PE ratio test 7
Run 6c51b9db · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
20
Win rate
65.00%
Avg return
1.32%
Median return
1.43%
Avg abnormal
1.00%
Median abnormal
0.70%
Best trade
13.74%
Worst trade
-12.01%
Sharpe (per-trade)
0.21
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2022 | 4 | 0.08% | -0.36% | 50.00% |
| 2023 | 5 | 4.59% | 4.41% | 80.00% |
| 2024 | 7 | 1.72% | 0.98% | 71.43% |
| 2025 | 3 | 0.19% | 0.78% | 66.67% |
| 2026 | 1 | -9.35% | -9.73% | 0.00% |
Trades (20)
| 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 | 2022-02-09 | 2022-02-10 | 2022-02-17 | — | 42.17 | 42.17 | 0.00% | market | — | 5.52 | 6.51% | -3.16% | 9.67% |
| COKE | 2022-02-22 | 2022-02-23 | 2022-03-02 | — | 56.06 | 56.06 | 0.00% | market | — | 8.27 | -12.01% | 1.21% | -13.22% |
| ORLY | 2022-04-27 | 2022-04-28 | 2022-05-05 | — | 43.61 | 43.61 | 0.00% | market | — | 6.08 | -7.93% | -2.01% | -5.92% |
| TEVA | 2022-11-03 | 2022-11-04 | 2022-11-11 | — | 8.32 | 8.32 | 0.00% | market | — | 14.10 | 13.74% | 5.71% | 8.04% |
| DTW | 2022-12-31 | 2023-01-03 | 2023-01-10 | — | 21.44 | 21.44 | 0.00% | market | — | 13.57 | 8.29% | 1.62% | 6.67% |
| ORLY | 2023-02-08 | 2023-02-09 | 2023-02-16 | — | 53.75 | 53.75 | 0.00% | market | — | 6.42 | 6.72% | -1.48% | 8.20% |
| ORLY | 2023-04-26 | 2023-04-27 | 2023-05-04 | — | 58.93 | 58.93 | 0.00% | market | — | 7.12 | 5.42% | -0.46% | 5.88% |
| ORLY | 2023-07-26 | 2023-07-27 | 2023-08-03 | — | 63.30 | 63.30 | 0.00% | market | — | 6.19 | -2.17% | -2.22% | 0.04% |
| ORLY | 2023-10-25 | 2023-10-26 | 2023-11-02 | — | 60.27 | 60.27 | 0.00% | market | — | 5.62 | 4.68% | 3.44% | 1.24% |
| ORLY | 2024-02-07 | 2024-02-08 | 2024-02-15 | — | 67.37 | 67.37 | 0.00% | market | — | 7.28 | 3.50% | 0.78% | 2.71% |
| COKE | 2024-02-21 | 2024-02-22 | 2024-02-29 | — | 83.11 | 83.11 | 0.00% | market | — | 6.21 | 0.97% | 0.81% | 0.16% |
| HLN | 2024-02-29 | 2024-03-01 | 2024-03-08 | — | 8.43 | 8.43 | 0.00% | market | — | 1.29 | 2.17% | 0.54% | 1.63% |
| ORLY | 2024-04-24 | 2024-04-25 | 2024-05-02 | — | 68.00 | 68.00 | 0.00% | market | — | 7.39 | -1.55% | 1.17% | -2.72% |
| ORLY | 2024-07-24 | 2024-07-25 | 2024-08-01 | — | 70.05 | 70.05 | 0.00% | market | — | 6.64 | 7.67% | 0.31% | 7.36% |
| ORLY | 2024-10-23 | 2024-10-24 | 2024-10-31 | — | 78.79 | 78.79 | 0.00% | market | — | 6.91 | -2.62% | -1.96% | -0.67% |
| COKE | 2024-10-30 | 2024-10-31 | 2024-11-07 | — | 116.35 | 116.35 | 0.00% | market | — | 6.19 | 1.89% | 3.48% | -1.60% |
| ORLY | 2025-02-05 | 2025-02-06 | 2025-02-13 | — | 89.13 | 89.13 | 0.00% | market | — | 8.95 | -0.29% | 0.62% | -0.91% |
| TCOM | 2025-02-24 | 2025-02-25 | 2025-03-04 | — | 59.04 | 59.04 | 0.00% | market | — | 13.57 | 0.34% | -3.40% | 3.74% |
| UNMA | 2025-11-03 | 2025-11-04 | 2025-11-11 | — | 23.65 | 23.65 | 0.00% | market | — | 11.32 | 0.52% | 1.02% | -0.50% |
| MAIR | 2026-05-12 | 2026-05-13 | 2026-05-20 | — | 40.98 | 40.98 | 0.00% | market | — | 0.05 | -9.35% | 0.38% | -9.73% |