Backtests

All backtest runs.

Runs
HypothesisDateTradesWin rateAvg returnAvg abnormalStatus
EPS surp.>10 & Rev. growth>15 & P/E<25 (hold 10d) (lookback 50y) (max 100 pos)8/11/20260———running
EPS surp.>10 & Rev. growth>15 & PEG<1.5 (hold 10d) (lookback 50y) (max 100 pos)8/11/20260———running
EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026745653.55%0.75%0.16%completed
EPS surp.>10 & Rev. surp.>0 & Net margin>12 (hold 20d) (lookback 50y) (max 100 pos)8/11/2026538855.27%1.09%0.17%completed
EPS surp.>10 & Debt / equity<1 & FCF growth>10 (hold 20d) (lookback 50y) (max 100 pos)8/11/2026593655.05%1.71%0.70%completed
EPS surp.>15 & P/E after earn.<20 & Op. margin>15 (hold 15d) (lookback 50y) (max 100 pos)8/11/202699254.03%2.16%0.96%completed
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (5)8/11/20261309553.19%1.23%0.86%completed
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (4)8/11/20261309553.19%1.23%0.86%completed
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (3)8/11/20261309553.19%1.23%0.86%completed
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (5)8/11/2026537354.59%1.17%0.22%completed
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026537354.59%1.17%0.22%completed
EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (5)8/11/2026708152.52%1.36%0.50%completed
EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026708152.52%1.36%0.50%completed
EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (5)8/11/2026119852.17%3.37%1.99%completed
EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026119852.17%3.37%1.99%completed
P/E>20 & P/E after earn.<15 (lookback 50y) (max 100 pos) (min cap 10000000000)8/11/20264953.06%0.37%-0.43%completed
P/E>10 & P/E after earn.<7 (lookback 50y) (max 100 pos) (exit open) (min cap 10000000000)8/11/20267866.67%2.35%1.72%completed
P/E>10 & P/E after earn.<8 (lookback 50y) (max 100 pos) (exit open) (min cap 10000000000)8/11/20268767.82%2.38%1.71%completed
EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (max 100 pos) (2)8/11/2026478653.32%0.94%0.48%completed
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (lookback 50y) (max 100 pos)8/11/202651251.17%1.22%0.78%completed
EPS surp.>12 & ROIC>15 & Debt / equity<1 (lookback 50y) (max 100 pos)8/11/202633753.41%1.08%0.64%completed
EPS surp.>12 & P/E<25 & Rev. growth>15 (lookback 50y) (max 100 pos)8/11/2026478653.32%0.94%0.48%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026512755.61%1.53%0.38%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026618353.68%1.41%0.53%completed
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos)8/11/202616347.24%3.81%2.25%completed
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/202612646.83%4.64%2.89%completed
EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026135452.44%3.31%1.95%completed
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/202633756.68%2.27%1.11%completed
EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026764352.01%1.11%0.30%completed
EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/20260———failed
EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026180855.81%3.74%2.29%completed
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026415452.79%1.82%0.84%completed
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026436852.54%1.33%0.49%completed
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/2026670853.03%1.23%0.38%completed
EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/20261189053.62%1.42%0.84%completed
EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (4)8/11/20261118054.02%1.56%0.95%completed
EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026119852.17%3.37%1.99%completed
EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026708152.52%1.36%0.50%completed
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026537354.59%1.17%0.22%completed
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos) (2)8/11/20261309553.19%1.23%0.86%completed
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos) (2)8/11/20262012052.61%0.87%0.54%completed
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos)8/11/202650951.47%5.80%4.37%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026512755.61%1.53%0.38%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026618353.68%1.41%0.53%completed
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/202612646.83%4.64%2.89%completed
EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/20261600052.44%0.96%0.31%completed
EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026135452.44%3.31%1.95%completed
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/202633756.68%2.27%1.11%completed
EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026764352.01%1.11%0.30%completed
EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026474151.99%2.06%0.93%completed
EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026181655.78%3.73%2.28%completed
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026415452.79%1.82%0.84%completed
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026436852.54%1.33%0.49%completed
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/2026670853.03%1.23%0.38%completed
EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (3)8/11/20261118054.02%1.56%0.95%completed
EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026119852.17%3.37%1.99%completed
EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026708152.52%1.36%0.50%completed
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026534154.77%1.24%0.28%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026512755.61%1.53%0.38%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026618353.68%1.41%0.53%completed
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/202612646.83%4.64%2.89%completed
EPS surp.>10 (hold 20d) (lookback 50y) (max 100 pos)8/11/20261600052.44%0.96%0.31%completed
EPS surp.>12 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026135452.44%3.31%1.95%completed
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/202633756.68%2.27%1.11%completed
EPS surp.>12 & P/E<18 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026764352.01%1.11%0.30%completed
EPS surp.>12 & EV/EBITDA<12 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026474151.99%2.06%0.93%completed
EPS surp.>12 & P/S<3 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026181655.78%3.73%2.28%completed
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026415452.79%1.82%0.84%completed
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026436852.54%1.33%0.49%completed
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/2026670853.03%1.23%0.38%completed
EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos) (2)8/11/20261118054.02%1.56%0.95%completed
EPS surp.>15 & ROE>20 (hold 20d) (lookback 50y) (max 100 pos)8/11/2026119852.17%3.37%1.99%completed
EPS surp.>15 & P/E<15 (hold 20d) (lookback 50y) (max 100 pos)8/11/2026708152.52%1.36%0.50%completed
EPS surp.>15 & Op. margin>15 (hold 20d) (lookback 50y) (max 100 pos)8/11/2026537354.59%1.17%0.22%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026620254.06%1.13%0.39%completed
EPS surp.>10 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (2)8/11/202616349.08%0.96%0.37%completed
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (3)8/11/202612649.21%1.72%0.92%completed
EPS surp.>12 & ROE>18 & Op. margin<12 & EPS surp.<20 (hold 10d) (lookback 50y) (max 100 pos) (2)8/11/202612649.21%1.72%0.92%completed
EPS surp.>10 (hold 10d) (lookback 50y) (max 100 pos)8/11/20262515951.14%0.58%0.28%completed
EPS surp.>12 & ROE>20 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026135452.66%1.87%1.13%completed
EPS surp.>12 & ROIC>15 & Debt / equity<1 (hold 10d) (lookback 50y) (max 100 pos)8/11/202633755.49%1.81%1.32%completed
EPS surp.>12 & P/E<18 (hold 10d) (lookback 50y) (max 100 pos)8/11/20261158250.99%0.73%0.25%completed
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026453153.63%1.38%0.74%completed
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026484752.11%0.99%0.46%completed
EPS surp.>12 & Debt / equity<0.5 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026976551.34%0.86%0.33%completed
EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)8/11/20261634552.84%0.97%0.65%completed
EPS surp.>15 & ROE>20 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026119852.84%1.95%1.20%completed
EPS surp.>15 & P/E<15 (hold 10d) (lookback 50y) (max 100 pos)8/11/20261046651.13%0.85%0.36%completed
EPS surp.>15 & Op. margin>15 (hold 10d) (lookback 50y) (max 100 pos)8/11/2026748752.42%0.70%0.11%completed
EPS surp.>15 & Curr. earn. vs next-Q est.>10 (hold 10d) (lookback 50y) (max 100 pos)8/11/20261309553.19%1.23%0.86%completed
EPS surp.>5 & Curr. earn. vs next-Q est.>5 (hold 10d) (lookback 50y) (max 100 pos)8/11/20262012052.61%0.87%0.54%completed
EPS surp.>8 & ROE>20 & Debt / equity<0.5 (hold 10d) (lookback 50y) (max 100 pos)8/10/202650951.87%2.95%2.30%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 & P/E>0 (hold 20d) (lookback 50y) (max 100 pos)8/10/2026512755.61%1.53%0.38%completed
EPS surp.>12 & Debt / equity<0.5 & P/E<30 (hold 20d) (lookback 50y) (max 100 pos)8/10/2026618353.68%1.41%0.53%completed
EPS surp.>12 & Curr. earn. vs next-Q est.>10 (hold 20d) (lookback 50y) (max 100 pos)8/10/20261118054.02%1.56%0.95%completed
EPS surp.>10 & Curr. earn. vs next-Q est.>5 (hold 20d) (lookback 50y) (max 100 pos)8/10/20261189053.62%1.42%0.84%completed
EPS surp.>15 & Debt / equity<1 & Op. margin>10 (hold 20d) (lookback 50y) (max 100 pos)8/10/2026529055.56%1.58%0.53%completed
EPS surp.>12 & Debt / equity<0.5 (hold 20d) (lookback 50y) (max 100 pos)8/10/2026670853.03%1.23%0.38%completed
EPS surp.>12 & P/E<25 & Rev. growth>15 (hold 20d) (lookback 50y) (max 100 pos)8/10/2026415452.79%1.82%0.84%completed
EPS surp.>12 & Rev. surp.>5 & Rev. growth>10 (hold 20d) (lookback 50y) (max 100 pos)8/10/2026436852.54%1.33%0.49%completed