Earnings beat + revenue confirmation

Run 5f75c879 · view hypothesis

completed
Trades
163
Win rate
55.21%
Avg return
1.15%
Median return
1.23%
Avg abnormal
-0.35%
Median abnormal
-0.46%
Best trade
67.28%
Worst trade
-30.66%
Sharpe (per-trade)
0.08
Max drawdown
-87.25%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023210.42%-1.13%61.90%
2024544.44%2.70%57.41%
202559-0.90%-2.34%52.54%
202629-0.29%-1.42%51.72%
Trades (163)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Rev. surp.ReturnBenchmarkAbnormal
ANAB2023-08-072023-08-082023-09-0612.7112.710.00%market11.53%28.90%4.28%-0.42%4.70%
AWR2023-08-072023-08-082023-09-0687.9887.980.00%market33.33%22.97%-7.27%-0.42%-6.85%
AXSM2023-08-072023-08-082023-09-0672.6172.610.00%market19.35%14.10%12.08%-0.42%12.50%
CRSP2023-08-072023-08-082023-09-0649.2749.270.00%market55.05%3993.57%3.49%-0.42%3.91%
DK2023-08-072023-08-082023-09-0627.2727.270.00%market51.52%28.77%1.23%-0.42%1.65%
ASND2023-09-052023-09-062023-10-04103.42103.420.00%market12.31%27.29%-16.95%-5.29%-11.65%
AVAV2023-09-052023-09-062023-10-04113.16113.160.00%market284.62%18.56%-5.48%-5.29%-0.18%
WLY2023-09-072023-09-082023-10-0635.4535.450.00%market550.00%24.97%-3.53%-3.45%-0.08%
WLYB2023-09-072023-09-082023-10-0636.2736.270.00%market550.00%24.97%3.00%-3.45%6.45%
THO2023-09-252023-09-262023-10-2489.3389.330.00%market75.00%13.21%-1.24%-1.27%0.03%
LBRT2023-10-182023-10-192023-11-1620.2520.250.00%market12.00%14.85%-6.42%4.47%-10.90%
GBCI2023-10-192023-10-202023-11-1730.7030.700.00%market11.90%15.31%9.51%5.82%3.68%
HTH2023-10-192023-10-202023-11-1729.2429.240.00%market18.75%174.31%4.90%5.82%-0.93%
FBP2023-10-202023-10-232023-11-2013.1113.110.00%market21.05%13.04%15.67%8.26%7.41%
NWBI2023-10-232023-10-242023-11-2110.3810.380.00%market29.17%24.82%6.16%7.24%-1.09%
TTEK2023-11-152023-11-162023-12-1531.9931.990.00%market24.14%27.23%3.30%4.48%-1.18%
ATAT2023-11-162023-11-172023-12-1819.3519.350.00%market17.39%17.14%-11.78%4.83%-16.60%
SEAL-PB2023-11-162023-11-172023-12-1823.9023.900.00%market81.36%20.78%3.98%4.83%-0.84%
RNW2023-11-202023-11-212023-12-206.506.500.00%market83.33%33.22%12.72%3.33%9.40%
DY2023-11-212023-11-222023-12-21103.21103.210.00%market58.43%17.67%10.08%3.89%6.19%
LZM2023-12-142023-12-152024-01-178.738.730.00%market24.97%135.40%-28.84%0.60%-29.43%
EMA2023-12-312024-01-022024-01-3136.2436.240.00%market107.94%29.61%-2.63%2.27%-4.90%
GS2024-01-162024-01-172024-02-14375.20375.200.00%market56.13%14.72%0.56%5.67%-5.11%
KSPI2023-09-302024-01-192024-02-1692.5092.500.00%market30.93%48.24%3.10%4.58%-1.48%
STT2024-01-192024-01-222024-02-2076.0076.000.00%market12.71%68.08%-6.06%2.63%-8.69%
KARO2024-01-222024-01-232024-02-2125.0325.030.00%market17.24%11.35%-1.44%2.73%-4.17%
CB2024-01-302024-01-312024-02-29247.20247.200.00%market63.71%25.79%1.61%3.98%-2.37%
MCY2024-02-132024-02-142024-03-1444.1044.100.00%market2200.00%18.42%7.42%3.66%3.76%
COIN2024-02-152024-02-162024-03-18189.05189.050.00%market13354.08%15.46%26.55%2.22%24.33%
ABR2024-02-162024-02-202024-03-1913.8213.820.00%market15.91%93.88%-8.96%3.61%-12.57%
EXE2024-02-202024-02-212024-03-2079.5079.500.00%market83.99%18.82%8.22%5.06%3.16%
ACMR2024-02-282024-02-292024-03-2831.7131.710.00%market330.00%14.09%-8.30%2.95%-11.26%
EGY2024-03-132024-03-142024-04-124.804.800.00%market208.33%31.08%45.84%-1.18%47.03%
ARR2024-03-152024-03-182024-04-1618.8318.830.00%market18.89%659.44%-8.01%-2.04%-5.97%
TSHA2024-03-192024-03-202024-04-182.952.950.00%market488.89%36.00%-18.51%-3.15%-15.35%
PDD2024-03-202024-03-212024-04-19129.90129.900.00%market50.94%21.55%-12.83%-5.39%-7.44%
ATAT2024-03-282024-04-012024-04-2918.0918.090.00%market10.53%22.97%-0.70%-2.63%1.93%
STT2024-04-122024-04-152024-05-1376.4776.470.00%market12.67%73.52%-0.61%1.12%-1.73%
NIC2024-04-162024-04-172024-05-1575.3975.390.00%market10.98%14.62%8.79%4.69%4.10%
SLG2024-04-172024-04-182024-05-1650.8350.830.00%market32.33%24.74%4.40%5.32%-0.92%
ALLY2024-04-182024-04-192024-05-1738.9738.970.00%market36.36%12.31%2.75%6.01%-3.26%
MBIN2024-04-292024-04-302024-05-2940.0040.000.00%market31.39%15.83%-1.27%3.45%-4.72%
CLMT2024-05-102024-05-132024-06-1115.9015.900.00%market17.57%11.66%3.26%2.75%0.51%
ARQT2024-05-142024-05-152024-06-139.429.420.00%market46.67%236.29%-1.05%3.16%-4.21%
BKKT2024-05-152024-05-162024-06-1411.2211.220.00%market17.33%5133.20%66.11%2.43%63.68%
ECO2024-05-162024-05-172024-06-1735.5035.500.00%market11.82%42.67%-15.13%3.46%-18.59%
CDLR2024-05-282024-05-292024-06-2724.3724.370.00%market29.73%25.51%2.14%3.94%-1.80%
HCM2024-06-102024-06-112024-07-1117.9217.920.00%market157.69%185.05%-0.98%4.20%-5.18%
LZB2024-06-172024-06-182024-07-1839.0939.090.00%market35.71%16.37%7.63%1.01%6.62%
WS2024-06-262024-06-272024-07-2633.1933.190.00%market26.19%20.33%19.26%-0.17%19.43%
EMA2024-06-302024-07-012024-07-3033.4533.450.00%market20.55%24.98%7.42%-0.67%8.09%
PRMB2024-06-292024-07-012024-07-3021.8821.880.00%market40.83%175.32%-0.38%-0.67%0.28%
FULT2024-07-162024-07-172024-08-1418.7618.760.00%market56.67%13.13%-7.72%-2.69%-5.02%
SLG2024-07-172024-07-182024-08-1564.8564.850.00%market26.54%53.70%-1.96%-0.97%-0.98%
CINF2024-07-252024-07-262024-08-23116.00116.000.00%market34.24%15.05%14.29%3.66%10.63%
CNO2024-07-292024-07-302024-08-2732.0032.000.00%market47.89%11.68%5.58%2.80%2.78%
PLOW2024-07-292024-07-302024-08-2729.0329.030.00%market68.18%41.57%-3.95%2.80%-6.76%
MSGS2024-08-132024-08-142024-09-12196.50196.500.00%market178.95%35.62%3.14%2.99%0.15%
IFS2024-08-142024-08-152024-09-1322.7922.790.00%market17.54%559.75%7.39%2.28%5.11%
BILI2024-08-222024-08-232024-09-2313.6613.660.00%market11.95%500.01%16.34%1.81%14.53%
WDS2024-08-272024-08-282024-09-2618.1118.110.00%market33.07%72.71%-7.65%1.98%-9.63%
RY2024-08-282024-08-292024-09-27119.81119.810.00%market10.70%87.82%3.51%1.99%1.52%
CALM2024-10-012024-10-022024-10-3076.2076.200.00%market31.33%11.53%16.60%2.17%14.43%
APLD2024-10-092024-10-102024-11-077.497.490.00%market89.01%10.68%3.81%3.45%0.36%
TCBI2024-10-172024-10-182024-11-1580.5480.540.00%market181.82%21.05%7.87%0.29%7.58%
ALLY2024-10-182024-10-212024-11-1835.2235.220.00%market79.25%12.96%1.19%0.74%0.45%
RBCAA2024-10-182024-10-212024-11-1869.5069.500.00%market13.22%20.41%7.50%0.74%6.76%
AAT2024-10-292024-10-302024-11-2727.8727.870.00%market31.48%10.35%2.46%3.02%-0.56%
ARQT2024-11-062024-11-072024-12-0610.3010.300.00%market21.43%18.97%20.19%2.48%17.70%
LUNR2024-11-142024-11-152024-12-1610.1210.120.00%market117.39%14.91%27.57%2.89%24.67%
AUNA2024-11-192024-11-202024-12-197.227.220.00%market44.44%278.74%-7.96%-0.72%-7.23%
YMM2024-11-202024-11-212024-12-209.649.640.00%market21.43%10.77%17.23%-0.38%17.61%
HAFN2024-11-272024-11-292024-12-305.725.720.00%market27.27%179.00%-5.10%-1.91%-3.19%
AGX2024-12-052024-12-062025-01-07156.25156.250.00%market58.73%13.92%-4.12%-3.10%-1.02%
LAR2023-11-072024-12-302025-01-302.752.750.00%market3100.00%92.04%-4.56%2.92%-7.48%
EMA2024-12-312025-01-022025-02-0337.1737.170.00%market10.17%25.31%2.76%1.42%1.34%
CALM2025-01-072025-01-082025-02-07109.78109.780.00%market21.47%38.51%-1.55%2.05%-3.60%
JEF2025-01-082025-01-102025-02-1074.6674.660.00%market23.53%55.62%-2.08%3.24%-5.31%
GS2025-01-152025-01-162025-02-14609.99609.990.00%market48.82%12.23%8.09%2.61%5.47%
RJF2025-01-292025-01-302025-02-28170.13170.130.00%market11.83%14.54%-9.29%-1.62%-7.67%
PIPR2025-01-312025-02-032025-03-0478.0978.090.00%market20.30%23.97%-16.30%-2.67%-13.63%
AAMI2025-02-062025-02-072025-03-1024.8624.860.00%market26.21%14.77%-5.11%-7.63%2.52%
FRHC2025-02-072025-02-102025-03-11158.61158.610.00%market15.79%241.57%-20.09%-7.96%-12.12%
ASC2025-02-132025-02-142025-03-1710.8610.860.00%market19.05%90.60%-7.20%-7.02%-0.18%
ACIW2025-02-272025-02-282025-03-2854.5054.500.00%market47.95%34.27%-0.60%-5.11%4.50%
BRCC2025-03-032025-03-042025-04-012.602.600.00%market500.00%10.54%-21.74%-3.23%-18.51%
WLFC2025-03-102025-03-112025-04-0851.3251.320.00%market48.68%31.61%-14.03%-11.25%-2.79%
CEPU2025-03-112025-03-122025-04-0911.5911.590.00%market966566.67%18.73%-12.62%-2.41%-10.21%
BKE2025-03-142025-03-172025-04-1436.3936.390.00%market10.07%41.96%-3.11%-4.21%1.09%
ABX2025-03-272025-03-282025-04-287.737.730.00%market23.08%15.67%6.40%-2.60%8.99%
BB2025-04-022025-04-032025-05-023.203.200.00%market50.00%12.43%8.86%3.97%4.89%
AEHR2025-04-082025-04-092025-05-087.017.010.00%market600.00%23.47%20.06%14.51%5.54%
MOV2025-04-162025-04-172025-05-1613.5213.520.00%market30.77%23.07%28.13%12.61%15.51%
SLG2025-04-162025-04-172025-05-1652.2852.280.00%market10.24%51.65%12.31%12.61%-0.31%
CRI2025-04-252025-04-282025-05-2733.1233.120.00%market24.53%13.48%-2.25%7.21%-9.46%
AMWL2025-05-012025-05-022025-06-027.727.720.00%market44.01%11.06%-14.97%4.95%-19.92%
APA2025-05-072025-05-082025-06-0615.9115.910.00%market27.71%20.05%16.08%6.00%10.08%
CAVA2025-05-152025-05-162025-06-1697.0297.020.00%market57.14%15.36%-23.41%1.93%-25.34%
DE2025-05-152025-05-162025-06-16515.80515.800.00%market19.42%16.10%1.48%1.93%-0.46%
BBW2025-05-292025-05-302025-06-3051.2151.210.00%market36.05%10.78%0.48%4.91%-4.43%
THO2025-06-042025-06-052025-07-0783.1283.120.00%market54.75%10.73%9.39%3.86%5.53%
GHM2025-06-092025-06-102025-07-1044.8344.830.00%market65.38%11.89%14.54%4.27%10.28%
RNW2025-06-162025-06-172025-07-177.007.000.00%market156.87%45.46%7.94%4.64%3.31%
JBL2025-06-172025-06-182025-07-18199.76199.760.00%market10.39%10.89%11.92%4.87%7.06%
HCM2025-07-022025-07-032025-08-0115.5715.570.00%market525.93%142.38%10.72%-0.12%10.84%
NRIX2025-07-092025-07-102025-08-0714.4814.480.00%market26.76%151.56%-30.66%1.29%-31.95%
SLG2025-07-162025-07-172025-08-1462.7462.740.00%market18.98%40.41%-13.38%3.29%-16.67%
GE2025-07-172025-07-182025-08-15265.40265.400.00%market16.08%15.45%0.72%2.25%-1.52%
ALLY2025-07-182025-07-212025-08-1839.7339.730.00%market21.92%12.00%-3.55%2.31%-5.86%
ALNY2025-07-312025-08-012025-08-29388.68388.680.00%market158.85%16.72%14.68%2.99%11.68%
CENT2025-08-062025-08-072025-09-0540.0140.010.00%market16.42%46.07%-6.15%1.73%-7.88%
RNW2025-08-132025-08-142025-09-127.517.510.00%market45.45%26.65%1.26%2.27%-1.01%
CIG2025-08-142025-08-152025-09-151.931.930.00%market54.08%15.34%7.57%2.31%5.26%
CIG-C2025-08-152025-08-182025-09-162.692.690.00%market49.36%15.34%1.29%2.67%-1.38%
LI2025-08-282025-08-292025-09-2923.1123.110.00%market36.72%14.50%8.97%2.50%6.47%
AXR2025-09-092025-09-102025-10-0821.8021.800.00%market128.95%28.80%5.99%2.98%3.01%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%53.40%-14.94%-0.70%-14.25%
THO2025-09-242025-09-252025-10-23106.57106.570.00%market99.14%20.86%2.11%2.10%0.01%
JEF2025-09-292025-09-302025-10-2868.2668.260.00%market31.25%51.23%-18.89%3.64%-22.53%
GHG2025-09-302025-10-012025-10-292.172.170.00%market153.61%152.61%-7.11%3.65%-10.76%
APLD2025-10-092025-10-102025-11-0737.0237.020.00%market14.66%28.51%-16.52%-0.17%-16.34%
SLG2025-10-152025-10-162025-11-1357.5457.540.00%market17.91%51.15%-16.12%0.78%-16.90%
APH2025-10-222025-10-232025-11-20129.60129.600.00%market17.28%11.97%0.39%-2.33%2.72%
ACGL2025-10-272025-10-282025-11-2587.0487.040.00%market22.57%10.03%7.35%-1.75%9.10%
BE2025-10-282025-10-292025-11-26129.30129.300.00%market48.96%21.52%-21.98%-1.31%-20.67%
ABX2025-11-062025-11-072025-12-085.715.710.00%market11.11%12.93%29.22%2.35%26.87%
STRC2025-11-122025-11-132025-12-12100.03100.030.00%market8354.90%10.32%-1.17%0.19%-1.35%
BULL2025-11-202025-11-212025-12-228.268.260.00%market319.92%18.73%5.61%4.55%1.06%
BNED2025-11-252025-11-262025-12-269.309.300.00%market16.05%13.77%3.56%1.87%1.69%
CRDO2025-12-012025-12-022025-12-31195.64195.640.00%market36.23%14.06%-26.65%0.00%-26.65%
JILL2025-12-102025-12-112026-01-1214.2614.260.00%market31.03%11.05%10.53%1.46%9.07%
NX2025-12-112025-12-122026-01-1320.0020.000.00%market61.17%24.82%-11.15%0.81%-11.96%
WGO2025-12-192025-12-222026-01-2242.3542.350.00%market186.79%11.55%14.30%0.74%13.56%
MFG2025-12-292025-12-302026-01-297.377.370.00%market44.72%179.13%17.03%0.96%16.07%
RPC2024-11-072026-01-142026-02-1210.0910.090.00%market27.48%10.53%-15.96%-1.41%-14.55%
SRJN2024-07-312026-01-162026-02-1725.0025.000.00%market24.11%31.94%0.96%-1.56%2.52%
BNED2026-01-202026-01-212026-02-198.828.820.00%market41.98%163.45%-6.32%0.71%-7.03%
LOB2026-01-212026-01-222026-02-2040.0040.000.00%market69.64%14.95%2.00%-0.06%2.06%
CCS2026-01-282026-01-292026-02-2765.9265.920.00%market14.39%16.89%1.79%-1.49%3.28%
CRK2026-02-112026-02-122026-03-1319.6519.650.00%market45.45%56.12%5.70%-4.60%10.31%
RNW2026-02-162026-02-172026-03-175.575.570.00%market98.52%31.42%-5.95%-1.37%-4.57%
EIX2026-02-182026-02-192026-03-1971.0071.000.00%market36.50%12.86%1.05%-3.52%4.57%
AG2026-02-192026-02-202026-03-2025.0225.020.00%market34.71%14.92%-27.18%-4.95%-22.23%
AGO2026-02-262026-02-272026-03-2789.3389.330.00%market50.65%34.58%-11.44%-7.17%-4.27%
ABX2026-03-122026-03-132026-04-139.539.530.00%market15.00%29.82%-10.38%2.51%-12.89%
BALY2026-03-162026-03-172026-04-1512.8712.870.00%market22.34%16.92%-9.83%4.10%-13.93%
DLO2026-03-182026-03-192026-04-1712.4412.440.00%market22.22%14.03%9.77%8.09%1.67%
FLY2026-03-192026-03-202026-04-2025.5525.550.00%market20.83%10.04%67.28%7.95%59.32%
NMAX2026-03-262026-03-272026-04-276.906.900.00%market64.29%18.64%-13.68%11.31%-24.99%
PLGO2024-11-122026-04-142026-05-1219.9319.930.00%market26.90%12.92%1.91%7.34%-5.43%
RRC2026-04-212026-04-222026-05-2043.0743.070.00%market15.15%11.78%-2.50%4.53%-7.03%
KALU2026-04-222026-04-232026-05-21168.64168.640.00%market90.82%10.69%0.24%4.68%-4.44%
FIX2026-04-232026-04-242026-05-221,774.141,774.140.00%market54.33%19.74%2.85%4.91%-2.06%
SANM2026-04-272026-04-282026-05-27204.98204.980.00%market30.58%22.17%27.53%5.43%22.10%
ABCL2026-05-112026-05-122026-06-104.764.760.00%market36.36%53.63%6.73%-1.56%8.29%
CAVA2026-05-192026-05-202026-06-1886.8886.880.00%market17.65%21.56%2.45%1.50%0.95%
GDS2026-05-202026-05-212026-06-2235.4235.420.00%market4689.08%11.81%-10.67%0.78%-11.45%
AAP2026-05-212026-05-222026-06-2358.0158.010.00%market97.44%27.61%-5.72%-1.70%-4.02%
NVRI2026-05-112026-05-272026-06-2519.7619.760.00%market50.00%18.14%3.95%-2.21%6.16%
SB2026-06-172026-06-182026-07-206.906.900.00%market71.43%13.57%3.57%-0.76%4.33%
MEI2026-06-242026-06-252026-07-2415.3115.310.00%market109.09%25.01%-0.20%0.00%-0.20%
MU2026-06-242026-06-252026-07-241,233.001,233.000.00%market19.69%15.44%-25.51%0.00%-25.51%
HCM2026-07-022026-07-062026-08-0311.6311.630.00%market112.85%71.95%-0.89%1.19%-2.08%