS surp.>12 & ROE>20 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

111

Avg abnormal

1.59%

Win rate

59.46%

Status

completed

View results Copy

EPS surp.>12 & ROIC>12 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-2.04%

Win rate

50.57%

Status

completed

View results Copy

EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

1.97%

Win rate

53.95%

Status

completed

View results Copy

EPS surp.>10 & FCF growth>0 & Free cash flow>0 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

176

Avg abnormal

0.19%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>10 & Op. margin>12 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

174

Avg abnormal

-0.07%

Win rate

55.17%

Status

completed

View results Copy

EPS surp.>10 & Gross margin>40 & Net margin>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

166

Avg abnormal

-1.80%

Win rate

51.20%

Status

completed

View results Copy

EPS surp.>12 & P/E<18 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

177

Avg abnormal

2.42%

Win rate

57.06%

Status

completed

View results Copy

EPS surp.>12 & P/E after earn.<18 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

122

Avg abnormal

-0.18%

Win rate

45.08%

Status

completed

View results Copy

EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

155

Avg abnormal

3.29%

Win rate

52.90%

Status

completed

View results Copy

EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

119

Avg abnormal

0.88%

Win rate

52.10%

Status

completed

View results Copy

EPS surp.>12 & PEG<1.2 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

182

Avg abnormal

-0.13%

Win rate

46.15%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>3 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

174

Avg abnormal

-1.29%

Win rate

49.43%

Status

completed

View results Copy

EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

153

Avg abnormal

1.01%

Win rate

50.33%

Status

completed

View results Copy

EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

154

Avg abnormal

0.86%

Win rate

58.44%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

176

Avg abnormal

2.05%

Win rate

56.25%

Status

completed

View results Copy

EPS surp.>12 & Debt / equity<0.5 & ROE>15 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

104

Avg abnormal

-0.53%

Win rate

44.23%

Status

completed

View results Copy

EPS surp.>15 & Debt / equity<1 & Op. margin>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

167

Avg abnormal

-0.48%

Win rate

56.29%

Status

completed

View results Copy

EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

170

Avg abnormal

1.29%

Win rate

53.53%

Status

completed

View results Copy

EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

168

Avg abnormal

1.24%

Win rate

54.17%

Status

completed

View results Copy

EPS surp.>5 & Company guidance beat>5 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

EPS surp.>12 & ROE>18 & Op. margin<12 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

0.68%

Win rate

54.17%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 3y) (3)

Hold 20d · Lookback 3y · Max 5 positions

Trades

183

Avg abnormal

0.89%

Win rate

48.63%

Status

completed

View results Copy

EPS surp.>15 & ROE>20 (hold 20d) (lookback 3y) (4)

Hold 20d · Lookback 3y · Max 5 positions

Trades

106

Avg abnormal

0.26%

Win rate

55.66%

Status

completed

View results Copy

EPS surp.>15 & P/E after earn.<18 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

120

Avg abnormal

-0.26%

Win rate

42.50%

Status

completed

View results Copy

EPS surp.>15 & P/E<15 (hold 20d) (lookback 3y) (4)

Hold 20d · Lookback 3y · Max 5 positions

Trades

177

Avg abnormal

2.00%

Win rate

55.93%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>5 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

173

Avg abnormal

-0.79%

Win rate

51.45%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity>0.5 (hold 20d) (lookback 3y) (4)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

-1.12%

Win rate

56.67%

Status

completed

View results Copy

EPS surp.>10 & ROE>15 & P/E<18 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

117

Avg abnormal

-1.25%

Win rate

46.15%

Status

completed

View results Copy

EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 3y) (4)

Hold 20d · Lookback 3y · Max 5 positions

Trades

166

Avg abnormal

1.01%

Win rate

56.63%

Status

completed

View results Copy

EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y) (6)

Hold 10d · Lookback 3y · Max 5 positions

Trades

303

Avg abnormal

0.81%

Win rate

50.83%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 3y) (5)

Hold 10d · Lookback 3y · Max 5 positions

Trades

338

Avg abnormal

0.47%

Win rate

51.48%

Status

completed

View results Copy

EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 3y) (2)

Hold 20d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

1.84%

Win rate

53.76%

Status

completed

View results Copy

EPS surp.>20 & Curr. earn. vs next-Q est.>25 (lookback 3y)

Hold 5d · Lookback 3y · Max 5 positions

Trades

462

Avg abnormal

-0.14%

Win rate

48.92%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>10 (lookback 3y)

Hold 5d · Lookback 3y · Max 5 positions

Trades

597

Avg abnormal

0.03%

Win rate

49.58%

Status

completed

View results Copy

EPS surp.>10 (hold 20d) (lookback 3y) (4)

Hold 20d · Lookback 3y · Max 5 positions

Trades

183

Avg abnormal

0.89%

Win rate

48.63%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>10 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

163

Avg abnormal

-0.35%

Win rate

55.21%

Status

completed

View results Copy

EPS surp.>5 & ROE>15 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

136

Avg abnormal

-0.41%

Win rate

47.79%

Status

completed

View results Copy

EPS surp.>10 & P/E<20 & P/E after earn.>25 (hold 20d) (lookback 3y)

Hold 20d · Lookback 3y · Max 5 positions

Trades

178

Avg abnormal

0.45%

Win rate

52.25%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 3y)

Hold 10d · Lookback 3y · Max 5 positions

Trades

333

Avg abnormal

0.12%

Win rate

49.55%

Status

completed

View results Copy

EPS surp.>10 (hold 10d) (lookback 3y) (2)

Hold 10d · Lookback 3y · Max 5 positions

Trades

363

Avg abnormal

1.07%

Win rate

53.99%

Status

completed

View results Copy

EPS surp.>10 & Rev. surp.>10 (lookback 3y)

Hold 5d · Lookback 3y · Max 5 positions

Trades

472

Avg abnormal

-0.29%

Win rate

47.88%

Status

completed

View results Copy

EPS surp.>5 & ROE>15 (lookback 3y)

Hold 5d · Lookback 3y · Max 5 positions

Trades

346

Avg abnormal

-0.23%

Win rate

50.00%

Status

completed

View results Copy

EPS surp.>10 & P/E<20 & P/E after earn.>25 (lookback 3y)

Hold 5d · Lookback 3y · Max 5 positions

Trades

633

Avg abnormal

-0.20%

Win rate

49.29%

Status

completed

View results Copy

EPS surp.>5 & Curr. earn. vs next-Q est.>10 (lookback 3y) (3)

Hold 5d · Lookback 3y · Max 5 positions

Trades

597

Avg abnormal

0.03%

Win rate

49.58%

Status

completed

View results Copy

P/E>10 & P/E after earn.<5 (hold 1d) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

1.49%

Win rate

50.00%

Status

completed

View results Copy

P/E>20 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

3086

Avg abnormal

-0.45%

Win rate

45.20%

Status

completed

View results Copy

Company guidance beat>-10 & P/E<10 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

Company guidance beat>-10 & P/E<20 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

Company guidance beat>-10 & P/E>30 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

Company guidance beat>-10 & P/E<30 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

Company guidance beat>-10 & P/E>10 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

Curr. earn. vs next-Q est.>-50 & P/E<30 (hold 1d) (lookback 3y) (min cap 1000000000)

Hold 1d · Lookback 3y · Max 5 positions

Trades

17595

Avg abnormal

0.03%

Win rate

48.91%

Status

completed

View results Copy

Company guidance beat>0 (hold 1d) (lookback 3y)

Hold 1d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

EPS surp.>5 & Rev. growth>50 (hold 1d) (min cap 87)

Hold 1d · Max 5 positions

Trades

771

Avg abnormal

0.09%

Win rate

47.34%

Status

completed

View results Copy

Curr. earn. vs next-Q est.>10 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

2250

Avg abnormal

-0.10%

Win rate

48.31%

Status

completed

View results Copy

Company guidance beat>0 (hold 1d) (lookback 3y) (min cap 1000000000)

Hold 1d · Lookback 3y · Max 5 positions

Trades

Avg abnormal

0.00%

Win rate

0.00%

Status

completed

View results Copy

P/E after earn.<30 & Curr. earn. vs next-Q est.>10 & EPS surp.>25 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

Avg abnormal

0.57%

Win rate

60.00%

Status

completed

View results Copy

Curr. earn. vs next-Q est.>100 (hold 1d) (lookback 1y) (min cap 1000000000)

Hold 1d · Lookback 1y · Max 5 positions

Trades

764

Avg abnormal

0.27%

Win rate

50.52%

Status

completed

View results Copy

Curr. earn. vs next-Q est.>50 (hold 1d) (min cap 1000000000)

Hold 1d · Max 5 positions

Trades

6163

Avg abnormal

0.17%

Win rate

50.71%

Status

completed

View results Copy

Curr. earn. vs next-Q est.>10 (hold 1d) (min cap 1000000000)

Hold 1d · Max 5 positions

Trades

11730

Avg abnormal

0.09%

Win rate

50.66%

Status

completed

View results Copy

P/E>10 & P/E after earn.<7 (hold 1d) (exit open) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

1.55%

Win rate

58.33%

Status

completed

View results Copy

P/E>10 & P/E after earn.<9 (hold 1d) (exit open) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

0.99%

Win rate

58.14%

Status

completed

View results Copy

P/E>10 & P/E after earn.<8 (hold 1d) (exit open) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

1.55%

Win rate

61.54%

Status

completed

View results Copy

P/E>15 & P/E after earn.<13 (hold 1d) (exit open) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

-0.51%

Win rate

42.42%

Status

completed

View results Copy

P/E>20 & P/E after earn.<17 (hold 1d) (exit open) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

-0.38%

Win rate

52.17%

Status

completed

View results Copy

P/E>30 & P/E after earn.<25 (hold 1d) (exit open) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

-0.67%

Win rate

38.89%

Status

completed

View results Copy

P/E>20 & P/E after earn.<10 (hold 1d) (min cap 10000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

-1.24%

Win rate

56.52%

Status

completed

View results Copy

P/E>15 & P/E after earn.<10 (hold 1d) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

-0.17%

Win rate

57.69%

Status

completed

View results Copy

P/E>20 & P/E after earn.<15 (hold 1d) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

-0.00%

Win rate

55.00%

Status

completed

View results Copy

P/E>30 & P/E after earn.<20 (hold 1d) (min cap 10000000000)

Hold 1d · Max 5 positions

Trades

Avg abnormal

-0.76%

Win rate

53.33%

Status

completed

View results Copy

P/E>30 & P/E after earn.<20 (hold 3d) (min cap 10000000000)

Hold 3d · Max 5 positions

Trades

Avg abnormal

-1.29%

Win rate

26.67%

Status

completed

View results Copy

P/E>20 & P/E after earn.<15 (min cap 10000000000)

Hold 5d · Max 5 positions

Trades

Avg abnormal

1.00%

Win rate

65.00%

Status

completed

View results Copy

P/E>10 & P/E after earn.<5 (exit open) (min cap 10000000000)

Hold 5d · Max 5 positions

Trades

Avg abnormal

2.28%

Win rate

71.43%

Status

completed

View results Copy

EPS surp.>20 (hold 1d) (symbols 100) (min cap 1000000000)

Hold 1d · Max 5 positions

Trades

273

Avg abnormal

-0.22%

Win rate

45.42%

Status

completed

View results Copy