Cheap + beat (Copy)
Run 1f5678bd · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
5055
Win rate
51.71%
Avg return
0.60%
Median return
0.21%
Avg abnormal
-0.10%
Median abnormal
-0.44%
Best trade
998.17%
Worst trade
-39.41%
Sharpe (per-trade)
0.04
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 566 | 2.78% | 1.44% | 59.72% |
| 2024 | 1737 | 0.34% | -0.52% | 50.49% |
| 2025 | 1819 | 0.42% | -0.00% | 52.06% |
| 2026 | 933 | 0.10% | -0.44% | 48.45% |
Trades (page 11: 55 of 5,055)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | P/E after earn. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MU | 2026-06-24 | 2026-06-25 | 2026-07-02 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | 49.10 | -21.08% | 0.79% | -21.87% |
| SNX | 2026-06-25 | 2026-06-26 | 2026-07-06 | — | 280.33 | 280.33 | 0.00% | market | 17.15% | — | 57.80 | -14.97% | 3.06% | -18.04% |
| NKE | 2026-06-30 | 2026-07-01 | 2026-07-09 | — | 41.40 | 41.40 | 0.00% | market | 554.55% | — | 57.50 | 3.13% | 0.90% | 2.23% |
| GIS | 2026-07-01 | 2026-07-02 | 2026-07-10 | — | 38.00 | 38.00 | 0.00% | market | 19.20% | — | 40.00 | -4.88% | 1.01% | -5.89% |
| MSM | 2026-07-01 | 2026-07-02 | 2026-07-10 | — | 125.35 | 125.35 | 0.00% | market | 11.72% | — | 87.66 | -2.06% | 1.01% | -3.07% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-07-15 | — | 35.82 | 35.82 | 0.00% | market | 19.28% | — | 59.70 | -3.97% | 1.57% | -5.54% |
| PENG | 2026-07-07 | 2026-07-08 | 2026-07-15 | — | 67.85 | 67.85 | 0.00% | market | 55.84% | — | 80.77 | 7.17% | 1.57% | 5.60% |
| SKHY | 2026-04-22 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 50.20% | — | 44.39 | -9.59% | -1.16% | -8.43% |
| C | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 134.08 | 134.08 | 0.00% | market | 15.81% | — | 42.57 | -1.56% | -0.91% | -0.66% |
| EQBK | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 49.99 | 49.99 | 0.00% | market | 13.71% | — | 35.45 | -0.26% | -0.91% | 0.65% |
| GS | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 1,148.42 | 1,148.42 | 0.00% | market | 44.99% | — | 54.74 | -4.57% | -0.91% | -3.67% |
| JPM | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 345.85 | 345.85 | 0.00% | market | 35.78% | — | 45.57 | 0.48% | -0.91% | 1.39% |
| WFC | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 85.94 | 85.94 | 0.00% | market | 13.29% | — | 43.85 | 0.36% | -0.91% | 1.26% |
| BNY | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 162.75 | 162.75 | 0.00% | market | 10.31% | — | 66.16 | -1.82% | -1.94% | 0.11% |
| ELV | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 394.40 | 394.40 | 0.00% | market | 19.97% | — | 52.94 | -4.03% | -1.94% | -2.09% |
| MS | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 228.23 | 228.23 | 0.00% | market | 19.72% | — | 65.96 | -5.92% | -1.94% | -3.98% |
| MTB | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 250.88 | 250.88 | 0.00% | market | 14.81% | — | 46.89 | -2.16% | -1.94% | -0.22% |
| UNH | 2026-07-16 | 2026-07-17 | 2026-07-24 | — | 426.72 | 426.72 | 0.00% | market | 29.15% | — | 66.88 | -1.60% | -0.42% | -1.18% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-07-28 | — | 11.60 | 11.60 | 0.00% | market | 125.69% | — | 44.62 | 4.20% | -0.73% | 4.92% |
| OFG | 2026-07-21 | 2026-07-22 | 2026-07-29 | — | 53.16 | 53.16 | 0.00% | market | 18.80% | — | 38.24 | -1.74% | -2.30% | 0.56% |
| CCS | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 66.32 | 66.32 | 0.00% | market | 103.13% | — | 51.02 | 3.19% | 0.31% | 2.88% |
| QCRH | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 93.94 | 93.94 | 0.00% | market | 14.66% | — | 42.89 | 9.55% | 0.31% | 9.24% |
| TCBX | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 43.00 | 43.00 | 0.00% | market | 19.60% | — | 39.81 | 1.43% | 0.31% | 1.11% |
| AMTB | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 26.60 | 26.60 | 0.00% | market | 35.03% | — | 50.19 | 11.08% | 1.15% | 9.92% |
| AVBC | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 20.85 | 20.85 | 0.00% | market | 14.71% | — | 53.46 | 6.75% | 1.15% | 5.60% |
| BY | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 38.39 | 38.39 | 0.00% | market | 15.48% | — | 42.19 | 2.09% | 1.15% | 0.94% |
| FPH | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 5.40 | 5.40 | 0.00% | market | 475.00% | — | 36.00 | -4.09% | 1.15% | -5.24% |
| HOG | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 26.33 | 26.33 | 0.00% | market | 16.28% | — | 35.11 | -7.00% | 1.15% | -8.15% |
| HTH | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 39.09 | 39.09 | 0.00% | market | 28.57% | — | 62.05 | 0.70% | 1.15% | -0.46% |
| SRCE | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 85.82 | 85.82 | 0.00% | market | 14.04% | — | 44.01 | 4.37% | 1.15% | 3.21% |
| STBA | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 51.32 | 51.32 | 0.00% | market | 10.99% | — | 50.31 | 1.42% | 1.15% | 0.26% |
| WKC | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 39.99 | 39.99 | 0.00% | market | 72.00% | — | 31.00 | -0.53% | 1.15% | -1.68% |
| GABC | 2026-07-27 | 2026-07-28 | 2026-08-04 | — | 49.75 | 49.75 | 0.00% | market | 10.51% | — | 48.77 | 2.69% | 4.35% | -1.65% |
| HAPN | 2026-07-27 | 2026-07-28 | 2026-08-04 | — | 19.55 | 19.55 | 0.00% | market | 16.52% | — | 39.10 | 6.60% | 4.35% | 2.26% |
| CBNA | 2026-07-28 | 2026-07-29 | 2026-08-05 | — | 44.01 | 44.01 | 0.00% | market | 16.94% | — | 30.35 | 7.96% | 4.03% | 3.93% |
| CTO | 2026-07-28 | 2026-07-29 | 2026-08-05 | — | 22.17 | 22.17 | 0.00% | market | 267.86% | — | 58.34 | -1.87% | 4.03% | -5.90% |
| HURN | 2026-07-28 | 2026-07-29 | 2026-08-05 | — | 134.09 | 134.09 | 0.00% | market | 13.36% | — | 54.51 | 11.43% | 4.03% | 7.40% |
| SB | 2026-07-28 | 2026-07-29 | 2026-08-05 | — | 7.98 | 7.98 | 0.00% | market | 30.23% | — | 28.50 | -4.46% | 4.03% | -8.49% |
| ARXS | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 44.78 | 44.78 | 0.00% | market | 64.71% | — | 159.93 | 28.41% | 4.42% | 23.99% |
| ASIC | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 24.53 | 24.53 | 0.00% | market | 27.13% | — | 36.61 | 3.27% | 4.42% | -1.15% |
| CNMD | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 47.49 | 47.49 | 0.00% | market | 24.32% | — | 34.41 | 4.60% | 4.42% | 0.18% |
| CNXN | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 84.26 | 84.26 | 0.00% | market | 31.66% | — | 64.32 | 2.58% | 4.42% | -1.84% |
| COUR | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 5.31 | 5.31 | 0.00% | market | 62.84% | — | 31.24 | 4.51% | 4.42% | 0.09% |
| DMC | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 29.54 | 29.54 | 0.00% | market | 35.85% | — | 41.03 | 1.02% | 4.42% | -3.40% |
| EFOR | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 24.15 | 24.15 | 0.00% | market | 11.38% | — | 26.54 | 30.52% | 4.42% | 26.11% |
| EIG | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 52.57 | 52.57 | 0.00% | market | 23.24% | — | 75.10 | -3.99% | 4.42% | -8.40% |
| FMC | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 10.50 | 10.50 | 0.00% | market | 18.02% | — | 40.38 | 0.28% | 4.42% | -4.14% |
| FTRE | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 20.48 | 20.48 | 0.00% | market | 27.49% | — | 89.04 | -13.82% | 4.42% | -18.24% |
| MSFT | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 437.90 | 437.90 | 0.00% | market | 11.79% | — | 92.38 | 13.95% | 4.42% | 9.53% |
| NGVT | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 74.05 | 74.05 | 0.00% | market | 30.83% | — | 42.56 | 4.24% | 4.42% | -0.17% |
| PBI | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 18.44 | 18.44 | 0.00% | market | 28.36% | — | 42.88 | -2.86% | 4.42% | -7.27% |
| PRG | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 43.41 | 43.41 | 0.00% | market | 25.66% | — | 36.48 | -0.13% | 4.42% | -4.55% |
| SCL | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 65.51 | 65.51 | 0.00% | market | 93.44% | — | 55.52 | -2.57% | 4.42% | -6.98% |
| SMHI | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 9.13 | 9.13 | 0.00% | market | 109.68% | — | 76.08 | 3.30% | 4.42% | -1.11% |
| SONO | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 16.17 | 16.17 | 0.00% | market | 575.00% | — | 59.89 | -4.65% | 4.42% | -9.07% |