Classic earnings beat drift
Run 1f56ed40 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
11014
Win rate
54.81%
Avg return
2.31%
Median return
1.16%
Avg abnormal
0.48%
Median abnormal
-0.90%
Best trade
998.17%
Worst trade
-84.25%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 1296 | 5.74% | 1.66% | 64.66% |
| 2024 | 3743 | 2.85% | -0.11% | 56.43% |
| 2025 | 3918 | 1.85% | 1.07% | 55.44% |
| 2026 | 2057 | 0.02% | -0.31% | 44.48% |
Trades (page 23: 14 of 11,014)
| 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 | 2026-07-14 | — | 2.90 | 2.90 | 0.00% | market | 41.43% | 40.83% | 1.50% | 39.33% |
| DRVN | 2026-06-11 | 2026-06-12 | 2026-07-14 | — | 13.55 | 13.55 | 0.00% | market | 25.00% | 14.04% | 1.50% | 12.54% |
| MH | 2026-06-11 | 2026-06-12 | 2026-07-14 | — | 12.38 | 12.38 | 0.00% | market | 92.89% | -18.78% | 1.50% | -20.28% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-07-17 | — | 42.18 | 42.18 | 0.00% | market | 53.66% | -5.68% | -1.06% | -4.61% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-07-20 | — | 48.30 | 48.30 | 0.00% | market | 35.75% | 15.56% | -0.76% | 16.31% |
| SB | 2026-06-17 | 2026-06-18 | 2026-07-20 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | 3.57% | -0.76% | 4.33% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-23 | — | 208.00 | 208.00 | 0.00% | market | 75.55% | 5.57% | 0.41% | 5.16% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-23 | — | 29.31 | 29.31 | 0.00% | market | 19.12% | -13.98% | 0.41% | -14.39% |
| MEI | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 15.31 | 15.31 | 0.00% | market | 109.09% | -0.20% | 0.00% | -0.20% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | -25.51% | 0.00% | -25.51% |
| SECZ | 2026-05-08 | 2026-06-26 | 2026-07-27 | — | 10.39 | 10.39 | 0.00% | market | 100.00% | -33.98% | 1.39% | -35.37% |
| FC | 2026-07-01 | 2026-07-02 | 2026-07-31 | — | 19.29 | 19.29 | 0.00% | market | 12.50% | 11.00% | -0.05% | 11.05% |
| HCM | 2026-07-02 | 2026-07-06 | 2026-08-03 | — | 11.63 | 11.63 | 0.00% | market | 112.85% | -0.89% | 1.19% | -2.08% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-08-05 | — | 35.82 | 35.82 | 0.00% | market | 19.28% | 3.01% | 3.58% | -0.57% |