Cheap + beat

Run 1f56cfb1 · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
5002
Win rate
56.30%
Avg return
2.06%
Median return
1.36%
Avg abnormal
0.22%
Median abnormal
-0.67%
Best trade
998.17%
Worst trade
-51.15%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
20235666.31%2.16%66.96%
202417372.36%-0.66%56.48%
202518191.65%0.92%57.89%
2026880-0.45%-0.75%45.80%
Trades (page 11: 2 of 5,002)
Previous trades
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EP/E after earn.ReturnBenchmarkAbnormal
MU2026-06-242026-06-252026-07-24—1,233.001,233.000.00%market19.69%—49.10-25.51%0.00%-25.51%
EPAC2026-07-072026-07-082026-08-05—35.8235.820.00%market19.28%—59.703.01%3.58%-0.57%