PE ratio test 3
Run 6c51ba5a · 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
2.79%
Median return
2.08%
Avg abnormal
2.65%
Median abnormal
2.34%
Best trade
15.15%
Worst trade
-3.51%
Sharpe (per-trade)
0.57
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 3 | 7.67% | 7.80% | 100.00% |
| 2022 | 1 | -3.29% | -4.24% | 0.00% |
| 2023 | 5 | 3.85% | 3.49% | 100.00% |
| 2024 | 1 | -1.62% | -2.28% | 0.00% |
| 2025 | 2 | 0.87% | 0.96% | 50.00% |
| 2026 | 2 | 0.01% | 0.44% | 50.00% |
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 | 2021-07-30 | — | 39.33 | 39.33 | 0.00% | market | — | 4.72 | 2.16% | -0.30% | 2.46% |
| COKE | 2021-08-10 | 2021-08-11 | 2021-08-12 | — | 39.00 | 39.00 | 0.00% | market | — | 4.45 | 5.70% | 0.29% | 5.41% |
| COKE | 2021-11-09 | 2021-11-10 | 2021-11-11 | — | 42.29 | 42.29 | 0.00% | market | — | 4.21 | 15.15% | -0.39% | 15.54% |
| COKE | 2022-08-02 | 2022-08-03 | 2022-08-04 | — | 51.74 | 51.74 | 0.00% | market | — | 4.33 | -3.29% | 0.94% | -4.24% |
| COKE | 2023-02-22 | 2023-02-23 | 2023-02-24 | — | 52.11 | 52.11 | 0.00% | market | — | 3.85 | 8.17% | -1.29% | 9.46% |
| COKE | 2023-05-03 | 2023-05-04 | 2023-05-05 | — | 62.00 | 62.00 | 0.00% | market | — | 3.82 | 5.57% | 1.40% | 4.17% |
| ELC | 2023-06-30 | 2023-07-03 | 2023-07-05 | — | 22.25 | 22.25 | 0.00% | market | — | 0.01 | 1.15% | 0.05% | 1.10% |
| COKE | 2023-08-02 | 2023-08-03 | 2023-08-04 | — | 66.90 | 66.90 | 0.00% | market | — | 3.63 | 3.70% | -0.27% | 3.98% |
| COKE | 2023-11-01 | 2023-11-02 | 2023-11-03 | — | 64.75 | 64.75 | 0.00% | market | — | 3.69 | 0.65% | 1.90% | -1.25% |
| 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% |
| AIZN | 2025-08-05 | 2025-08-06 | 2025-08-07 | — | 19.81 | 19.81 | 0.00% | market | — | 4.34 | -0.25% | 0.51% | -0.76% |
| AIZN | 2025-11-04 | 2025-11-05 | 2025-11-06 | — | 20.10 | 20.10 | 0.00% | market | — | 3.88 | 1.99% | -0.69% | 2.68% |
| AIZN | 2026-02-10 | 2026-02-11 | 2026-02-12 | — | 21.75 | 21.75 | 0.00% | market | — | 3.88 | -3.51% | -2.17% | -1.34% |
| 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% |