Quality + beat (ROE filter)

Run 5f75c7f0 · view hypothesis

completed
Trades
136
Win rate
47.79%
Avg return
0.99%
Median return
-0.55%
Avg abnormal
-0.41%
Median abnormal
-2.58%
Best trade
66.97%
Worst trade
-31.49%
Sharpe (per-trade)
0.06
Max drawdown
-82.43%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202320-0.83%-3.21%45.00%
2024481.51%-0.31%54.17%
2025453.74%2.77%53.33%
202623-3.92%-4.41%26.09%
Trades (136)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEReturnBenchmarkAbnormal
CAPL2023-08-072023-08-082023-09-0618.9018.900.00%market140.00%51.28%2.97%-0.42%3.39%
MED2023-08-072023-08-082023-09-06100.00100.000.00%market92.36%16.32%-19.71%-0.42%-19.29%
DNLI2023-08-082023-08-092023-09-0728.3128.310.00%market291.18%15.45%-14.77%-0.93%-13.84%
HALO2023-08-082023-08-092023-09-0742.4242.420.00%market17.46%49.50%-7.93%-0.93%-7.00%
LLY2023-08-082023-08-092023-09-07520.37520.370.00%market6.57%15.94%9.96%-0.93%10.89%
LUCK2023-09-112023-09-122023-10-1010.4210.420.00%market5464.08%48.81%10.07%-2.78%12.85%
CCL2023-09-292023-10-022023-10-3013.5013.500.00%market14.67%15.43%-15.76%-2.59%-13.17%
JBTM2023-09-302023-10-022023-10-30104.66104.660.00%market1291.88%32.16%-2.88%-2.59%-0.30%
LW2023-10-052023-10-062023-11-0397.3997.390.00%market49.54%15.62%-3.59%3.01%-6.60%
JNJ2023-10-172023-10-182023-11-15155.41155.410.00%market5.56%36.54%-4.45%3.57%-8.02%
KMB2023-10-242023-10-252023-11-22120.94120.940.00%market9.43%86.32%0.94%7.85%-6.91%
OMAB2023-10-272023-10-302023-11-2858.0858.080.00%market7.55%16.75%22.10%10.00%12.09%
SPG2023-10-302023-10-312023-11-29106.41106.410.00%market7.38%20.15%15.17%9.23%5.93%
AAMI2023-11-022023-11-032023-12-0415.8815.880.00%market52.54%85.59%12.58%5.44%7.15%
ATAI2023-11-142023-11-152023-12-141.281.280.00%market30.00%16.62%-0.20%4.87%-5.07%
NVDA2023-11-212023-11-222023-12-2149.8549.850.00%market17.65%27.79%-1.93%3.89%-5.82%
NTAP2023-11-282023-11-292023-12-2886.8986.890.00%market12.86%30.26%1.32%4.27%-2.96%
VSTS2023-11-292023-11-302023-12-2918.2918.290.00%market281.25%18.28%15.38%4.35%11.03%
JILL2023-12-052023-12-062024-01-0526.1326.130.00%market27.87%36.69%-7.05%1.99%-9.04%
LZM2023-12-142023-12-152024-01-178.738.730.00%market24.97%54.89%-28.84%0.60%-29.43%
DAL2024-01-122024-01-162024-02-1338.1438.140.00%market9.40%18.34%4.70%3.96%0.74%
KSPI2023-09-302024-01-192024-02-1692.5092.500.00%market30.93%23.13%3.10%4.58%-1.48%
AGYS2024-01-222024-01-232024-02-2188.4088.400.00%market34.62%33.50%-10.18%2.73%-12.90%
LMT2024-01-232024-01-242024-02-22439.52439.520.00%market8.54%27.30%-2.62%4.04%-6.65%
ASML2024-01-242024-01-252024-02-23869.00869.000.00%market8.88%15.17%7.19%4.16%3.04%
ROIV2024-02-132024-02-142024-03-1410.8010.800.00%market32.04%83.68%-5.48%3.66%-9.13%
ALNY2024-02-152024-02-162024-03-18148.00148.000.00%market8.33%62.49%-0.60%2.22%-2.82%
CHH2024-02-202024-02-212024-03-20113.72113.720.00%market6.67%81.33%14.13%5.06%9.08%
MATV2024-02-212024-02-222024-03-2112.0212.020.00%market43.75%16.62%48.80%3.61%45.19%
BWMX2024-02-222024-02-232024-03-2215.2615.260.00%market121.43%27.54%29.03%2.34%26.68%
WSM2024-03-132024-03-142024-04-12144.00144.000.00%market7.51%16.66%0.10%-1.18%1.28%
BKE2024-03-152024-03-182024-04-1638.6238.620.00%market10.42%19.26%-6.70%-2.04%-4.66%
TSHA2024-03-192024-03-202024-04-182.952.950.00%market488.89%63.71%-18.51%-3.15%-15.35%
SIG2024-03-202024-03-212024-04-1989.1089.100.00%market5.65%22.19%6.95%-5.39%12.34%
LULU2024-03-212024-03-222024-04-22416.25416.250.00%market5.80%15.82%-13.28%-4.29%-9.00%
MEDP2024-04-222024-04-232024-05-21378.00378.000.00%market29.55%15.28%4.73%5.90%-1.16%
PAC2024-04-222024-04-232024-05-21162.28162.280.00%market7.98%187.40%19.79%5.90%13.90%
KMB2024-04-232024-04-242024-05-22135.66135.660.00%market23.31%61.97%-1.52%4.59%-6.11%
LMT2024-04-232024-04-242024-05-22462.70462.700.00%market9.79%23.23%1.32%4.59%-3.28%
MANH2024-04-232024-04-242024-05-22208.49208.490.00%market18.39%22.45%7.23%4.59%2.64%
NVDA2024-05-222024-05-232024-06-24102.03102.030.00%market8.93%30.28%15.56%1.84%13.73%
CLBT2024-05-232024-05-242024-06-2512.0012.000.00%market45.45%267.25%-1.95%3.22%-5.17%
PAGS2024-05-232024-05-242024-06-2513.6513.650.00%market11.52%17.54%-18.37%3.22%-21.59%
IBTA2024-05-302024-05-312024-07-01104.33104.330.00%market80.00%21.08%-31.49%4.15%-35.64%
JILL2024-06-072024-06-102024-07-1037.9937.990.00%market11.93%31.44%-9.02%5.28%-14.30%
PEP2024-07-112024-07-122024-08-09164.96164.960.00%market5.56%15.85%4.30%-4.42%8.72%
AEHR2024-07-162024-07-172024-08-1419.2619.260.00%market663.64%21.38%-29.80%-2.69%-27.10%
PAC2024-07-222024-07-232024-08-20163.30163.300.00%market24.51%232.60%0.58%0.75%-0.17%
KMB2024-07-232024-07-242024-08-21134.77134.770.00%market14.62%47.89%7.08%2.14%4.94%
LMT2024-07-232024-07-242024-08-21505.00505.000.00%market6.04%26.57%9.46%2.14%7.31%
ADMA2024-08-082024-08-092024-09-0915.1015.100.00%market62.50%17.03%21.52%3.13%18.39%
TLN2024-08-132024-08-142024-09-12128.00128.000.00%market116.81%18.08%21.67%2.99%18.68%
BOX2024-08-272024-08-282024-09-2630.0030.000.00%market10.00%38.13%7.80%1.98%5.82%
SMTC2024-08-272024-08-282024-09-2640.5040.500.00%market10.00%120.40%16.84%1.98%14.86%
CHWY2024-08-282024-08-292024-09-2728.7228.720.00%market257.14%61.45%4.12%1.99%2.13%
RBRK2024-09-092024-09-102024-10-0829.8529.850.00%market17.70%35.44%15.81%4.52%11.29%
CCL2024-09-302024-10-012024-10-2918.7018.700.00%market9.48%20.18%17.98%1.46%16.52%
KMB2024-10-222024-10-232024-11-20136.94136.940.00%market7.65%70.58%-0.62%1.59%-2.21%
MANH2024-10-222024-10-232024-11-20280.00280.000.00%market27.36%22.95%-3.21%1.59%-4.80%
LII2024-10-232024-10-242024-11-21613.97613.970.00%market11.33%31.70%5.77%2.36%3.41%
MAT2024-10-232024-10-242024-11-2118.4418.440.00%market20.00%16.10%-0.53%2.36%-2.89%
FER2024-10-292024-10-302024-11-2740.3440.340.00%market751.91%23.25%1.73%3.02%-1.28%
VVV2024-11-192024-11-202024-12-1938.1238.120.00%market9.52%49.73%-5.05%-0.72%-4.33%
NVDA2024-11-202024-11-212024-12-20149.35149.350.00%market8.00%29.30%-10.01%-0.38%-9.63%
ZIM2024-11-202024-11-212024-12-2026.0026.000.00%market32.48%28.65%-29.85%-0.38%-29.47%
NTAP2024-11-212024-11-222024-12-23135.10135.100.00%market5.06%33.52%-12.80%0.17%-12.97%
BOX2024-12-032024-12-042025-01-0333.7533.750.00%market7.14%93.46%-6.90%-2.26%-4.64%
PRSU2024-11-072024-12-272025-01-2943.4443.440.00%market7.49%50.24%-6.21%0.71%-6.92%
MANH2025-01-282025-01-292025-02-27222.80222.800.00%market10.38%16.05%-21.56%-3.09%-18.47%
EAT2025-01-292025-01-302025-02-28183.00183.000.00%market104.38%90.11%-10.13%-1.62%-8.51%
LII2025-01-292025-01-302025-02-28599.84599.840.00%market35.92%23.25%0.00%-1.62%1.62%
DECK2025-01-302025-01-312025-03-03196.10196.100.00%market20.97%17.36%-30.22%-3.91%-26.31%
BEPC2025-01-312025-02-032025-03-0425.9425.940.00%market81.82%56.75%2.69%-2.67%5.36%
ACAD2025-02-262025-02-272025-03-2719.4419.440.00%market30.77%19.62%-11.77%-4.99%-6.79%
BE2025-02-272025-02-282025-03-2823.3623.360.00%market34.37%18.63%-13.17%-5.11%-8.06%
BWMX2025-02-272025-02-282025-03-2811.6411.640.00%market7.01%19.96%-0.54%-5.11%4.56%
AES2025-02-282025-03-032025-03-3111.1511.150.00%market54.29%15.37%11.19%-6.17%17.36%
HUT2025-03-032025-03-042025-04-0113.4213.420.00%market905.56%15.59%-0.95%-3.23%2.29%
ADCT2025-03-272025-03-282025-04-281.481.480.00%market23.68%15.16%-1.55%-2.60%1.04%
TMC2025-03-272025-03-282025-04-281.981.980.00%market16.67%93.83%66.97%-2.60%69.57%
MEDP2025-04-212025-04-222025-05-20259.13259.130.00%market19.93%19.30%18.13%13.98%4.15%
LMT2025-04-222025-04-232025-05-21467.00467.000.00%market14.83%25.62%0.50%7.85%-7.35%
MANH2025-04-222025-04-232025-05-21178.47178.470.00%market15.53%21.45%5.12%7.85%-2.73%
CL2025-04-252025-04-282025-05-2793.6493.640.00%market6.31%190.08%-1.49%7.21%-8.70%
EAF2025-04-252025-04-282025-05-277.057.050.00%market13.33%37.36%60.08%7.21%52.87%
VIK2025-05-202025-05-212025-06-2044.5744.570.00%market18.36%39.00%10.82%0.99%9.82%
HNGE2025-05-052025-05-222025-06-2339.2539.250.00%market147.03%27.65%11.11%3.00%8.11%
JOYY2025-05-262025-05-272025-06-2542.0042.000.00%market29.10%29.17%20.09%3.59%16.49%
NVDA2025-05-282025-05-292025-06-27142.25142.250.00%market9.91%22.39%10.70%3.68%7.01%
CHA2025-05-302025-06-022025-07-0128.8628.860.00%market504.64%15.93%-9.42%5.09%-14.50%
HCM2025-07-022025-07-032025-08-0115.5715.570.00%market525.93%18.51%10.72%-0.12%10.84%
MMM2025-07-182025-07-212025-08-18152.25152.250.00%market7.46%16.85%0.20%2.31%-2.11%
MANH2025-07-222025-07-232025-08-20245.00245.000.00%market15.93%20.37%-13.66%1.04%-14.70%
LII2025-07-232025-07-242025-08-21662.50662.500.00%market13.99%30.83%-14.07%0.15%-14.22%
LVS2025-07-232025-07-242025-08-2151.2751.270.00%market48.78%23.15%4.17%0.15%4.02%
AAMI2025-07-312025-08-012025-08-2940.6840.680.00%market23.08%109.78%25.09%2.99%22.10%
UI2025-08-222025-08-252025-09-23513.01513.010.00%market58.74%39.91%27.61%2.98%24.64%
NIO2025-09-022025-09-032025-10-016.386.380.00%market16.57%426.42%19.71%4.01%15.69%
RBRK2025-09-092025-09-102025-10-0894.5694.560.00%market91.15%17.00%-11.10%2.98%-14.08%
CHWY2025-09-102025-09-112025-10-0935.9135.910.00%market131.25%15.90%8.74%2.60%6.14%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%43.50%-14.94%-0.70%-14.25%
CCL2025-09-292025-09-302025-10-2829.7829.780.00%market8.33%15.53%-6.65%3.64%-10.29%
FRMI2025-09-032025-10-012025-10-2925.0025.000.00%market68.02%354.41%14.64%3.65%10.99%
LMT2025-10-212025-10-222025-11-19491.47491.470.00%market8.93%26.19%-4.59%-1.39%-3.19%
MANH2025-10-212025-10-222025-11-19198.79198.790.00%market14.29%18.96%-13.93%-1.39%-12.53%
MMM2025-10-212025-10-222025-11-19167.16167.160.00%market5.80%18.02%-0.55%-1.39%0.85%
AMT2025-10-282025-10-292025-11-26182.67182.670.00%market6.11%21.59%-0.98%-1.31%0.33%
APAM2025-10-282025-10-292025-11-2644.9444.940.00%market5.15%16.62%-7.14%-1.31%-5.83%
NTAP2025-11-252025-11-262025-12-26116.52116.520.00%market9.04%30.93%-5.36%1.87%-7.23%
PD2025-11-252025-11-262025-12-2612.9612.960.00%market32.53%50.42%1.34%1.87%-0.53%
DOO2025-05-292025-12-022025-12-3169.3669.360.00%market37.67%32.36%1.82%0.00%1.82%
ORCL2025-12-102025-12-112026-01-12190.62190.620.00%market37.80%20.48%7.18%1.46%5.71%
XZO2025-12-102025-12-112026-01-1218.2818.280.00%market19.05%26.97%23.32%1.46%21.86%
HDB2026-01-172026-01-202026-02-1832.1832.180.00%market10.26%317.85%3.44%0.70%2.73%
BAH2026-01-232026-01-262026-02-24103.00103.000.00%market34.09%19.51%-26.70%-0.45%-26.25%
BA2026-01-272026-01-282026-02-26244.09244.090.00%market2362.05%150.72%-6.21%-1.11%-5.10%
MANH2026-01-272026-01-282026-02-26179.27179.270.00%market9.01%16.51%-22.32%-1.11%-21.21%
STX2026-01-272026-01-282026-02-26395.19395.190.00%market11.87%129.19%3.46%-1.11%4.58%
CVNA2026-02-182026-02-192026-03-1968.3868.380.00%market265.22%24.91%-14.15%-3.52%-10.64%
ADEA2026-02-232026-02-242026-03-2420.0620.060.00%market32.10%15.34%25.62%-4.21%29.83%
ACAD2026-02-252026-02-262026-03-2623.6423.640.00%market1067.88%22.29%-9.38%-6.95%-2.43%
IONQ2026-02-252026-02-262026-03-2639.0539.050.00%market502.08%18.52%-23.79%-6.95%-16.83%
MANE2026-02-252026-02-262026-03-2642.1742.170.00%market10.31%18.05%59.98%-6.95%66.94%
JBL2026-03-182026-03-192026-04-17253.21253.210.00%market7.17%16.59%26.84%8.09%18.75%
BAK2026-03-272026-03-302026-04-283.593.590.00%market51.02%63.70%-4.38%11.18%-15.56%
NFLX2026-04-162026-04-172026-05-1596.3796.370.00%market61.21%16.97%-9.90%4.68%-14.58%
MANH2026-04-212026-04-222026-05-20149.00149.000.00%market12.73%24.03%-8.20%4.53%-12.73%
MMM2026-04-212026-04-222026-05-20150.62150.620.00%market8.08%20.01%-0.76%4.53%-5.28%
GEV2026-04-222026-04-232026-05-211,147.891,147.890.00%market794.36%34.08%-9.27%4.68%-13.95%
AMT2026-04-282026-04-292026-05-28177.54177.540.00%market15.00%22.91%4.95%6.13%-1.18%
AVAH2026-05-142026-05-152026-06-157.787.780.00%market38.46%17.35%-7.27%1.76%-9.03%
HAS2026-05-202026-05-212026-06-2288.4388.430.00%market22.50%30.77%-4.77%0.78%-5.55%
NVDA2026-05-202026-05-212026-06-22222.29222.290.00%market6.25%29.84%-6.34%0.78%-7.11%
BAH2026-05-222026-05-262026-06-2480.0380.030.00%market34.85%18.55%-21.88%-2.24%-19.64%
ADSK2026-05-282026-05-292026-06-29225.56225.560.00%market5.28%15.40%-13.64%-1.97%-11.67%
MU2026-06-242026-06-252026-07-241,233.001,233.000.00%market19.69%28.04%-25.51%0.00%-25.51%