Beat + forward optimism proxy
Run 1f56c1bb · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
3573
Win rate
54.63%
Avg return
1.64%
Median return
0.87%
Avg abnormal
0.27%
Median abnormal
-0.69%
Best trade
340.54%
Worst trade
-46.25%
Sharpe (per-trade)
0.13
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 400 | 3.09% | 0.47% | 62.00% |
| 2024 | 1194 | 2.36% | 0.41% | 56.78% |
| 2025 | 1197 | 1.51% | 0.88% | 54.89% |
| 2026 | 782 | 0.03% | -1.00% | 47.19% |
Trades (page 8: 73 of 3,573)
| 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 | 2026-06-05 | — | 222.29 | 222.29 | 0.00% | market | 6.25% | 11.42% | -7.93% | -0.15% | -7.79% |
| SBLK | 2026-05-20 | 2026-05-21 | 2026-06-05 | — | 27.98 | 27.98 | 0.00% | market | 17.89% | 70.25% | -2.56% | -0.15% | -2.41% |
| TGT | 2026-05-20 | 2026-05-21 | 2026-06-05 | — | 120.83 | 120.83 | 0.00% | market | 16.33% | 33.96% | 1.24% | -0.15% | 1.39% |
| URBN | 2026-05-20 | 2026-05-21 | 2026-06-05 | — | 72.52 | 72.52 | 0.00% | market | 13.04% | 32.51% | -1.88% | -0.15% | -1.73% |
| AAP | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 58.01 | 58.01 | 0.00% | market | 97.44% | 12.10% | 0.44% | -0.94% | 1.38% |
| DAO | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 10.76 | 10.76 | 0.00% | market | 7.32% | 223.44% | 9.09% | -0.94% | 10.03% |
| MUFG | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 19.45 | 19.45 | 0.00% | market | 90.00% | 15944.04% | 2.22% | -0.94% | 3.16% |
| NMM | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 74.75 | 74.75 | 0.00% | market | 20.94% | 29.93% | -5.34% | -0.94% | -4.40% |
| NTES | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 114.28 | 114.28 | 0.00% | market | 15.53% | 515.09% | 3.67% | -0.94% | 4.61% |
| RL | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 377.18 | 377.18 | 0.00% | market | 9.80% | 54.37% | -1.35% | -0.94% | -0.41% |
| WMS | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 133.80 | 133.80 | 0.00% | market | 14.32% | 96.58% | -2.66% | -0.94% | -1.72% |
| YMM | 2026-05-21 | 2026-05-22 | 2026-06-08 | — | 8.34 | 8.34 | 0.00% | market | 30.77% | 628.76% | -0.08% | -0.94% | 0.86% |
| AZO | 2026-05-26 | 2026-05-27 | 2026-06-10 | — | 3,100.26 | 3,100.26 | 0.00% | market | 5.11% | 43.24% | 0.12% | -3.39% | 3.51% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-10 | — | 16.82 | 16.82 | 0.00% | market | 58.82% | 257555.45% | 4.79% | -3.39% | 8.18% |
| CSW | 2026-05-26 | 2026-05-27 | 2026-06-10 | — | 276.28 | 276.28 | 0.00% | market | 30.29% | 10.76% | -4.01% | -3.39% | -0.62% |
| MNSO | 2026-05-26 | 2026-05-27 | 2026-06-10 | — | 12.46 | 12.46 | 0.00% | market | 148.32% | 216.33% | 5.50% | -3.39% | 8.89% |
| NVRI | 2024-05-02 | 2026-05-27 | 2026-06-10 | — | 19.76 | 19.76 | 0.00% | market | 66.67% | 81.50% | 3.49% | -3.39% | 6.88% |
| NVRI | 2024-08-01 | 2026-05-27 | 2026-06-10 | — | 19.76 | 19.76 | 0.00% | market | 460.36% | 225.00% | 3.49% | -3.39% | 6.88% |
| NVRI | 2025-05-01 | 2026-05-27 | 2026-06-10 | — | 19.76 | 19.76 | 0.00% | market | 14.29% | 31.48% | 3.49% | -3.39% | 6.88% |
| QFIN | 2026-05-26 | 2026-05-27 | 2026-06-10 | — | 13.90 | 13.90 | 0.00% | market | 8.33% | 427.37% | 6.49% | -3.39% | 9.88% |
| SKY | 2026-05-26 | 2026-05-27 | 2026-06-10 | — | 71.50 | 71.50 | 0.00% | market | 10.39% | 28.35% | 4.88% | -3.39% | 8.27% |
| SMTC | 2026-05-26 | 2026-05-27 | 2026-06-10 | — | 172.36 | 172.36 | 0.00% | market | 12.41% | 20.43% | -10.69% | -3.39% | -7.30% |
| ANF | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 80.20 | 80.20 | 0.00% | market | 14.84% | 34.46% | 12.79% | -1.66% | 14.46% |
| BMA | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 86.81 | 86.81 | 0.00% | market | 11.97% | 163959.38% | 12.58% | -1.66% | 14.24% |
| BMO | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 162.48 | 162.48 | 0.00% | market | 5.51% | 39.07% | 2.34% | -1.66% | 4.00% |
| CPRI | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 17.57 | 17.57 | 0.00% | market | 86.44% | 88.45% | 18.47% | -1.66% | 20.13% |
| HAFN | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 7.80 | 7.80 | 0.00% | market | 21.58% | 54.63% | -6.87% | -1.66% | -5.20% |
| MOV | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 34.56 | 34.56 | 0.00% | market | 433.33% | 10.16% | 10.59% | -1.66% | 12.26% |
| P | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 74.50 | 74.50 | 0.00% | market | 18.18% | 22.89% | -7.13% | -1.66% | -5.46% |
| PHR | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 10.78 | 10.78 | 0.00% | market | 150.00% | 69.42% | -16.25% | -1.66% | -14.58% |
| SNOW | 2026-05-27 | 2026-05-28 | 2026-06-11 | — | 237.00 | 237.00 | 0.00% | market | 22.14% | 14.56% | 1.23% | -1.66% | 2.90% |
| AEO | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 14.65 | 14.65 | 0.00% | market | 15.61% | 52.83% | 28.06% | -1.87% | 29.93% |
| AMBA | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 82.52 | 82.52 | 0.00% | market | 10.85% | 55.46% | -18.06% | -1.87% | -16.19% |
| ATHM | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 17.28 | 17.28 | 0.00% | market | 55.30% | 423.04% | 1.48% | -1.87% | 3.35% |
| KSS | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 15.16 | 15.16 | 0.00% | market | 27.78% | 543.05% | 18.93% | -1.87% | 20.80% |
| MDB | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 350.50 | 350.50 | 0.00% | market | 10.92% | 21.88% | -2.40% | -1.87% | -0.52% |
| NAT | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 5.16 | 5.16 | 0.00% | market | 6.25% | 45.10% | 7.55% | -1.87% | 9.42% |
| S | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 15.44 | 15.44 | 0.00% | market | 83.32% | 78.38% | -4.02% | -1.87% | -2.15% |
| TD | 2026-05-28 | 2026-05-29 | 2026-06-12 | — | 113.40 | 113.40 | 0.00% | market | 6.75% | 41.24% | 3.27% | -1.87% | 5.14% |
| CHA | 2026-05-29 | 2026-06-01 | 2026-06-15 | — | 12.70 | 12.70 | 0.00% | market | 39.40% | 526.32% | -7.29% | -0.07% | -7.22% |
| GCO | 2026-05-29 | 2026-06-01 | 2026-06-15 | — | 37.79 | 37.79 | 0.00% | market | 15.50% | 37.27% | 3.50% | -0.07% | 3.57% |
| HPE | 2026-06-01 | 2026-06-02 | 2026-06-16 | — | 63.06 | 63.06 | 0.00% | market | 47.66% | 16.55% | -23.48% | -0.89% | -22.59% |
| PANW | 2026-06-02 | 2026-06-03 | 2026-06-17 | — | 285.00 | 285.00 | 0.00% | market | 7.19% | 14.85% | -1.21% | -2.27% | 1.06% |
| SIG | 2026-06-02 | 2026-06-03 | 2026-06-17 | — | 87.74 | 87.74 | 0.00% | market | 13.04% | 10.36% | -1.64% | -2.27% | 0.63% |
| VSCO | 2026-06-02 | 2026-06-03 | 2026-06-17 | — | 75.55 | 75.55 | 0.00% | market | 106.90% | 25.96% | 3.73% | -2.27% | 6.00% |
| VSXY | 2026-06-02 | 2026-06-03 | 2026-06-17 | — | 75.55 | 75.55 | 0.00% | market | 90.17% | 25.96% | 3.73% | -2.27% | 6.00% |
| YEXT | 2026-06-02 | 2026-06-03 | 2026-06-17 | — | 3.27 | 3.27 | 0.00% | market | 7.69% | 21.43% | 21.21% | -2.27% | 23.47% |
| AI | 2026-06-03 | 2026-06-04 | 2026-06-18 | — | 11.22 | 11.22 | 0.00% | market | 13.16% | 24.51% | -8.40% | -0.71% | -7.69% |
| M | 2026-06-03 | 2026-06-04 | 2026-06-18 | — | 21.93 | 21.93 | 0.00% | market | 324.28% | 167.42% | 9.88% | -0.71% | 10.59% |
| PVH | 2026-06-03 | 2026-06-04 | 2026-06-18 | — | 72.00 | 72.00 | 0.00% | market | 10.44% | 53.19% | 6.84% | -0.71% | 7.55% |
| TLYS | 2026-06-03 | 2026-06-04 | 2026-06-18 | — | 5.24 | 5.24 | 0.00% | market | 21.21% | 163.46% | -15.66% | -0.71% | -14.95% |
| GWRE | 2026-06-04 | 2026-06-05 | 2026-06-22 | — | 131.13 | 131.13 | 0.00% | market | 10.36% | 13.64% | -21.89% | -1.05% | -20.84% |
| NX | 2026-06-04 | 2026-06-05 | 2026-06-22 | — | 17.69 | 17.69 | 0.00% | market | 13.64% | 163.00% | -4.95% | -1.05% | -3.90% |
| PL | 2026-06-04 | 2026-06-05 | 2026-06-22 | — | 38.30 | 38.30 | 0.00% | market | 28.25% | 17.69% | -25.08% | -1.05% | -24.03% |
| CASY | 2026-06-09 | 2026-06-10 | 2026-06-25 | — | 800.65 | 800.65 | 0.00% | market | 32.02% | 52.77% | -2.19% | 0.12% | -2.31% |
| DBI | 2026-06-09 | 2026-06-10 | 2026-06-25 | — | 6.81 | 6.81 | 0.00% | market | 250.00% | 264.40% | -13.71% | 0.12% | -13.83% |
| CNM | 2026-06-10 | 2026-06-11 | 2026-06-26 | — | 50.56 | 50.56 | 0.00% | market | 6.74% | 61.43% | -3.01% | 0.03% | -3.04% |
| MH | 2026-06-11 | 2026-06-12 | 2026-06-29 | — | 12.38 | 12.38 | 0.00% | market | 92.89% | 49.18% | -25.16% | 0.04% | -25.20% |
| RH | 2026-06-11 | 2026-06-12 | 2026-06-29 | — | 159.32 | 159.32 | 0.00% | market | 7.08% | 118.79% | 2.24% | 0.04% | 2.20% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-06 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | 38.89% | -3.39% | 0.47% | -3.86% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-09 | — | 29.31 | 29.31 | 0.00% | market | 19.12% | 230.26% | -9.04% | 2.25% | -11.29% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-10 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | 24.09% | -20.78% | 2.17% | -22.95% |
| FC | 2026-07-01 | 2026-07-02 | 2026-07-17 | — | 19.29 | 19.29 | 0.00% | market | 12.50% | 118.52% | 4.93% | -0.55% | 5.48% |
| LEVI | 2026-07-08 | 2026-07-09 | 2026-07-23 | — | 23.46 | 23.46 | 0.00% | market | 14.80% | 28.61% | 2.53% | -1.23% | 3.76% |
| SKHY | 2024-07-25 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 6.46% | 170854.25% | -9.28% | -1.74% | -7.53% |
| SKHY | 2025-01-23 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 30.32% | 81088.18% | -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% | 111937.76% | -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% | 141024.11% | -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% | 264580.84% | -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% | 191822.00% | -9.28% | -1.74% | -7.53% |
| KARO | 2026-07-15 | 2026-07-16 | 2026-07-30 | — | 58.58 | 58.58 | 0.00% | market | 9.57% | 1492.20% | 9.10% | -1.47% | 10.57% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-08-04 | — | 11.60 | 11.60 | 0.00% | market | 125.69% | 100.81% | 2.21% | 3.36% | -1.14% |
| SFB | 2026-07-22 | 2026-07-23 | 2026-08-06 | — | 19.79 | 19.79 | 0.00% | market | 6.77% | 11.49% | -0.86% | 3.95% | -4.80% |