PE ratio test 8
Run 6c51b9cb · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
14
Win rate
71.43%
Avg return
2.78%
Median return
2.03%
Avg abnormal
2.28%
Median abnormal
0.24%
Best trade
22.71%
Worst trade
-5.03%
Sharpe (per-trade)
0.42
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 3 | 10.00% | 9.79% | 100.00% |
| 2022 | 1 | -2.71% | -4.78% | 0.00% |
| 2023 | 5 | 2.97% | 2.71% | 80.00% |
| 2024 | 1 | 1.22% | -0.05% | 100.00% |
| 2025 | 2 | 1.54% | -0.45% | 100.00% |
| 2026 | 2 | -3.74% | -2.65% | 0.00% |
Trades (14)
| 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 | 2021-08-05 | — | 39.33 | 39.33 | 0.00% | market | — | 4.72 | 2.65% | 0.09% | 2.56% |
| COKE | 2021-08-10 | 2021-08-11 | 2021-08-18 | — | 39.00 | 39.00 | 0.00% | market | — | 4.45 | 4.65% | -0.19% | 4.84% |
| COKE | 2021-11-09 | 2021-11-10 | 2021-11-17 | — | 42.29 | 42.29 | 0.00% | market | — | 4.21 | 22.71% | 0.73% | 21.98% |
| COKE | 2022-08-02 | 2022-08-03 | 2022-08-10 | — | 51.74 | 51.74 | 0.00% | market | — | 4.33 | -2.71% | 2.07% | -4.78% |
| COKE | 2023-02-22 | 2023-02-23 | 2023-03-02 | — | 52.11 | 52.11 | 0.00% | market | — | 3.85 | 5.77% | -2.21% | 7.98% |
| COKE | 2023-05-03 | 2023-05-04 | 2023-05-11 | — | 62.00 | 62.00 | 0.00% | market | — | 3.82 | 1.41% | 1.23% | 0.18% |
| ELC | 2023-06-30 | 2023-07-03 | 2023-07-11 | — | 22.25 | 22.25 | 0.00% | market | — | 0.01 | -0.92% | -0.56% | -0.36% |
| COKE | 2023-08-02 | 2023-08-03 | 2023-08-10 | — | 66.90 | 66.90 | 0.00% | market | — | 3.63 | 4.00% | 0.03% | 3.97% |
| COKE | 2023-11-01 | 2023-11-02 | 2023-11-09 | — | 64.75 | 64.75 | 0.00% | market | — | 3.69 | 4.57% | 2.78% | 1.79% |
| HLN | 2024-02-29 | 2024-03-01 | 2024-03-08 | — | 8.43 | 8.43 | 0.00% | market | — | 1.29 | 1.22% | 1.27% | -0.05% |
| AIZN | 2025-08-05 | 2025-08-06 | 2025-08-13 | — | 19.81 | 19.81 | 0.00% | market | — | 4.34 | 2.83% | 2.52% | 0.31% |
| AIZN | 2025-11-04 | 2025-11-05 | 2025-11-12 | — | 20.10 | 20.10 | 0.00% | market | — | 3.88 | 0.25% | 1.45% | -1.21% |
| AIZN | 2026-02-10 | 2026-02-11 | 2026-02-19 | — | 21.75 | 21.75 | 0.00% | market | — | 3.88 | -2.45% | -1.80% | -0.65% |
| MAIR | 2026-05-12 | 2026-05-13 | 2026-05-20 | — | 40.98 | 40.98 | 0.00% | market | — | 0.05 | -5.03% | -0.37% | -4.66% |