PE ratio test 5
Run 6c51ba25 · 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
53.33%
Avg return
-0.45%
Median return
1.32%
Avg abnormal
-0.76%
Median abnormal
0.22%
Best trade
7.13%
Worst trade
-20.66%
Sharpe (per-trade)
-0.07
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 1 | 3.34% | 2.82% | 100.00% |
| 2022 | 3 | -3.96% | -4.17% | 66.67% |
| 2023 | 1 | -5.13% | -5.63% | 0.00% |
| 2024 | 4 | 0.03% | -0.09% | 50.00% |
| 2025 | 5 | 0.65% | 0.40% | 40.00% |
| 2026 | 1 | 3.53% | 2.22% | 100.00% |
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 | 2021-08-06 | — | 31.11 | 31.11 | 0.00% | market | — | 18.19 | 3.34% | 0.52% | 2.82% |
| 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% |
| EC | 2022-05-12 | 2022-05-13 | 2022-05-16 | — | 15.07 | 15.07 | 0.00% | market | — | 18.38 | 1.66% | 0.85% | 0.81% |
| TEVA | 2022-11-03 | 2022-11-04 | 2022-11-07 | — | 8.32 | 8.32 | 0.00% | market | — | 14.10 | 7.13% | 0.78% | 6.35% |
| TEVA | 2023-11-08 | 2023-11-09 | 2023-11-10 | — | 9.13 | 9.13 | 0.00% | market | — | 15.22 | -5.13% | 0.50% | -5.63% |
| 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% |
| SUZ | 2024-04-26 | 2024-04-29 | 2024-04-30 | — | 11.60 | 11.60 | 0.00% | market | — | 16.36 | -3.30% | -1.59% | -1.71% |
| VTRS | 2024-05-09 | 2024-05-10 | 2024-05-13 | — | 11.19 | 11.19 | 0.00% | market | — | 16.70 | 1.32% | -0.17% | 1.49% |
| VTRS | 2024-11-07 | 2024-11-08 | 2024-11-11 | — | 13.07 | 13.07 | 0.00% | market | — | 17.43 | -0.05% | 0.43% | -0.48% |
| 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% |
| TCOM | 2025-02-24 | 2025-02-25 | 2025-02-26 | — | 59.04 | 59.04 | 0.00% | market | — | 13.57 | -0.93% | -0.44% | -0.49% |
| AGNC | 2025-04-21 | 2025-04-22 | 2025-04-23 | — | 8.33 | 8.33 | 0.00% | market | — | 18.93 | 3.16% | 2.94% | 0.22% |
| DTW | 2025-07-29 | 2025-07-30 | 2025-07-31 | — | 21.90 | 21.90 | 0.00% | market | — | 19.73 | 2.95% | -0.60% | 3.55% |
| UNMA | 2025-11-03 | 2025-11-04 | 2025-11-05 | — | 23.65 | 23.65 | 0.00% | market | — | 11.32 | -0.20% | 0.22% | -0.42% |
| 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% |