P\E ratio earnings test 1
Run 6c51b97e · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
23
Win rate
56.52%
Avg return
-1.67%
Median return
0.59%
Avg abnormal
-1.24%
Median abnormal
0.33%
Best trade
6.31%
Worst trade
-28.53%
Sharpe (per-trade)
-0.20
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 1 | 4.68% | 4.67% | 100.00% |
| 2022 | 3 | -7.56% | -5.61% | 33.33% |
| 2023 | 7 | -3.92% | -3.47% | 57.14% |
| 2024 | 9 | 1.33% | 0.69% | 66.67% |
| 2025 | 2 | -4.30% | -0.22% | 0.00% |
| 2026 | 1 | 3.53% | 2.22% | 100.00% |
Trades (23)
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BHF | 2021-08-05 | 2021-08-06 | 2021-08-09 | — | 44.50 | 44.50 | 0.00% | market | — | 8.36 | 4.68% | 0.01% | 4.67% |
| 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 | 2023-02-08 | 2023-02-09 | 2023-02-10 | — | 53.75 | 53.75 | 0.00% | market | — | 6.42 | 2.16% | -1.54% | 3.70% |
| WLFC | 2023-03-09 | 2023-03-10 | 2023-03-13 | — | 20.23 | 20.23 | 0.00% | market | — | 9.54 | -4.75% | -1.44% | -3.31% |
| 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% |
| CUZ | 2023-07-27 | 2023-07-28 | 2023-07-31 | — | 24.28 | 24.28 | 0.00% | market | — | 8.83 | 0.42% | 0.42% | -0.00% |
| CART | 2022-09-30 | 2023-09-19 | 2023-09-20 | — | 42.00 | 42.00 | 0.00% | market | — | 0.31 | -28.53% | -0.91% | -27.62% |
| 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% |
| 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% |
| LOAR | 2024-05-14 | 2024-05-15 | 2024-05-16 | — | 47.65 | 47.65 | 0.00% | market | — | 0.00 | 6.31% | 0.54% | 5.76% |
| 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% |
| BHF | 2024-08-07 | 2024-08-08 | 2024-08-09 | — | 41.63 | 41.63 | 0.00% | market | — | 7.47 | 0.59% | 1.73% | -1.14% |
| 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% |
| BMA | 2025-04-02 | 2025-04-03 | 2025-04-04 | — | 72.60 | 72.60 | 0.00% | market | — | 8.17 | -6.89% | -7.31% | 0.41% |
| 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% |