PE ratio test 13
Run 6c51bb0b · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
23
Win rate
52.17%
Avg return
-0.59%
Median return
0.64%
Avg abnormal
-0.38%
Median abnormal
0.91%
Best trade
4.23%
Worst trade
-21.87%
Sharpe (per-trade)
-0.11
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2022 | 4 | -5.18% | -3.94% | 50.00% |
| 2023 | 6 | 0.21% | 0.72% | 66.67% |
| 2024 | 9 | 0.11% | -0.20% | 44.44% |
| 2025 | 3 | 0.49% | 0.56% | 33.33% |
| 2026 | 1 | 3.51% | 2.81% | 100.00% |
Trades (23)
| 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 | 2022-02-11 | — | 42.17 | 42.17 | 0.00% | market | — | 5.52 | 4.23% | -0.43% | 4.66% |
| 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% |
| ORLY | 2022-04-27 | 2022-04-28 | 2022-04-29 | — | 43.61 | 43.61 | 0.00% | market | — | 6.08 | -4.67% | 0.31% | -4.98% |
| 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% |
| DTW | 2022-12-31 | 2023-01-03 | 2023-01-04 | — | 21.44 | 21.44 | 0.00% | market | — | 13.57 | 0.64% | -0.31% | 0.95% |
| ORLY | 2023-02-08 | 2023-02-09 | 2023-02-10 | — | 53.75 | 53.75 | 0.00% | market | — | 6.42 | 1.55% | -2.06% | 3.61% |
| ORLY | 2023-04-26 | 2023-04-27 | 2023-04-28 | — | 58.93 | 58.93 | 0.00% | market | — | 7.12 | 3.47% | 1.10% | 2.36% |
| ORLY | 2023-07-26 | 2023-07-27 | 2023-07-28 | — | 63.30 | 63.30 | 0.00% | market | — | 6.19 | -3.08% | -0.68% | -2.39% |
| ORLY | 2023-10-25 | 2023-10-26 | 2023-10-27 | — | 60.27 | 60.27 | 0.00% | market | — | 5.62 | 2.39% | -0.54% | 2.93% |
| 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 | 2024-02-07 | 2024-02-08 | 2024-02-09 | — | 67.37 | 67.37 | 0.00% | market | — | 7.28 | 1.31% | 0.15% | 1.17% |
| COKE | 2024-02-21 | 2024-02-22 | 2024-02-23 | — | 83.11 | 83.11 | 0.00% | market | — | 6.21 | -2.26% | 1.04% | -3.30% |
| HLN | 2024-02-29 | 2024-03-01 | 2024-03-04 | — | 8.43 | 8.43 | 0.00% | market | — | 1.29 | -1.39% | 0.60% | -1.99% |
| 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% |
| ORLY | 2024-07-24 | 2024-07-25 | 2024-07-26 | — | 70.05 | 70.05 | 0.00% | market | — | 6.64 | 3.94% | 0.17% | 3.77% |
| ORLY | 2024-10-23 | 2024-10-24 | 2024-10-25 | — | 78.79 | 78.79 | 0.00% | market | — | 6.91 | 2.03% | 0.26% | 1.77% |
| COKE | 2024-10-30 | 2024-10-31 | 2024-11-01 | — | 116.35 | 116.35 | 0.00% | market | — | 6.19 | -2.54% | -0.74% | -1.80% |
| 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% |
| 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% |
| 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% |