PE ratio test 2
Run 6c51b97d · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
26
Win rate
57.69%
Avg return
0.01%
Median return
0.79%
Avg abnormal
-0.17%
Median abnormal
0.17%
Best trade
5.70%
Worst trade
-20.66%
Sharpe (per-trade)
0.00
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 3 | 1.44% | 1.16% | 66.67% |
| 2022 | 5 | -3.27% | -2.91% | 60.00% |
| 2023 | 5 | 1.21% | 1.07% | 80.00% |
| 2024 | 8 | 0.59% | 0.08% | 50.00% |
| 2025 | 4 | -0.51% | -0.40% | 25.00% |
| 2026 | 1 | 3.53% | 2.22% | 100.00% |
Trades (26)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | P/E | P/E after earn. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ORLY | 2021-07-28 | 2021-07-29 | 2021-07-30 | — | 39.33 | 39.33 | 0.00% | market | — | 4.72 | 2.16% | -0.30% | 2.46% |
| COKE | 2021-08-10 | 2021-08-11 | 2021-08-12 | — | 39.00 | 39.00 | 0.00% | market | — | 4.45 | 5.70% | 0.29% | 5.41% |
| ORLY | 2021-10-27 | 2021-10-28 | 2021-10-29 | — | 42.93 | 42.93 | 0.00% | market | — | 5.32 | -3.55% | 0.83% | -4.39% |
| ORLY | 2022-02-09 | 2022-02-10 | 2022-02-11 | — | 42.17 | 42.17 | 0.00% | market | — | 5.52 | 5.44% | -2.41% | 7.85% |
| COKE | 2022-02-22 | 2022-02-23 | 2022-02-24 | — | 56.06 | 56.06 | 0.00% | market | — | 8.27 | -20.66% | -1.01% | -19.65% |
| ORLY | 2022-04-27 | 2022-04-28 | 2022-04-29 | — | 43.61 | 43.61 | 0.00% | market | — | 6.08 | -7.47% | -2.44% | -5.03% |
| ORLY | 2022-07-27 | 2022-07-28 | 2022-07-29 | — | 44.93 | 44.93 | 0.00% | market | — | 5.12 | 4.21% | 2.51% | 1.69% |
| ORLY | 2022-10-26 | 2022-10-27 | 2022-10-28 | — | 54.47 | 54.47 | 0.00% | market | — | 5.94 | 2.15% | 1.55% | 0.60% |
| ORLY | 2023-02-08 | 2023-02-09 | 2023-02-10 | — | 53.75 | 53.75 | 0.00% | market | — | 6.42 | 2.16% | -1.54% | 3.70% |
| ORLY | 2023-04-26 | 2023-04-27 | 2023-04-28 | — | 58.93 | 58.93 | 0.00% | market | — | 7.12 | 3.57% | 2.19% | 1.37% |
| ORLY | 2023-07-26 | 2023-07-27 | 2023-07-28 | — | 63.30 | 63.30 | 0.00% | market | — | 6.19 | -2.38% | -0.46% | -1.92% |
| ORLY | 2023-10-25 | 2023-10-26 | 2023-10-27 | — | 60.27 | 60.27 | 0.00% | market | — | 5.62 | 2.07% | -1.39% | 3.46% |
| COKE | 2023-11-01 | 2023-11-02 | 2023-11-03 | — | 64.75 | 64.75 | 0.00% | market | — | 3.69 | 0.65% | 1.90% | -1.25% |
| RZC | 2024-02-01 | 2024-02-02 | 2024-02-05 | — | 26.24 | 26.24 | 0.00% | market | — | 5.55 | -0.43% | 0.59% | -1.02% |
| ORLY | 2024-02-07 | 2024-02-08 | 2024-02-09 | — | 67.37 | 67.37 | 0.00% | market | — | 7.28 | 1.31% | 0.62% | 0.69% |
| COKE | 2024-02-21 | 2024-02-22 | 2024-02-23 | — | 83.11 | 83.11 | 0.00% | market | — | 6.21 | -0.43% | 0.76% | -1.19% |
| HLN | 2024-02-29 | 2024-03-01 | 2024-03-04 | — | 8.43 | 8.43 | 0.00% | market | — | 1.29 | -1.62% | 0.65% | -2.28% |
| ORLY | 2024-04-24 | 2024-04-25 | 2024-04-26 | — | 68.00 | 68.00 | 0.00% | market | — | 7.39 | 2.15% | 1.82% | 0.33% |
| ORLY | 2024-07-24 | 2024-07-25 | 2024-07-26 | — | 70.05 | 70.05 | 0.00% | market | — | 6.64 | 5.47% | 0.57% | 4.90% |
| ORLY | 2024-10-23 | 2024-10-24 | 2024-10-25 | — | 78.79 | 78.79 | 0.00% | market | — | 6.91 | 0.93% | -0.16% | 1.09% |
| COKE | 2024-10-30 | 2024-10-31 | 2024-11-01 | — | 116.35 | 116.35 | 0.00% | market | — | 6.19 | -2.70% | -0.79% | -1.92% |
| ORLY | 2025-02-05 | 2025-02-06 | 2025-02-07 | — | 89.13 | 89.13 | 0.00% | market | — | 8.95 | -1.71% | -0.86% | -0.85% |
| DTW | 2025-05-01 | 2025-05-02 | 2025-05-05 | — | 21.24 | 21.24 | 0.00% | market | — | 9.88 | -0.20% | -0.22% | 0.02% |
| AIZN | 2025-05-06 | 2025-05-07 | 2025-05-08 | — | 19.66 | 19.66 | 0.00% | market | — | 6.95 | 0.51% | 0.88% | -0.36% |
| DTW | 2025-10-30 | 2025-10-31 | 2025-11-03 | — | 22.22 | 22.22 | 0.00% | market | — | 9.88 | -0.65% | -0.25% | -0.40% |
| MAIR | 2026-05-12 | 2026-05-13 | 2026-05-14 | — | 40.98 | 40.98 | 0.00% | market | — | 0.05 | 3.53% | 1.31% | 2.22% |