Classic earnings beat drift (Copy)
Run 1f569697 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
11043
Win rate
53.07%
Avg return
1.20%
Median return
0.57%
Avg abnormal
0.02%
Median abnormal
-0.84%
Best trade
998.17%
Worst trade
-61.69%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 1296 | 3.35% | 0.65% | 62.04% |
| 2024 | 3743 | 1.85% | -0.15% | 56.02% |
| 2025 | 3918 | 0.50% | 0.28% | 50.94% |
| 2026 | 2086 | -0.00% | -0.54% | 46.16% |
Trades (page 23: 43 of 11,043)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ANGX | 2026-06-11 | 2026-06-12 | 2026-06-29 | — | 2.90 | 2.90 | 0.00% | market | 41.43% | 22.56% | 0.04% | 22.52% |
| DRVN | 2026-06-11 | 2026-06-12 | 2026-06-29 | — | 13.55 | 13.55 | 0.00% | market | 25.00% | 2.90% | 0.04% | 2.86% |
| MH | 2026-06-11 | 2026-06-12 | 2026-06-29 | — | 12.38 | 12.38 | 0.00% | market | 92.89% | -25.16% | 0.04% | -25.20% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-07-02 | — | 42.18 | 42.18 | 0.00% | market | 53.66% | -5.58% | -0.87% | -4.72% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-07-06 | — | 48.30 | 48.30 | 0.00% | market | 35.75% | 3.75% | 0.47% | 3.28% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-06 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | -3.39% | 0.47% | -3.86% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-09 | — | 208.00 | 208.00 | 0.00% | market | 75.55% | -4.75% | 2.25% | -7.00% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-09 | — | 29.31 | 29.31 | 0.00% | market | 19.12% | -9.04% | 2.25% | -11.29% |
| MEI | 2026-06-24 | 2026-06-25 | 2026-07-10 | — | 15.31 | 15.31 | 0.00% | market | 109.09% | 3.00% | 2.17% | 0.83% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-10 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | -20.78% | 2.17% | -22.95% |
| BB | 2026-06-25 | 2026-06-26 | 2026-07-13 | — | 10.08 | 10.08 | 0.00% | market | 33.33% | 6.05% | 2.77% | 3.28% |
| MKC | 2026-06-25 | 2026-06-26 | 2026-07-13 | — | 49.00 | 49.00 | 0.00% | market | 15.61% | 9.49% | 2.77% | 6.72% |
| MKC-V | 2026-06-25 | 2026-06-26 | 2026-07-13 | — | 48.44 | 48.44 | 0.00% | market | 15.61% | 10.02% | 2.77% | 7.24% |
| SECZ | 2026-05-08 | 2026-06-26 | 2026-07-13 | — | 10.39 | 10.39 | 0.00% | market | 100.00% | -23.78% | 2.77% | -26.55% |
| SNX | 2026-06-25 | 2026-06-26 | 2026-07-13 | — | 280.33 | 280.33 | 0.00% | market | 17.15% | -10.55% | 2.77% | -13.33% |
| AVAV | 2026-06-29 | 2026-06-30 | 2026-07-15 | — | 176.50 | 176.50 | 0.00% | market | 26.03% | -20.19% | 1.82% | -22.01% |
| NKE | 2026-06-30 | 2026-07-01 | 2026-07-16 | — | 41.40 | 41.40 | 0.00% | market | 554.55% | 7.46% | 0.77% | 6.69% |
| FC | 2026-07-01 | 2026-07-02 | 2026-07-17 | — | 19.29 | 19.29 | 0.00% | market | 12.50% | 4.93% | -0.55% | 5.48% |
| GIS | 2026-07-01 | 2026-07-02 | 2026-07-17 | — | 38.00 | 38.00 | 0.00% | market | 19.20% | -0.28% | -0.55% | 0.27% |
| MSM | 2026-07-01 | 2026-07-02 | 2026-07-17 | — | 125.35 | 125.35 | 0.00% | market | 11.72% | -0.66% | -0.55% | -0.11% |
| UNF | 2026-07-01 | 2026-07-02 | 2026-07-17 | — | 268.00 | 268.00 | 0.00% | market | 13.61% | 8.55% | -0.55% | 9.10% |
| HCM | 2026-07-02 | 2026-07-06 | 2026-07-20 | — | 11.63 | 11.63 | 0.00% | market | 112.85% | -2.87% | -0.89% | -1.98% |
| VCRE | 2026-05-06 | 2026-07-06 | 2026-07-20 | — | 14.90 | 14.90 | 0.00% | market | 18.75% | -23.42% | -0.89% | -22.53% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-07-22 | — | 35.82 | 35.82 | 0.00% | market | 19.28% | -3.55% | 0.57% | -4.12% |
| PENG | 2026-07-07 | 2026-07-08 | 2026-07-22 | — | 67.85 | 67.85 | 0.00% | market | 55.84% | -12.95% | 0.57% | -13.52% |
| LEVI | 2026-07-08 | 2026-07-09 | 2026-07-23 | — | 23.46 | 23.46 | 0.00% | market | 14.80% | 2.53% | -1.23% | 3.76% |
| BNED | 2026-07-09 | 2026-07-10 | 2026-07-24 | — | 11.51 | 11.51 | 0.00% | market | 78.57% | 3.01% | -1.74% | 4.76% |
| SKHY | 2025-01-23 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 30.32% | -9.28% | -1.74% | -7.53% |
| SKHY | 2025-04-24 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 78.09% | -9.28% | -1.74% | -7.53% |
| SKHY | 2025-10-28 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 38.58% | -9.28% | -1.74% | -7.53% |
| SKHY | 2026-01-28 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 18.85% | -9.28% | -1.74% | -7.53% |
| SKHY | 2026-04-22 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 50.20% | -9.28% | -1.74% | -7.53% |
| WDFC | 2026-07-09 | 2026-07-10 | 2026-07-24 | — | 292.09 | 292.09 | 0.00% | market | 49.36% | -21.00% | -1.74% | -19.26% |
| EQBK | 2026-07-14 | 2026-07-15 | 2026-07-29 | — | 49.99 | 49.99 | 0.00% | market | 13.71% | 1.26% | -3.29% | 4.55% |
| PXED | 2026-07-14 | 2026-07-15 | 2026-07-29 | — | 30.80 | 30.80 | 0.00% | market | 11.72% | -2.67% | -3.29% | 0.62% |
| AMC | 2026-07-20 | 2026-07-21 | 2026-08-04 | — | 2.42 | 2.42 | 0.00% | market | 366.67% | 10.54% | 3.36% | 7.19% |
| CALX | 2026-07-20 | 2026-07-21 | 2026-08-04 | — | 35.19 | 35.19 | 0.00% | market | 16.11% | 11.96% | 3.36% | 8.61% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-08-04 | — | 11.60 | 11.60 | 0.00% | market | 125.69% | 2.21% | 3.36% | -1.14% |
| PKE | 2026-07-20 | 2026-07-21 | 2026-08-04 | — | 36.66 | 36.66 | 0.00% | market | 22.74% | 1.08% | 3.36% | -2.27% |
| OFG | 2026-07-21 | 2026-07-22 | 2026-08-05 | — | 53.16 | 53.16 | 0.00% | market | 18.80% | -0.26% | 3.10% | -3.36% |
| CCS | 2026-07-22 | 2026-07-23 | 2026-08-06 | — | 66.32 | 66.32 | 0.00% | market | 103.13% | 3.71% | 3.95% | -0.24% |
| QCRH | 2026-07-22 | 2026-07-23 | 2026-08-06 | — | 93.94 | 93.94 | 0.00% | market | 14.66% | 10.87% | 3.95% | 6.92% |
| TCBX | 2026-07-22 | 2026-07-23 | 2026-08-06 | — | 43.00 | 43.00 | 0.00% | market | 19.60% | 2.64% | 3.95% | -1.31% |