PE ratio test 14
Run 6c51baf8 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
18
Win rate
38.89%
Avg return
-0.67%
Median return
-0.11%
Avg abnormal
-0.67%
Median abnormal
-0.16%
Best trade
4.60%
Worst trade
-21.87%
Sharpe (per-trade)
-0.12
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 1 | 3.30% | 2.88% | 100.00% |
| 2022 | 4 | -5.14% | -3.47% | 25.00% |
| 2023 | 2 | -2.25% | -1.84% | 0.00% |
| 2024 | 4 | -0.10% | -0.57% | 25.00% |
| 2025 | 5 | 1.36% | 0.51% | 60.00% |
| 2026 | 2 | 1.65% | 1.19% | 50.00% |
Trades (18)
| 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 | 3.30% | 0.43% | 2.88% |
| COKE | 2022-02-22 | 2022-02-23 | 2022-02-24 | — | 56.06 | 56.06 | 0.00% | market | — | 8.27 | -21.87% | -5.00% | -16.87% |
| WDC | 2022-04-28 | 2022-04-29 | 2022-05-02 | — | 40.16 | 40.16 | 0.00% | market | — | 24.34 | -0.30% | -2.72% | 2.42% |
| EC | 2022-05-12 | 2022-05-13 | 2022-05-16 | — | 15.07 | 15.07 | 0.00% | market | — | 18.38 | -0.00% | 0.82% | -0.83% |
| TEVA | 2022-11-03 | 2022-11-04 | 2022-11-07 | — | 8.32 | 8.32 | 0.00% | market | — | 14.10 | 1.60% | 0.19% | 1.41% |
| E | 2023-07-28 | 2023-07-31 | 2023-08-01 | — | 30.70 | 30.70 | 0.00% | market | — | 24.76 | -0.79% | -0.25% | -0.54% |
| TEVA | 2023-11-08 | 2023-11-09 | 2023-11-10 | — | 9.13 | 9.13 | 0.00% | market | — | 15.22 | -3.70% | -0.56% | -3.15% |
| ORLY | 2024-04-24 | 2024-04-25 | 2024-04-26 | — | 68.00 | 68.00 | 0.00% | market | — | 7.39 | 2.34% | 1.44% | 0.91% |
| SUZ | 2024-04-26 | 2024-04-29 | 2024-04-30 | — | 11.60 | 11.60 | 0.00% | market | — | 16.36 | -2.44% | -0.30% | -2.14% |
| VTRS | 2024-05-09 | 2024-05-10 | 2024-05-13 | — | 11.19 | 11.19 | 0.00% | market | — | 16.70 | -0.02% | 0.14% | -0.16% |
| VTRS | 2024-11-07 | 2024-11-08 | 2024-11-11 | — | 13.07 | 13.07 | 0.00% | market | — | 17.43 | -0.28% | 0.61% | -0.89% |
| ORLY | 2025-02-05 | 2025-02-06 | 2025-02-07 | — | 89.13 | 89.13 | 0.00% | market | — | 8.95 | -1.02% | 0.15% | -1.17% |
| TCOM | 2025-02-24 | 2025-02-25 | 2025-02-26 | — | 59.04 | 59.04 | 0.00% | market | — | 13.57 | 2.81% | -0.20% | 3.02% |
| AGNC | 2025-04-21 | 2025-04-22 | 2025-04-23 | — | 8.33 | 8.33 | 0.00% | market | — | 18.93 | 4.60% | 3.90% | 0.70% |
| DTW | 2025-07-29 | 2025-07-30 | 2025-07-31 | — | 21.90 | 21.90 | 0.00% | market | — | 19.73 | 0.71% | 0.56% | 0.16% |
| UNMA | 2025-11-03 | 2025-11-04 | 2025-11-05 | — | 23.65 | 23.65 | 0.00% | market | — | 11.32 | -0.33% | -0.17% | -0.16% |
| ELC | 2026-05-01 | 2026-05-04 | 2026-05-05 | — | 20.45 | 20.45 | 0.00% | market | — | 24.35 | -0.20% | 0.24% | -0.44% |
| MAIR | 2026-05-12 | 2026-05-13 | 2026-05-14 | — | 40.98 | 40.98 | 0.00% | market | — | 0.05 | 3.51% | 0.70% | 2.81% |