Beat + forward optimism proxy (Copy)
Run 1f566aa4 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
3587
Win rate
52.89%
Avg return
0.94%
Median return
0.46%
Avg abnormal
0.09%
Median abnormal
-0.38%
Best trade
307.21%
Worst trade
-41.12%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 400 | 1.73% | 0.35% | 58.00% |
| 2024 | 1194 | 1.33% | 0.39% | 53.52% |
| 2025 | 1197 | 0.94% | 0.34% | 55.14% |
| 2026 | 796 | -0.06% | -0.84% | 45.98% |
Trades (page 8: 87 of 3,587)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVDA | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 222.29 | 222.29 | 0.00% | market | 6.25% | 11.42% | -5.22% | 2.42% | -7.63% |
| SBLK | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 27.98 | 27.98 | 0.00% | market | 17.89% | 70.25% | -2.81% | 2.42% | -5.22% |
| TGT | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 120.83 | 120.83 | 0.00% | market | 16.33% | 33.96% | 4.96% | 2.42% | 2.55% |
| URBN | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 72.52 | 72.52 | 0.00% | market | 13.04% | 32.51% | -0.02% | 2.42% | -2.44% |
| AAP | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 58.01 | 58.01 | 0.00% | market | 97.44% | 12.10% | 2.02% | 1.65% | 0.38% |
| DAO | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 10.76 | 10.76 | 0.00% | market | 7.32% | 223.44% | 13.46% | 1.65% | 11.81% |
| MUFG | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 19.45 | 19.45 | 0.00% | market | 90.00% | 15944.04% | -3.08% | 1.65% | -4.73% |
| NMM | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 74.75 | 74.75 | 0.00% | market | 20.94% | 29.93% | -3.95% | 1.65% | -5.59% |
| NTES | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 114.28 | 114.28 | 0.00% | market | 15.53% | 515.09% | 7.67% | 1.65% | 6.02% |
| RL | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 377.18 | 377.18 | 0.00% | market | 9.80% | 54.37% | -3.08% | 1.65% | -4.73% |
| WMS | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 133.80 | 133.80 | 0.00% | market | 14.32% | 96.58% | 1.18% | 1.65% | -0.47% |
| YMM | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 8.34 | 8.34 | 0.00% | market | 30.77% | 628.76% | 7.95% | 1.65% | 6.31% |
| AZO | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 3,100.26 | 3,100.26 | 0.00% | market | 5.11% | 43.24% | -1.45% | 0.45% | -1.89% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 16.82 | 16.82 | 0.00% | market | 58.82% | 257555.45% | 5.09% | 0.45% | 4.64% |
| CSW | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 276.28 | 276.28 | 0.00% | market | 30.29% | 10.76% | -2.05% | 0.45% | -2.49% |
| MNSO | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 12.46 | 12.46 | 0.00% | market | 148.32% | 216.33% | 6.30% | 0.45% | 5.85% |
| NVRI | 2024-05-02 | 2026-05-27 | 2026-06-03 | — | 19.76 | 19.76 | 0.00% | market | 66.67% | 81.50% | -10.37% | 0.45% | -10.82% |
| NVRI | 2024-08-01 | 2026-05-27 | 2026-06-03 | — | 19.76 | 19.76 | 0.00% | market | 460.36% | 225.00% | -10.37% | 0.45% | -10.82% |
| NVRI | 2025-05-01 | 2026-05-27 | 2026-06-03 | — | 19.76 | 19.76 | 0.00% | market | 14.29% | 31.48% | -10.37% | 0.45% | -10.82% |
| QFIN | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 13.90 | 13.90 | 0.00% | market | 8.33% | 427.37% | 9.15% | 0.45% | 8.71% |
| SKY | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 71.50 | 71.50 | 0.00% | market | 10.39% | 28.35% | 1.17% | 0.45% | 0.72% |
| SMTC | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 172.36 | 172.36 | 0.00% | market | 12.41% | 20.43% | -5.34% | 0.45% | -5.79% |
| ANF | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 80.20 | 80.20 | 0.00% | market | 14.84% | 34.46% | -3.37% | 0.91% | -4.28% |
| BMA | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 86.81 | 86.81 | 0.00% | market | 11.97% | 163959.38% | 0.03% | 0.91% | -0.88% |
| BMO | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 162.48 | 162.48 | 0.00% | market | 5.51% | 39.07% | 1.48% | 0.91% | 0.57% |
| CPRI | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 17.57 | 17.57 | 0.00% | market | 86.44% | 88.45% | 6.97% | 0.91% | 6.06% |
| HAFN | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 7.80 | 7.80 | 0.00% | market | 21.58% | 54.63% | -7.12% | 0.91% | -8.03% |
| MOV | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 34.56 | 34.56 | 0.00% | market | 433.33% | 10.16% | 8.34% | 0.91% | 7.42% |
| P | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 74.50 | 74.50 | 0.00% | market | 18.18% | 22.89% | 5.18% | 0.91% | 4.27% |
| PHR | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 10.78 | 10.78 | 0.00% | market | 150.00% | 69.42% | -10.31% | 0.91% | -11.22% |
| SNOW | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 237.00 | 237.00 | 0.00% | market | 22.14% | 14.56% | 2.83% | 0.91% | 1.92% |
| AEO | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 14.65 | 14.65 | 0.00% | market | 15.61% | 52.83% | 12.02% | -2.43% | 14.45% |
| AMBA | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 82.52 | 82.52 | 0.00% | market | 10.85% | 55.46% | -23.22% | -2.43% | -20.80% |
| ATHM | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 17.28 | 17.28 | 0.00% | market | 55.30% | 423.04% | -4.54% | -2.43% | -2.11% |
| KSS | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 15.16 | 15.16 | 0.00% | market | 27.78% | 543.05% | 1.78% | -2.43% | 4.21% |
| MDB | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 350.50 | 350.50 | 0.00% | market | 10.92% | 21.88% | -0.13% | -2.43% | 2.30% |
| NAT | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 5.16 | 5.16 | 0.00% | market | 6.25% | 45.10% | 4.26% | -2.43% | 6.68% |
| S | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 15.44 | 15.44 | 0.00% | market | 83.32% | 78.38% | 3.10% | -2.43% | 5.53% |
| TD | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 113.40 | 113.40 | 0.00% | market | 6.75% | 41.24% | -0.41% | -2.43% | 2.02% |
| CHA | 2026-05-29 | 2026-06-01 | 2026-06-08 | — | 12.70 | 12.70 | 0.00% | market | 39.40% | 526.32% | -11.38% | -2.14% | -9.24% |
| GCO | 2026-05-29 | 2026-06-01 | 2026-06-08 | — | 37.79 | 37.79 | 0.00% | market | 15.50% | 37.27% | 3.56% | -2.14% | 5.69% |
| HPE | 2026-06-01 | 2026-06-02 | 2026-06-09 | — | 63.06 | 63.06 | 0.00% | market | 47.66% | 16.55% | -23.65% | -2.64% | -21.01% |
| PANW | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 285.00 | 285.00 | 0.00% | market | 7.19% | 14.85% | -7.84% | -4.32% | -3.53% |
| SIG | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 87.74 | 87.74 | 0.00% | market | 13.04% | 10.36% | -2.27% | -4.32% | 2.04% |
| VSCO | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 75.55 | 75.55 | 0.00% | market | 106.90% | 25.96% | -1.93% | -4.32% | 2.38% |
| VSXY | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 75.55 | 75.55 | 0.00% | market | 90.17% | 25.96% | -1.93% | -4.32% | 2.38% |
| YEXT | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 3.27 | 3.27 | 0.00% | market | 7.69% | 21.43% | 16.01% | -4.32% | 20.32% |
| AI | 2026-06-03 | 2026-06-04 | 2026-06-11 | — | 11.22 | 11.22 | 0.00% | market | 13.16% | 24.51% | 0.25% | -1.91% | 2.15% |
| M | 2026-06-03 | 2026-06-04 | 2026-06-11 | — | 21.93 | 21.93 | 0.00% | market | 324.28% | 167.42% | 13.98% | -1.91% | 15.89% |
| PVH | 2026-06-03 | 2026-06-04 | 2026-06-11 | — | 72.00 | 72.00 | 0.00% | market | 10.44% | 53.19% | 13.43% | -1.91% | 15.33% |
| TLYS | 2026-06-03 | 2026-06-04 | 2026-06-11 | — | 5.24 | 5.24 | 0.00% | market | 21.21% | 163.46% | 1.14% | -1.91% | 3.04% |
| GWRE | 2026-06-04 | 2026-06-05 | 2026-06-12 | — | 131.13 | 131.13 | 0.00% | market | 10.36% | 13.64% | -6.74% | -1.40% | -5.33% |
| NX | 2026-06-04 | 2026-06-05 | 2026-06-12 | — | 17.69 | 17.69 | 0.00% | market | 13.64% | 163.00% | -3.99% | -1.40% | -2.58% |
| PL | 2026-06-04 | 2026-06-05 | 2026-06-12 | — | 38.30 | 38.30 | 0.00% | market | 28.25% | 17.69% | -18.87% | -1.40% | -17.46% |
| CASY | 2026-06-09 | 2026-06-10 | 2026-06-17 | — | 800.65 | 800.65 | 0.00% | market | 32.02% | 52.77% | 6.07% | 1.03% | 5.04% |
| DBI | 2026-06-09 | 2026-06-10 | 2026-06-17 | — | 6.81 | 6.81 | 0.00% | market | 250.00% | 264.40% | -8.86% | 1.03% | -9.90% |
| CNM | 2026-06-10 | 2026-06-11 | 2026-06-18 | — | 50.56 | 50.56 | 0.00% | market | 6.74% | 61.43% | -4.12% | 2.47% | -6.58% |
| MH | 2026-06-11 | 2026-06-12 | 2026-06-22 | — | 12.38 | 12.38 | 0.00% | market | 92.89% | 49.18% | -26.13% | 0.50% | -26.63% |
| RH | 2026-06-11 | 2026-06-12 | 2026-06-22 | — | 159.32 | 159.32 | 0.00% | market | 7.08% | 118.79% | -8.11% | 0.50% | -8.61% |
| SB | 2026-06-17 | 2026-06-18 | 2026-06-26 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | 38.89% | -7.59% | -2.51% | -5.08% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-01 | — | 29.31 | 29.31 | 0.00% | market | 19.12% | 230.26% | -2.90% | 1.44% | -4.34% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-02 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | 24.09% | -21.08% | 0.79% | -21.87% |
| FC | 2026-07-01 | 2026-07-02 | 2026-07-10 | — | 19.29 | 19.29 | 0.00% | market | 12.50% | 118.52% | 8.51% | 1.01% | 7.50% |
| LEVI | 2026-07-08 | 2026-07-09 | 2026-07-16 | — | 23.46 | 23.46 | 0.00% | market | 14.80% | 28.61% | 6.32% | 0.45% | 5.87% |
| SKHY | 2024-07-25 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 6.46% | 170854.25% | -9.59% | -1.16% | -8.43% |
| SKHY | 2025-01-23 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 30.32% | 81088.18% | -9.59% | -1.16% | -8.43% |
| SKHY | 2025-04-24 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 78.09% | 111937.76% | -9.59% | -1.16% | -8.43% |
| SKHY | 2025-10-28 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 38.58% | 141024.11% | -9.59% | -1.16% | -8.43% |
| SKHY | 2026-01-28 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 18.85% | 264580.84% | -9.59% | -1.16% | -8.43% |
| SKHY | 2026-04-22 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 50.20% | 191822.00% | -9.59% | -1.16% | -8.43% |
| ASML | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 1,796.91 | 1,796.91 | 0.00% | market | 8.77% | 18.23% | 0.14% | -1.94% | 2.08% |
| JBHT | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 296.00 | 296.00 | 0.00% | market | 9.77% | 12.15% | -2.44% | -1.94% | -0.50% |
| KARO | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 58.58 | 58.58 | 0.00% | market | 9.57% | 1492.20% | 4.26% | -1.94% | 6.19% |
| UAL | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 116.64 | 116.64 | 0.00% | market | 5.85% | 59.74% | -1.31% | -1.94% | 0.63% |
| TSM | 2026-07-16 | 2026-07-17 | 2026-07-24 | — | 392.12 | 392.12 | 0.00% | market | 11.37% | 3146.65% | 2.68% | -0.42% | 3.10% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-07-28 | — | 11.60 | 11.60 | 0.00% | market | 125.69% | 100.81% | 4.20% | -0.73% | 4.92% |
| SFB | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 19.79 | 19.79 | 0.00% | market | 6.77% | 11.49% | -1.01% | 0.31% | -1.32% |
| BWMX | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 17.32 | 17.32 | 0.00% | market | 6.62% | 1940.88% | -1.93% | 1.15% | -3.09% |
| IMAX | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 44.23 | 44.23 | 0.00% | market | 41.08% | 20.06% | 7.96% | 1.15% | 6.81% |
| QUAD | 2026-07-28 | 2026-07-29 | 2026-08-05 | — | 8.94 | 8.94 | 0.00% | market | 21.58% | 58.33% | 14.57% | 4.03% | 10.54% |
| CBZ | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 55.25 | 55.25 | 0.00% | market | 26.04% | 40.66% | -1.58% | 4.42% | -5.99% |
| CLB | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 10.44 | 10.44 | 0.00% | market | 26.63% | 46.84% | 6.89% | 4.42% | 2.47% |
| EFOR | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 24.15 | 24.15 | 0.00% | market | 11.38% | 13.55% | 30.52% | 4.42% | 26.11% |
| LZM | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 3.12 | 3.12 | 0.00% | market | 8.68% | 22.37% | 26.08% | 4.42% | 21.67% |
| RM | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 40.50 | 40.50 | 0.00% | market | 5.20% | 70.29% | -18.60% | 4.42% | -23.01% |
| ULCC | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 6.70 | 6.70 | 0.00% | market | 78.69% | 41.15% | 12.93% | 4.42% | 8.52% |
| WNC | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 13.21 | 13.21 | 0.00% | market | 5.36% | 14.15% | -5.12% | 4.42% | -9.54% |