Cheap quality beat
Run 5f75d190 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
117
Win rate
46.15%
Avg return
0.22%
Median return
-0.95%
Avg abnormal
-1.25%
Median abnormal
-2.96%
Best trade
60.08%
Worst trade
-30.22%
Sharpe (per-trade)
0.01
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 19 | 2.17% | -0.24% | 47.37% |
| 2024 | 38 | -3.06% | -5.79% | 34.21% |
| 2025 | 38 | 2.05% | 1.39% | 55.26% |
| 2026 | 22 | 1.02% | 1.13% | 50.00% |
Trades (117)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CAPL | 2023-08-07 | 2023-08-08 | 2023-09-06 | — | 18.90 | 18.90 | 0.00% | market | 140.00% | — | — | 2.97% | -0.42% | 3.39% |
| MED | 2023-08-07 | 2023-08-08 | 2023-09-06 | — | 100.00 | 100.00 | 0.00% | market | 92.36% | — | — | -19.71% | -0.42% | -19.29% |
| DNLI | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 28.31 | 28.31 | 0.00% | market | 291.18% | — | — | -14.77% | -0.93% | -13.84% |
| HALO | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 42.42 | 42.42 | 0.00% | market | 17.46% | — | — | -7.93% | -0.93% | -7.00% |
| ATMU | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 23.64 | 23.64 | 0.00% | market | 14.58% | — | — | -4.26% | -0.60% | -3.67% |
| LUCK | 2023-09-11 | 2023-09-12 | 2023-10-10 | — | 10.42 | 10.42 | 0.00% | market | 5464.08% | — | — | 10.07% | -2.78% | 12.85% |
| CCL | 2023-09-29 | 2023-10-02 | 2023-10-30 | — | 13.50 | 13.50 | 0.00% | market | 14.67% | — | — | -15.76% | -2.59% | -13.17% |
| JBTM | 2023-09-30 | 2023-10-02 | 2023-10-30 | — | 104.66 | 104.66 | 0.00% | market | 1291.88% | — | — | -2.88% | -2.59% | -0.30% |
| LW | 2023-10-05 | 2023-10-06 | 2023-11-03 | — | 97.39 | 97.39 | 0.00% | market | 49.54% | — | — | -3.59% | 3.01% | -6.60% |
| KOF | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 72.40 | 72.40 | 0.00% | market | 19.05% | — | — | 17.76% | 7.85% | 9.90% |
| WFRD | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 93.85 | 93.85 | 0.00% | market | 36.07% | — | — | -1.61% | 7.85% | -9.46% |
| ABNB | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 122.51 | 122.51 | 0.00% | market | 14.90% | — | — | 10.01% | 7.62% | 2.39% |
| APA | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 39.03 | 39.03 | 0.00% | market | 22.02% | — | — | -7.45% | 7.62% | -15.07% |
| AAMI | 2023-11-02 | 2023-11-03 | 2023-12-04 | — | 15.88 | 15.88 | 0.00% | market | 52.54% | — | — | 12.58% | 5.44% | 7.15% |
| NTAP | 2023-11-28 | 2023-11-29 | 2023-12-28 | — | 86.89 | 86.89 | 0.00% | market | 12.86% | — | — | 1.32% | 4.27% | -2.96% |
| VSTS | 2023-11-29 | 2023-11-30 | 2023-12-29 | — | 18.29 | 18.29 | 0.00% | market | 281.25% | — | — | 15.38% | 4.35% | 11.03% |
| JILL | 2023-12-05 | 2023-12-06 | 2024-01-05 | — | 26.13 | 26.13 | 0.00% | market | 27.87% | — | — | -7.05% | 1.99% | -9.04% |
| BNED | 2023-12-06 | 2023-12-07 | 2024-01-08 | — | 130.50 | 130.50 | 0.00% | market | 12400.00% | — | — | 53.06% | 3.87% | 49.19% |
| BLBD | 2023-12-11 | 2023-12-12 | 2024-01-11 | — | 24.00 | 24.00 | 0.00% | market | 37.50% | — | — | 3.13% | 3.19% | -0.06% |
| KSPI | 2023-09-30 | 2024-01-19 | 2024-02-16 | — | 92.50 | 92.50 | 0.00% | market | 30.93% | — | — | 3.10% | 4.58% | -1.48% |
| AGYS | 2024-01-22 | 2024-01-23 | 2024-02-21 | — | 88.40 | 88.40 | 0.00% | market | 34.62% | — | — | -10.18% | 2.73% | -12.90% |
| RNR | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 226.01 | 226.01 | 0.00% | market | 44.77% | — | — | -0.73% | 3.98% | -4.71% |
| COR | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | — | — | 1.68% | 5.82% | -4.14% |
| RDY | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 14.32 | 14.32 | 0.00% | market | 13.25% | — | — | 4.27% | 5.82% | -1.55% |
| MAX | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 17.10 | 17.10 | 0.00% | market | 76.19% | — | — | 17.40% | 5.06% | 12.34% |
| VC | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 116.44 | 116.44 | 0.00% | market | 544.06% | — | — | -1.57% | 5.06% | -6.62% |
| LLYVK | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 38.99 | 38.99 | 0.00% | market | 198.04% | — | — | 12.19% | 2.95% | 9.24% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | — | — | -13.48% | 2.59% | -16.07% |
| MLCO | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 7.50 | 7.50 | 0.00% | market | 1014.21% | — | — | -1.00% | 2.59% | -3.59% |
| TSHA | 2024-03-19 | 2024-03-20 | 2024-04-18 | — | 2.95 | 2.95 | 0.00% | market | 488.89% | — | — | -18.51% | -3.15% | -15.35% |
| KMB | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 135.66 | 135.66 | 0.00% | market | 23.31% | — | — | -1.52% | 4.59% | -6.11% |
| KOF | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 96.18 | 96.18 | 0.00% | market | 16.67% | — | — | -0.21% | 5.36% | -5.58% |
| NBTX | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 5.91 | 5.91 | 0.00% | market | 60.40% | — | — | 11.64% | 5.36% | 6.28% |
| BALL | 2024-04-26 | 2024-04-29 | 2024-05-28 | — | 70.25 | 70.25 | 0.00% | market | 23.64% | — | — | -4.17% | 3.87% | -8.04% |
| MMM | 2024-04-30 | 2024-05-01 | 2024-05-30 | — | 98.10 | 98.10 | 0.00% | market | 13.81% | — | — | -0.10% | 4.23% | -4.33% |
| CLBT | 2024-05-23 | 2024-05-24 | 2024-06-25 | — | 12.00 | 12.00 | 0.00% | market | 45.45% | — | — | -1.95% | 3.22% | -5.17% |
| PAGS | 2024-05-23 | 2024-05-24 | 2024-06-25 | — | 13.65 | 13.65 | 0.00% | market | 11.52% | — | — | -18.37% | 3.22% | -21.59% |
| JILL | 2024-06-07 | 2024-06-10 | 2024-07-10 | — | 37.99 | 37.99 | 0.00% | market | 11.93% | — | — | -9.02% | 5.28% | -14.30% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-07-12 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | — | — | -7.64% | 3.39% | -11.03% |
| AEHR | 2024-07-16 | 2024-07-17 | 2024-08-14 | — | 19.26 | 19.26 | 0.00% | market | 663.64% | — | — | -29.80% | -2.69% | -27.10% |
| PAC | 2024-07-22 | 2024-07-23 | 2024-08-20 | — | 163.30 | 163.30 | 0.00% | market | 24.51% | — | — | 0.58% | 0.75% | -0.17% |
| OMAB | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 68.68 | 68.68 | 0.00% | market | 23.02% | — | — | -9.59% | 3.66% | -13.25% |
| MMM | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 128.00 | 128.00 | 0.00% | market | 14.88% | — | — | 2.81% | 2.71% | 0.10% |
| PJT | 2024-07-30 | 2024-07-31 | 2024-08-28 | — | 131.58 | 131.58 | 0.00% | market | 45.12% | — | — | -6.62% | 1.70% | -8.32% |
| TLN | 2024-08-13 | 2024-08-14 | 2024-09-12 | — | 128.00 | 128.00 | 0.00% | market | 116.81% | — | — | 21.67% | 2.99% | 18.68% |
| CHWY | 2024-08-28 | 2024-08-29 | 2024-09-27 | — | 28.72 | 28.72 | 0.00% | market | 257.14% | — | — | 4.12% | 1.99% | 2.13% |
| NTNX | 2024-08-28 | 2024-08-29 | 2024-09-27 | — | 60.99 | 60.99 | 0.00% | market | 33.86% | — | — | -2.46% | 1.99% | -4.45% |
| DOCU | 2024-09-05 | 2024-09-06 | 2024-10-04 | — | 60.24 | 60.24 | 0.00% | market | 20.20% | — | — | 5.78% | 4.19% | 1.59% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-10-08 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | — | — | 15.81% | 4.52% | 11.29% |
| MAT | 2024-10-23 | 2024-10-24 | 2024-11-21 | — | 18.44 | 18.44 | 0.00% | market | 20.00% | — | — | -0.53% | 2.36% | -2.89% |
| HAS | 2024-10-24 | 2024-10-25 | 2024-11-22 | — | 66.77 | 66.77 | 0.00% | market | 35.16% | — | — | -6.57% | 2.41% | -8.97% |
| BAH | 2024-10-25 | 2024-10-28 | 2024-11-25 | — | 184.08 | 184.08 | 0.00% | market | 23.13% | — | — | -20.09% | 2.57% | -22.66% |
| KOF | 2024-10-25 | 2024-10-28 | 2024-11-25 | — | 86.69 | 86.69 | 0.00% | market | 10.53% | — | — | -7.85% | 2.57% | -10.41% |
| FER | 2024-10-29 | 2024-10-30 | 2024-11-27 | — | 40.34 | 40.34 | 0.00% | market | 751.91% | — | — | 1.73% | 3.02% | -1.28% |
| ZIM | 2024-11-20 | 2024-11-21 | 2024-12-20 | — | 26.00 | 26.00 | 0.00% | market | 32.48% | — | — | -29.85% | -0.38% | -29.47% |
| RBRK | 2024-12-05 | 2024-12-06 | 2025-01-07 | — | 65.68 | 65.68 | 0.00% | market | 47.50% | — | — | -2.24% | -3.10% | 0.86% |
| PVLA | 2024-05-16 | 2024-12-10 | 2025-01-10 | — | 16.41 | 16.41 | 0.00% | market | 58.33% | — | — | -15.07% | -4.11% | -10.96% |
| EAT | 2025-01-29 | 2025-01-30 | 2025-02-28 | — | 183.00 | 183.00 | 0.00% | market | 104.38% | — | — | -10.13% | -1.62% | -8.51% |
| DECK | 2025-01-30 | 2025-01-31 | 2025-03-03 | — | 196.10 | 196.10 | 0.00% | market | 20.97% | — | — | -30.22% | -3.91% | -26.31% |
| BEPC | 2025-01-31 | 2025-02-03 | 2025-03-04 | — | 25.94 | 25.94 | 0.00% | market | 81.82% | — | — | 2.69% | -2.67% | 5.36% |
| KD | 2025-02-03 | 2025-02-04 | 2025-03-05 | — | 37.06 | 37.06 | 0.00% | market | 25.03% | — | — | 0.12% | -2.47% | 2.59% |
| LUMN | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 5.49 | 5.49 | 0.00% | market | 280.00% | — | — | -8.58% | -4.65% | -3.93% |
| BE | 2025-02-27 | 2025-02-28 | 2025-03-28 | — | 23.36 | 23.36 | 0.00% | market | 34.37% | — | — | -13.17% | -5.11% | -8.06% |
| AES | 2025-02-28 | 2025-03-03 | 2025-03-31 | — | 11.15 | 11.15 | 0.00% | market | 54.29% | — | — | 11.19% | -6.17% | 17.36% |
| HUT | 2025-03-03 | 2025-03-04 | 2025-04-01 | — | 13.42 | 13.42 | 0.00% | market | 905.56% | — | — | -0.95% | -3.23% | 2.29% |
| GPGI | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 11.20 | 11.20 | 0.00% | market | 10.80% | — | — | -5.38% | -6.74% | 1.36% |
| VSCO | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 20.86 | 20.86 | 0.00% | market | 13.04% | — | — | -28.92% | -6.74% | -22.18% |
| ADCT | 2025-03-27 | 2025-03-28 | 2025-04-28 | — | 1.48 | 1.48 | 0.00% | market | 23.68% | — | — | -1.55% | -2.60% | 1.04% |
| LMT | 2025-04-22 | 2025-04-23 | 2025-05-21 | — | 467.00 | 467.00 | 0.00% | market | 14.83% | — | — | 0.50% | 7.85% | -7.35% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | — | — | 60.08% | 7.21% | 52.87% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | — | — | 6.00% | 7.21% | -1.21% |
| LTM | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 31.75 | 31.75 | 0.00% | market | 93.44% | — | — | 18.35% | 7.76% | 10.59% |
| PJT | 2025-04-29 | 2025-04-30 | 2025-05-29 | — | 139.37 | 139.37 | 0.00% | market | 11.70% | — | — | 8.06% | 7.76% | 0.30% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-20 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | — | — | 10.82% | 0.99% | 9.82% |
| JOYY | 2025-05-26 | 2025-05-27 | 2025-06-25 | — | 42.00 | 42.00 | 0.00% | market | 29.10% | — | — | 20.09% | 3.59% | 16.49% |
| CHA | 2025-05-30 | 2025-06-02 | 2025-07-01 | — | 28.86 | 28.86 | 0.00% | market | 504.64% | — | — | -9.42% | 5.09% | -14.50% |
| RBRK | 2025-06-05 | 2025-06-06 | 2025-07-08 | — | 102.80 | 102.80 | 0.00% | market | 53.32% | — | — | -15.70% | 3.62% | -19.32% |
| SLDE | 2025-05-23 | 2025-06-18 | 2025-07-18 | — | 21.00 | 21.00 | 0.00% | market | 71.23% | — | — | -12.58% | 4.87% | -17.45% |
| HCM | 2025-07-02 | 2025-07-03 | 2025-08-01 | — | 15.57 | 15.57 | 0.00% | market | 525.93% | — | — | 10.72% | -0.12% | 10.84% |
| LVS | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 51.27 | 51.27 | 0.00% | market | 48.78% | — | — | 4.17% | 0.15% | 4.02% |
| WH | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 88.88 | 88.88 | 0.00% | market | 14.66% | — | — | -2.75% | 0.15% | -2.90% |
| BWMX | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 10.15 | 10.15 | 0.00% | market | 50.00% | — | — | 31.72% | 1.61% | 30.11% |
| LTM | 2025-07-28 | 2025-07-29 | 2025-08-26 | — | 41.43 | 41.43 | 0.00% | market | 22.73% | — | — | 18.41% | 1.07% | 17.34% |
| CLX | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 127.26 | 127.26 | 0.00% | market | 30.45% | — | — | -7.32% | 2.99% | -10.31% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-10-01 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | — | — | 19.71% | 4.01% | 15.69% |
| RBRK | 2025-09-09 | 2025-09-10 | 2025-10-08 | — | 94.56 | 94.56 | 0.00% | market | 91.15% | — | — | -11.10% | 2.98% | -14.08% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | — | -14.94% | -0.70% | -14.25% |
| FRMI | 2025-09-03 | 2025-10-01 | 2025-10-29 | — | 25.00 | 25.00 | 0.00% | market | 68.02% | — | — | 14.64% | 3.65% | 10.99% |
| CGAU | 2025-10-28 | 2025-10-29 | 2025-11-26 | — | 12.21 | 12.21 | 0.00% | market | 50.00% | — | — | 5.70% | -1.31% | 7.01% |
| RRR | 2025-10-28 | 2025-10-29 | 2025-11-26 | — | 57.83 | 57.83 | 0.00% | market | 88.89% | — | — | 1.53% | -1.31% | 2.84% |
| CVI | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 40.13 | 40.13 | 0.00% | market | 100.00% | — | — | -14.15% | -0.07% | -14.08% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | — | — | 20.28% | -0.07% | 20.35% |
| OPFI | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 10.21 | 10.21 | 0.00% | market | 48.39% | — | — | -3.24% | -0.07% | -3.16% |
| PD | 2025-11-25 | 2025-11-26 | 2025-12-26 | — | 12.96 | 12.96 | 0.00% | market | 32.53% | — | — | 1.34% | 1.87% | -0.53% |
| DOO | 2025-05-29 | 2025-12-02 | 2025-12-31 | — | 69.36 | 69.36 | 0.00% | market | 37.67% | — | — | 1.82% | 0.00% | 1.82% |
| BAH | 2026-01-23 | 2026-01-26 | 2026-02-24 | — | 103.00 | 103.00 | 0.00% | market | 34.09% | — | — | -26.70% | -0.45% | -26.25% |
| BA | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 244.09 | 244.09 | 0.00% | market | 2362.05% | — | — | -6.21% | -1.11% | -5.10% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | — | — | -6.55% | -1.49% | -5.06% |
| GEV | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 717.00 | 717.00 | 0.00% | market | 357.00% | — | — | 21.64% | -1.49% | 23.13% |
| SMG | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 62.63 | 62.63 | 0.00% | market | 25.96% | — | — | 11.76% | -1.49% | 13.25% |
| ADEA | 2026-02-23 | 2026-02-24 | 2026-03-24 | — | 20.06 | 20.06 | 0.00% | market | 32.10% | — | — | 25.62% | -4.21% | 29.83% |
| ACAD | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 23.64 | 23.64 | 0.00% | market | 1067.88% | — | — | -9.38% | -6.95% | -2.43% |
| AUPH | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 13.98 | 13.98 | 0.00% | market | 23.81% | — | — | 1.87% | -7.17% | 9.05% |
| CQP | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 60.76 | 60.76 | 0.00% | market | 114.41% | — | — | 6.65% | -7.17% | 13.82% |
| LNG | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 231.10 | 231.10 | 0.00% | market | 181.84% | — | — | 28.28% | -7.17% | 35.45% |
| BAK | 2026-03-27 | 2026-03-30 | 2026-04-28 | — | 3.59 | 3.59 | 0.00% | market | 51.02% | — | — | -4.38% | 11.18% | -15.56% |
| GEV | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 1,147.89 | 1,147.89 | 0.00% | market | 794.36% | — | — | -9.27% | 4.68% | -13.95% |
| LVS | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 51.32 | 51.32 | 0.00% | market | 20.37% | — | — | -3.84% | 4.68% | -8.53% |
| PRCH | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 10.10 | 10.10 | 0.00% | market | 60.00% | — | — | 2.18% | 6.13% | -3.96% |
| CSTM | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 32.09 | 32.09 | 0.00% | market | 129.03% | — | — | 6.56% | 5.86% | 0.71% |
| EVR | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 327.09 | 327.09 | 0.00% | market | 38.67% | — | — | 4.01% | 5.86% | -1.85% |
| HAS | 2026-05-20 | 2026-05-21 | 2026-06-22 | — | 88.43 | 88.43 | 0.00% | market | 22.50% | — | — | -4.77% | 0.78% | -5.55% |
| BAH | 2026-05-22 | 2026-05-26 | 2026-06-24 | — | 80.03 | 80.03 | 0.00% | market | 34.85% | — | — | -21.88% | -2.24% | -19.64% |
| DOO | 2026-05-28 | 2026-05-29 | 2026-06-29 | — | 57.57 | 57.57 | 0.00% | market | 77.33% | — | — | 7.95% | -1.97% | 9.92% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-07-06 | — | 7.47 | 7.47 | 0.00% | market | 33.33% | — | — | -16.40% | -0.11% | -16.29% |
| 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% |
| 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% |