Cheap quality beat

Run 5f75d190 · view hypothesis

completed
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
Max drawdown
-93.07%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023192.17%-0.24%47.37%
202438-3.06%-5.79%34.21%
2025382.05%1.39%55.26%
2026221.02%1.13%50.00%
Trades (117)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEP/EReturnBenchmarkAbnormal
CAPL2023-08-072023-08-082023-09-0618.9018.900.00%market140.00%51.28%13.312.97%-0.42%3.39%
MED2023-08-072023-08-082023-09-06100.00100.000.00%market92.36%16.32%8.29-19.71%-0.42%-19.29%
DNLI2023-08-082023-08-092023-09-0728.3128.310.00%market291.18%15.45%5.51-14.77%-0.93%-13.84%
HALO2023-08-082023-08-092023-09-0742.4242.420.00%market17.46%49.50%15.82-7.93%-0.93%-7.00%
ATMU2023-08-092023-08-102023-09-0823.6423.640.00%market14.58%3080.00%9.98-4.26%-0.60%-3.67%
LUCK2023-09-112023-09-122023-10-1010.4210.420.00%market5464.08%48.81%3.8810.07%-2.78%12.85%
CCL2023-09-292023-10-022023-10-3013.5013.500.00%market14.67%15.43%4.65-15.76%-2.59%-13.17%
JBTM2023-09-302023-10-022023-10-30104.66104.660.00%market1291.88%32.16%1.80-2.88%-2.59%-0.30%
LW2023-10-052023-10-062023-11-0397.3997.390.00%market49.54%15.62%14.97-3.59%3.01%-6.60%
KOF2023-10-242023-10-252023-11-2272.4072.400.00%market19.05%75.26%13.3417.76%7.85%9.90%
WFRD2023-10-242023-10-252023-11-2293.8593.850.00%market36.07%16.58%13.28-1.61%7.85%-9.46%
ABNB2023-11-012023-11-022023-12-01122.51122.510.00%market14.90%47.94%5.0210.01%7.62%2.39%
APA2023-11-012023-11-022023-12-0139.0339.030.00%market22.02%42.58%6.90-7.45%7.62%-15.07%
AAMI2023-11-022023-11-032023-12-0415.8815.880.00%market52.54%85.59%10.3112.58%5.44%7.15%
NTAP2023-11-282023-11-292023-12-2886.8986.890.00%market12.86%30.26%16.031.32%4.27%-2.96%
VSTS2023-11-292023-11-302023-12-2918.2918.290.00%market281.25%18.28%6.7015.38%4.35%11.03%
JILL2023-12-052023-12-062024-01-0526.1326.130.00%market27.87%36.69%8.69-7.05%1.99%-9.04%
BNED2023-12-062023-12-072024-01-08130.50130.500.00%market12400.00%22.82%2.4253.06%3.87%49.19%
BLBD2023-12-112023-12-122024-01-1124.0024.000.00%market37.50%46.55%9.203.13%3.19%-0.06%
KSPI2023-09-302024-01-192024-02-1692.5092.500.00%market30.93%23.13%9.403.10%4.58%-1.48%
AGYS2024-01-222024-01-232024-02-2188.4088.400.00%market34.62%33.50%7.12-10.18%2.73%-12.90%
RNR2024-01-302024-01-312024-02-29226.01226.010.00%market44.77%16.77%1.61-0.73%3.98%-4.71%
COR2024-01-312024-02-012024-03-01232.65232.650.00%market13.49%65.98%17.061.68%5.82%-4.14%
RDY2024-01-312024-02-012024-03-0114.3214.320.00%market13.25%428.39%17.804.27%5.82%-1.55%
MAX2024-02-202024-02-212024-03-2017.1017.100.00%market76.19%22.98%-55.4217.40%5.06%12.34%
VC2024-02-202024-02-212024-03-20116.44116.440.00%market544.06%35.26%2.37-1.57%5.06%-6.62%
LLYVK2024-02-282024-02-292024-03-2838.9938.990.00%market198.04%65.43%-6.9812.19%2.95%9.24%
ESTC2024-02-292024-03-012024-04-01115.96115.960.00%market16.13%24.88%16.63-13.48%2.59%-16.07%
MLCO2024-02-292024-03-012024-04-017.507.500.00%market1014.21%15.99%-5.28-1.00%2.59%-3.59%
TSHA2024-03-192024-03-202024-04-182.952.950.00%market488.89%63.71%1.73-18.51%-3.15%-15.35%
KMB2024-04-232024-04-242024-05-22135.66135.660.00%market23.31%61.97%16.77-1.52%4.59%-6.11%
KOF2024-04-242024-04-252024-05-2396.1896.180.00%market16.67%69.80%16.78-0.21%5.36%-5.58%
NBTX2024-04-242024-04-252024-05-235.915.910.00%market60.40%629.12%-5.4911.64%5.36%6.28%
BALL2024-04-262024-04-292024-05-2870.2570.250.00%market23.64%50.42%1.45-4.17%3.87%-8.04%
MMM2024-04-302024-05-012024-05-3098.1098.100.00%market13.81%19.07%14.07-0.10%4.23%-4.33%
CLBT2024-05-232024-05-242024-06-2512.0012.000.00%market45.45%267.25%-7.65-1.95%3.22%-5.17%
PAGS2024-05-232024-05-242024-06-2513.6513.650.00%market11.52%17.54%11.66-18.37%3.22%-21.59%
JILL2024-06-072024-06-102024-07-1037.9937.990.00%market11.93%31.44%5.88-9.02%5.28%-14.30%
RBRK2024-06-112024-06-122024-07-1236.5736.570.00%market13.66%142.26%-1.93-7.64%3.39%-11.03%
AEHR2024-07-162024-07-172024-08-1419.2619.260.00%market663.64%21.38%3.51-29.80%-2.69%-27.10%
PAC2024-07-222024-07-232024-08-20163.30163.300.00%market24.51%232.60%15.970.58%0.75%-0.17%
OMAB2024-07-252024-07-262024-08-2368.6868.680.00%market23.02%16.45%10.91-9.59%3.66%-13.25%
MMM2024-07-262024-07-292024-08-26128.00128.000.00%market14.88%29.24%12.152.81%2.71%0.10%
PJT2024-07-302024-07-312024-08-28131.58131.580.00%market45.12%21.16%15.22-6.62%1.70%-8.32%
TLN2024-08-132024-08-142024-09-12128.00128.000.00%market116.81%18.08%3.6721.67%2.99%18.68%
CHWY2024-08-282024-08-292024-09-2728.7228.720.00%market257.14%61.45%8.714.12%1.99%2.13%
NTNX2024-08-282024-08-292024-09-2760.9960.990.00%market33.86%17.32%-24.76-2.46%1.99%-4.45%
DOCU2024-09-052024-09-062024-10-0460.2460.240.00%market20.20%45.28%3.205.78%4.19%1.59%
RBRK2024-09-092024-09-102024-10-0829.8529.850.00%market17.70%35.44%-9.4515.81%4.52%11.29%
MAT2024-10-232024-10-242024-11-2118.4418.440.00%market20.00%16.10%4.33-0.53%2.36%-2.89%
HAS2024-10-242024-10-252024-11-2266.7766.770.00%market35.16%17.34%11.30-6.57%2.41%-8.97%
BAH2024-10-252024-10-282024-11-25184.08184.080.00%market23.13%32.49%13.47-20.09%2.57%-22.66%
KOF2024-10-252024-10-282024-11-2586.6986.690.00%market10.53%81.84%15.65-7.85%2.57%-10.41%
FER2024-10-292024-10-302024-11-2740.3440.340.00%market751.91%23.25%4.971.73%3.02%-1.28%
ZIM2024-11-202024-11-212024-12-2026.0026.000.00%market32.48%28.65%0.69-29.85%-0.38%-29.47%
RBRK2024-12-052024-12-062025-01-0765.6865.680.00%market47.50%25.12%-14.47-2.24%-3.10%0.86%
PVLA2024-05-162024-12-102025-01-1016.4116.410.00%market58.33%40.45%-2.13-15.07%-4.11%-10.96%
EAT2025-01-292025-01-302025-02-28183.00183.000.00%market104.38%90.11%12.85-10.13%-1.62%-8.51%
DECK2025-01-302025-01-312025-03-03196.10196.100.00%market20.97%17.36%16.87-30.22%-3.91%-26.31%
BEPC2025-01-312025-02-032025-03-0425.9425.940.00%market81.82%56.75%1.632.69%-2.67%5.36%
KD2025-02-032025-02-042025-03-0537.0637.060.00%market25.03%19.65%9.300.12%-2.47%2.59%
LUMN2025-02-042025-02-052025-03-065.495.490.00%market280.00%18.32%15.45-8.58%-4.65%-3.93%
BE2025-02-272025-02-282025-03-2823.3623.360.00%market34.37%18.63%12.07-13.17%-5.11%-8.06%
AES2025-02-282025-03-032025-03-3111.1511.150.00%market54.29%15.37%4.0711.19%-6.17%17.36%
HUT2025-03-032025-03-042025-04-0113.4213.420.00%market905.56%15.59%3.35-0.95%-3.23%2.29%
GPGI2025-03-052025-03-062025-04-0311.2011.200.00%market10.80%33.71%-6.00-5.38%-6.74%1.36%
VSCO2025-03-052025-03-062025-04-0320.8620.860.00%market13.04%30.22%3.90-28.92%-6.74%-22.18%
ADCT2025-03-272025-03-282025-04-281.481.480.00%market23.68%15.16%-1.72-1.55%-2.60%1.04%
LMT2025-04-222025-04-232025-05-21467.00467.000.00%market14.83%25.62%15.300.50%7.85%-7.35%
EAF2025-04-252025-04-282025-05-277.057.050.00%market13.33%37.36%-14.5760.08%7.21%52.87%
TNET2025-04-252025-04-282025-05-2777.6377.630.00%market19.16%134.92%11.456.00%7.21%-1.21%
LTM2025-04-292025-04-302025-05-2931.7531.750.00%market93.44%37.40%6.5218.35%7.76%10.59%
PJT2025-04-292025-04-302025-05-29139.37139.370.00%market11.70%36.29%9.938.06%7.76%0.30%
VIK2025-05-202025-05-212025-06-2044.5744.570.00%market18.36%39.00%-41.4110.82%0.99%9.82%
JOYY2025-05-262025-05-272025-06-2542.0042.000.00%market29.10%29.17%0.3120.09%3.59%16.49%
CHA2025-05-302025-06-022025-07-0128.8628.860.00%market504.64%15.93%16.62-9.42%5.09%-14.50%
RBRK2025-06-052025-06-062025-07-08102.80102.800.00%market53.32%18.35%-33.27-15.70%3.62%-19.32%
SLDE2025-05-232025-06-182025-07-1821.0021.000.00%market71.23%17.37%6.84-12.58%4.87%-17.45%
HCM2025-07-022025-07-032025-08-0115.5715.570.00%market525.93%18.51%2.7910.72%-0.12%10.84%
LVS2025-07-232025-07-242025-08-2151.2751.270.00%market48.78%23.15%16.484.17%0.15%4.02%
WH2025-07-232025-07-242025-08-2188.8888.880.00%market14.66%15.26%17.97-2.75%0.15%-2.90%
BWMX2025-07-242025-07-252025-08-2210.1510.150.00%market50.00%27.81%4.6231.72%1.61%30.11%
LTM2025-07-282025-07-292025-08-2641.4341.430.00%market22.73%26.53%12.7018.41%1.07%17.34%
CLX2025-07-312025-08-012025-08-29127.26127.260.00%market30.45%103.43%11.12-7.32%2.99%-10.31%
NIO2025-09-022025-09-032025-10-016.386.380.00%market16.57%426.42%-2.6619.71%4.01%15.69%
RBRK2025-09-092025-09-102025-10-0894.5694.560.00%market91.15%17.00%-48.44-11.10%2.98%-14.08%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%43.50%0.35-14.94%-0.70%-14.25%
FRMI2025-09-032025-10-012025-10-2925.0025.000.00%market68.02%354.41%-470.0914.64%3.65%10.99%
CGAU2025-10-282025-10-292025-11-2612.2112.210.00%market50.00%15.07%1.835.70%-1.31%7.01%
RRR2025-10-282025-10-292025-11-2657.8357.830.00%market88.89%19.24%12.941.53%-1.31%2.84%
CVI2025-10-292025-10-302025-11-2840.1340.130.00%market100.00%44.52%2.45-14.15%-0.07%-14.08%
GH2025-10-292025-10-302025-11-2889.9989.990.00%market18.75%26.16%-21.1120.28%-0.07%20.35%
OPFI2025-10-292025-10-302025-11-2810.2110.210.00%market48.39%84.24%1.69-3.24%-0.07%-3.16%
PD2025-11-252025-11-262025-12-2612.9612.960.00%market32.53%50.42%2.331.34%1.87%-0.53%
DOO2025-05-292025-12-022025-12-3169.3669.360.00%market37.67%32.36%11.621.82%0.00%1.82%
BAH2026-01-232026-01-262026-02-24103.00103.000.00%market34.09%19.51%12.86-26.70%-0.45%-26.25%
BA2026-01-272026-01-282026-02-26244.09244.090.00%market2362.05%150.72%5.13-6.21%-1.11%-5.10%
EAT2026-01-282026-01-292026-02-27158.25158.250.00%market13.44%33.88%13.15-6.55%-1.49%-5.06%
GEV2026-01-282026-01-292026-02-27717.00717.000.00%market357.00%32.78%12.1521.64%-1.49%23.13%
SMG2026-01-282026-01-292026-02-2762.6362.630.00%market25.96%24.97%-6.7011.76%-1.49%13.25%
ADEA2026-02-232026-02-242026-03-2420.0620.060.00%market32.10%15.34%6.3425.62%-4.21%29.83%
ACAD2026-02-252026-02-262026-03-2623.6423.640.00%market1067.88%22.29%4.12-9.38%-6.95%-2.43%
AUPH2026-02-262026-02-272026-03-2713.9813.980.00%market23.81%36.26%2.521.87%-7.17%9.05%
CQP2026-02-262026-02-272026-03-2760.7660.760.00%market114.41%40.46%5.556.65%-7.17%13.82%
LNG2026-02-262026-02-272026-03-27231.10231.100.00%market181.84%29.08%4.5428.28%-7.17%35.45%
BAK2026-03-272026-03-302026-04-283.593.590.00%market51.02%63.70%-0.15-4.38%11.18%-15.56%
GEV2026-04-222026-04-232026-05-211,147.891,147.890.00%market794.36%34.08%12.36-9.27%4.68%-13.95%
LVS2026-04-222026-04-232026-05-2151.3251.320.00%market20.37%47.25%15.85-3.84%4.68%-8.53%
PRCH2026-04-282026-04-292026-05-2810.1010.100.00%market60.00%18.56%-44.812.18%6.13%-3.96%
CSTM2026-04-292026-04-302026-05-2932.0932.090.00%market129.03%17.78%4.186.56%5.86%0.71%
EVR2026-04-292026-04-302026-05-29327.09327.090.00%market38.67%16.90%9.654.01%5.86%-1.85%
HAS2026-05-202026-05-212026-06-2288.4388.430.00%market22.50%30.77%15.85-4.77%0.78%-5.55%
BAH2026-05-222026-05-262026-06-2480.0380.030.00%market34.85%18.55%11.54-21.88%-2.24%-19.64%
DOO2026-05-282026-05-292026-06-2957.5757.570.00%market77.33%18.59%10.737.95%-1.97%9.92%
CHPT2026-06-032026-06-042026-07-067.477.470.00%market33.33%474.66%-0.92-16.40%-0.11%-16.29%
ANGX2026-06-112026-06-122026-07-142.902.900.00%market41.43%33.43%-9.3640.83%1.50%39.33%
MU2026-06-242026-06-252026-07-241,233.001,233.000.00%market19.69%28.04%9.22-25.51%0.00%-25.51%