PE ratio test 12
Run 6c51bb23 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
33
Win rate
42.42%
Avg return
-0.50%
Median return
-0.31%
Avg abnormal
-0.51%
Median abnormal
-0.85%
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 |
|---|---|---|---|---|
| 2021 | 3 | 0.37% | 0.50% | 66.67% |
| 2022 | 5 | -3.84% | -2.93% | 40.00% |
| 2023 | 5 | 0.62% | 0.75% | 60.00% |
| 2024 | 8 | 0.39% | -0.08% | 50.00% |
| 2025 | 10 | -0.84% | -0.89% | 10.00% |
| 2026 | 2 | 1.91% | 0.98% | 100.00% |
Trades (33)
| 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 | 1.00% | -0.43% | 1.43% |
| COKE | 2021-08-10 | 2021-08-11 | 2021-08-12 | — | 39.00 | 39.00 | 0.00% | market | — | 4.45 | 3.36% | -0.05% | 3.41% |
| ORLY | 2021-10-27 | 2021-10-28 | 2021-10-29 | — | 42.93 | 42.93 | 0.00% | market | — | 5.32 | -3.25% | 0.09% | -3.34% |
| 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% |
| ORLY | 2022-07-27 | 2022-07-28 | 2022-07-29 | — | 44.93 | 44.93 | 0.00% | market | — | 5.12 | 4.01% | 1.42% | 2.59% |
| ORLY | 2022-10-26 | 2022-10-27 | 2022-10-28 | — | 54.47 | 54.47 | 0.00% | market | — | 5.94 | -0.90% | -0.84% | -0.06% |
| 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% |
| COKE | 2023-11-01 | 2023-11-02 | 2023-11-03 | — | 64.75 | 64.75 | 0.00% | market | — | 3.69 | -1.23% | 1.54% | -2.77% |
| RZC | 2024-02-01 | 2024-02-02 | 2024-02-05 | — | 26.24 | 26.24 | 0.00% | market | — | 5.55 | -0.31% | 0.83% | -1.14% |
| 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% |
| 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% |
| COKE | 2025-02-20 | 2025-02-21 | 2025-02-24 | — | 144.27 | 144.27 | 0.00% | market | — | 10.77 | -4.35% | -1.33% | -3.01% |
| UNMA | 2025-04-29 | 2025-04-30 | 2025-05-01 | — | 24.36 | 24.36 | 0.00% | market | — | 11.94 | -0.04% | 2.34% | -2.37% |
| BSBR | 2025-04-30 | 2025-05-01 | 2025-05-02 | — | 5.27 | 5.27 | 0.00% | market | — | 12.67 | -0.58% | 0.78% | -1.36% |
| DTW | 2025-05-01 | 2025-05-02 | 2025-05-05 | — | 21.24 | 21.24 | 0.00% | market | — | 9.88 | -0.15% | -0.38% | 0.23% |
| AIZN | 2025-05-06 | 2025-05-07 | 2025-05-08 | — | 19.66 | 19.66 | 0.00% | market | — | 6.95 | -0.71% | 0.91% | -1.62% |
| PFH | 2025-07-30 | 2025-07-31 | 2025-08-01 | — | 17.58 | 17.58 | 0.00% | market | — | 11.72 | 0.77% | -2.06% | 2.82% |
| SOJE | 2025-10-29 | 2025-10-30 | 2025-10-31 | — | 18.66 | 18.66 | 0.00% | market | — | 12.12 | -1.16% | 0.17% | -1.33% |
| DTW | 2025-10-30 | 2025-10-31 | 2025-11-03 | — | 22.22 | 22.22 | 0.00% | market | — | 9.88 | -0.83% | 0.09% | -0.92% |
| 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% |
| UNMA | 2026-02-05 | 2026-02-06 | 2026-02-09 | — | 23.30 | 23.30 | 0.00% | market | — | 12.14 | 0.32% | 1.17% | -0.85% |
| 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% |