PE ratio test 6
Run 6c51ba05 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
15
Win rate
26.67%
Avg return
-0.83%
Median return
-0.89%
Avg abnormal
-1.29%
Median abnormal
-1.06%
Best trade
8.93%
Worst trade
-11.56%
Sharpe (per-trade)
-0.16
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 1 | 4.59% | 4.03% | 100.00% |
| 2022 | 3 | -2.93% | -2.58% | 33.33% |
| 2023 | 1 | -2.61% | -4.96% | 0.00% |
| 2024 | 4 | -0.94% | -1.26% | 0.00% |
| 2025 | 5 | 0.94% | 0.19% | 40.00% |
| 2026 | 1 | -6.59% | -6.62% | 0.00% |
Trades (15)
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| EQH | 2021-08-04 | 2021-08-05 | 2021-08-10 | — | 31.11 | 31.11 | 0.00% | market | — | 18.19 | 4.59% | 0.56% | 4.03% |
| COKE | 2022-02-22 | 2022-02-23 | 2022-02-28 | — | 56.06 | 56.06 | 0.00% | market | — | 8.27 | -11.56% | 0.92% | -12.48% |
| EC | 2022-05-12 | 2022-05-13 | 2022-05-18 | — | 15.07 | 15.07 | 0.00% | market | — | 18.38 | -6.17% | -1.22% | -4.95% |
| TEVA | 2022-11-03 | 2022-11-04 | 2022-11-09 | — | 8.32 | 8.32 | 0.00% | market | — | 14.10 | 8.93% | -0.76% | 9.70% |
| TEVA | 2023-11-08 | 2023-11-09 | 2023-11-14 | — | 9.13 | 9.13 | 0.00% | market | — | 15.22 | -2.61% | 2.35% | -4.96% |
| ORLY | 2024-04-24 | 2024-04-25 | 2024-04-30 | — | 68.00 | 68.00 | 0.00% | market | — | 7.39 | -0.86% | 0.56% | -1.42% |
| SUZ | 2024-04-26 | 2024-04-29 | 2024-05-02 | — | 11.60 | 11.60 | 0.00% | market | — | 16.36 | -0.89% | -0.99% | 0.10% |
| VTRS | 2024-05-09 | 2024-05-10 | 2024-05-15 | — | 11.19 | 11.19 | 0.00% | market | — | 16.70 | -1.27% | 1.53% | -2.80% |
| VTRS | 2024-11-07 | 2024-11-08 | 2024-11-13 | — | 13.07 | 13.07 | 0.00% | market | — | 17.43 | -0.74% | 0.17% | -0.91% |
| ORLY | 2025-02-05 | 2025-02-06 | 2025-02-11 | — | 89.13 | 89.13 | 0.00% | market | — | 8.95 | -1.18% | -0.11% | -1.06% |
| TCOM | 2025-02-24 | 2025-02-25 | 2025-02-28 | — | 59.04 | 59.04 | 0.00% | market | — | 13.57 | -4.20% | -0.50% | -3.70% |
| AGNC | 2025-04-21 | 2025-04-22 | 2025-04-25 | — | 8.33 | 8.33 | 0.00% | market | — | 18.93 | 6.04% | 5.86% | 0.18% |
| DTW | 2025-07-29 | 2025-07-30 | 2025-08-04 | — | 21.90 | 21.90 | 0.00% | market | — | 19.73 | 4.32% | -0.75% | 5.07% |
| UNMA | 2025-11-03 | 2025-11-04 | 2025-11-07 | — | 23.65 | 23.65 | 0.00% | market | — | 11.32 | -0.28% | -0.76% | 0.48% |
| MAIR | 2026-05-12 | 2026-05-13 | 2026-05-18 | — | 40.98 | 40.98 | 0.00% | market | — | 0.05 | -6.59% | 0.02% | -6.62% |