PE ratio test 10
Run 6c51bb6d · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
43
Win rate
58.14%
Avg return
0.97%
Median return
1.00%
Avg abnormal
0.99%
Median abnormal
0.91%
Best trade
12.83%
Worst trade
-21.87%
Sharpe (per-trade)
0.19
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 4 | 3.48% | 3.60% | 75.00% |
| 2022 | 7 | -2.22% | -1.97% | 42.86% |
| 2023 | 13 | 2.10% | 2.16% | 69.23% |
| 2024 | 11 | 1.48% | 1.49% | 63.64% |
| 2025 | 5 | -0.30% | -0.94% | 40.00% |
| 2026 | 3 | 0.41% | 0.73% | 33.33% |
Trades (43)
| 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% |
| COKE | 2021-11-09 | 2021-11-10 | 2021-11-11 | — | 42.29 | 42.29 | 0.00% | market | — | 4.21 | 12.83% | -0.08% | 12.91% |
| 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% |
| COKE | 2022-05-03 | 2022-05-04 | 2022-05-05 | — | 46.47 | 46.47 | 0.00% | market | — | 5.52 | 7.07% | 1.79% | 5.28% |
| 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% |
| COKE | 2022-08-02 | 2022-08-03 | 2022-08-04 | — | 51.74 | 51.74 | 0.00% | market | — | 4.33 | -3.45% | 0.99% | -4.44% |
| 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% |
| COKE | 2023-02-22 | 2023-02-23 | 2023-02-24 | — | 52.11 | 52.11 | 0.00% | market | — | 3.85 | 8.67% | -1.53% | 10.19% |
| PBR | 2023-03-02 | 2023-03-03 | 2023-03-06 | — | 10.73 | 10.73 | 0.00% | market | — | 8.58 | 3.25% | 1.34% | 1.91% |
| 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% |
| COKE | 2023-05-03 | 2023-05-04 | 2023-05-05 | — | 62.00 | 62.00 | 0.00% | market | — | 3.82 | 6.28% | 0.49% | 5.80% |
| AIZN | 2023-06-30 | 2023-07-03 | 2023-07-05 | — | 18.85 | 18.85 | 0.00% | market | — | 6.50 | 1.13% | -0.23% | 1.35% |
| ELC | 2023-06-30 | 2023-07-03 | 2023-07-05 | — | 22.25 | 22.25 | 0.00% | market | — | 0.01 | 1.69% | -0.23% | 1.92% |
| 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% |
| COKE | 2023-08-02 | 2023-08-03 | 2023-08-04 | — | 66.90 | 66.90 | 0.00% | market | — | 3.63 | 4.70% | 0.60% | 4.10% |
| RZC | 2023-08-04 | 2023-08-07 | 2023-08-08 | — | 25.67 | 25.67 | 0.00% | market | — | 5.83 | -0.12% | -0.14% | 0.02% |
| AIZN | 2023-09-30 | 2023-10-02 | 2023-10-03 | — | 19.47 | 19.47 | 0.00% | market | — | 5.50 | -1.33% | -0.37% | -0.96% |
| 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% |
| AIZN | 2023-12-31 | 2024-01-02 | 2024-01-03 | — | 19.94 | 19.94 | 0.00% | market | — | 5.83 | 0.30% | -0.37% | 0.67% |
| 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% |
| COKE | 2024-05-06 | 2024-05-07 | 2024-05-08 | — | 91.70 | 91.70 | 0.00% | market | — | 5.30 | 9.04% | -0.44% | 9.48% |
| 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% |
| COKE | 2024-07-31 | 2024-08-01 | 2024-08-02 | — | 116.73 | 116.73 | 0.00% | market | — | 5.64 | 3.79% | -3.04% | 6.84% |
| 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% |
| PFH | 2025-04-30 | 2025-05-01 | 2025-05-02 | — | 17.29 | 17.29 | 0.00% | market | — | 8.65 | -0.89% | 0.78% | -1.67% |
| 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% |
| AIZN | 2025-08-05 | 2025-08-06 | 2025-08-07 | — | 19.81 | 19.81 | 0.00% | market | — | 4.34 | 0.30% | 1.14% | -0.84% |
| AIZN | 2025-11-04 | 2025-11-05 | 2025-11-06 | — | 20.10 | 20.10 | 0.00% | market | — | 3.88 | 0.80% | 0.22% | 0.57% |
| PFH | 2026-02-03 | 2026-02-04 | 2026-02-05 | — | 17.71 | 17.71 | 0.00% | market | — | 5.37 | -0.65% | -1.36% | 0.71% |
| AIZN | 2026-02-10 | 2026-02-11 | 2026-02-12 | — | 21.75 | 21.75 | 0.00% | market | — | 3.88 | -1.63% | -0.31% | -1.32% |
| 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% |