Quality compounder beat
Run 5f75d207 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
90
Win rate
56.67%
Avg return
0.57%
Median return
1.13%
Avg abnormal
-1.12%
Median abnormal
-1.20%
Best trade
53.06%
Worst trade
-42.57%
Sharpe (per-trade)
0.04
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 15 | 5.41% | 2.12% | 66.67% |
| 2024 | 31 | -1.42% | -4.54% | 54.84% |
| 2025 | 27 | -0.26% | -0.49% | 55.56% |
| 2026 | 17 | 1.24% | 1.25% | 52.94% |
Trades (90)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Debt / equity | 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% |
| 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% |
| WMG | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 32.89 | 32.89 | 0.00% | market | 15.00% | — | — | 0.07% | -0.93% | 1.00% |
| 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% |
| BLBD | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 21.90 | 21.90 | 0.00% | market | 69.23% | — | — | -1.75% | -0.60% | -1.16% |
| 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% |
| KMB | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 120.94 | 120.94 | 0.00% | market | 9.43% | — | — | 0.94% | 7.85% | -6.91% |
| 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% |
| SHW | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 235.20 | 235.20 | 0.00% | market | 15.52% | — | — | 16.57% | 7.85% | 8.72% |
| TNET | 2023-10-25 | 2023-10-26 | 2023-11-24 | — | 110.65 | 110.65 | 0.00% | market | 37.41% | — | — | 1.80% | 9.33% | -7.53% |
| WU | 2023-10-25 | 2023-10-26 | 2023-11-24 | — | 12.74 | 12.74 | 0.00% | market | 10.26% | — | — | -5.54% | 9.33% | -14.87% |
| 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% |
| 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% |
| LMT | 2024-01-23 | 2024-01-24 | 2024-02-22 | — | 439.52 | 439.52 | 0.00% | market | 8.54% | — | — | -2.62% | 4.04% | -6.65% |
| 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% |
| AAMI | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 21.80 | 21.80 | 0.00% | market | 30.51% | — | — | 3.52% | 4.63% | -1.11% |
| CLX | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 158.50 | 158.50 | 0.00% | market | 100.00% | — | — | -4.97% | 4.63% | -9.60% |
| SPG | 2024-02-05 | 2024-02-06 | 2024-03-06 | — | 137.49 | 137.49 | 0.00% | market | 10.48% | — | — | 10.59% | 3.29% | 7.30% |
| VAL | 2024-02-21 | 2024-02-22 | 2024-03-21 | — | 69.16 | 69.16 | 0.00% | market | 110.34% | — | — | 7.28% | 3.61% | 3.67% |
| 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% |
| BOX | 2024-03-05 | 2024-03-06 | 2024-04-04 | — | 28.95 | 28.95 | 0.00% | market | 10.53% | — | — | -4.79% | 0.49% | -5.29% |
| BURL | 2024-03-07 | 2024-03-08 | 2024-04-08 | — | 223.60 | 223.60 | 0.00% | market | 10.91% | — | — | -11.07% | 0.63% | -11.70% |
| MANU | 2024-03-12 | 2024-03-13 | 2024-04-11 | — | 14.27 | 14.27 | 0.00% | market | 184.22% | — | — | 2.53% | 0.17% | 2.36% |
| 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% |
| LMT | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 462.70 | 462.70 | 0.00% | market | 9.79% | — | — | 1.32% | 4.59% | -3.28% |
| 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% |
| LII | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 463.56 | 463.56 | 0.00% | market | 9.81% | — | — | 5.90% | 5.36% | 0.53% |
| PI | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 130.28 | 130.28 | 0.00% | market | 110.00% | — | — | 29.13% | 5.36% | 23.76% |
| IBTA | 2024-05-30 | 2024-05-31 | 2024-07-01 | — | 104.33 | 104.33 | 0.00% | market | 80.00% | — | — | -31.49% | 4.15% | -35.64% |
| 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% |
| 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% |
| KMB | 2024-07-23 | 2024-07-24 | 2024-08-21 | — | 134.77 | 134.77 | 0.00% | market | 14.62% | — | — | 7.08% | 2.14% | 4.94% |
| KLAC | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 78.94 | 78.94 | 0.00% | market | 8.20% | — | — | 3.40% | 3.66% | -0.26% |
| 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% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | — | — | -9.09% | 2.71% | -11.79% |
| BOX | 2024-08-27 | 2024-08-28 | 2024-09-26 | — | 30.00 | 30.00 | 0.00% | market | 10.00% | — | — | 7.80% | 1.98% | 5.82% |
| 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% |
| CCL | 2024-09-30 | 2024-10-01 | 2024-10-29 | — | 18.70 | 18.70 | 0.00% | market | 9.48% | — | — | 17.98% | 1.46% | 16.52% |
| LII | 2024-10-23 | 2024-10-24 | 2024-11-21 | — | 613.97 | 613.97 | 0.00% | market | 11.33% | — | — | 5.77% | 2.36% | 3.41% |
| 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% |
| AMGN | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 317.69 | 317.69 | 0.00% | market | 9.20% | — | — | -11.16% | 4.69% | -15.85% |
| 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% |
| 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% |
| LII | 2025-01-29 | 2025-01-30 | 2025-02-28 | — | 599.84 | 599.84 | 0.00% | market | 35.92% | — | — | 0.00% | -1.62% | 1.62% |
| 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% |
| IT | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 541.76 | 541.76 | 0.00% | market | 67.18% | — | — | -11.03% | -4.65% | -6.38% |
| PJT | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 174.42 | 174.42 | 0.00% | market | 59.66% | — | — | -15.24% | -4.65% | -10.59% |
| FER | 2025-02-28 | 2025-03-03 | 2025-03-31 | — | 44.44 | 44.44 | 0.00% | market | 1325.55% | — | — | 0.88% | -6.17% | 7.05% |
| 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% |
| VSXY | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 20.86 | 20.86 | 0.00% | market | 13.04% | — | — | -28.92% | -6.74% | -22.18% |
| 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% |
| 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% |
| AMGN | 2025-05-01 | 2025-05-02 | 2025-06-02 | — | 291.50 | 291.50 | 0.00% | market | 14.75% | — | — | -1.24% | 4.95% | -6.19% |
| LII | 2025-07-23 | 2025-07-24 | 2025-08-21 | — | 662.50 | 662.50 | 0.00% | market | 13.99% | — | — | -14.07% | 0.15% | -14.22% |
| 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% |
| 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% |
| RELX | 2025-07-24 | 2025-07-25 | 2025-08-22 | — | 53.15 | 53.15 | 0.00% | market | 28.06% | — | — | -9.06% | 1.61% | -10.67% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-25 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | — | — | -1.22% | 0.78% | -2.01% |
| LMT | 2025-10-21 | 2025-10-22 | 2025-11-19 | — | 491.47 | 491.47 | 0.00% | market | 8.93% | — | — | -4.59% | -1.39% | -3.19% |
| LVS | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 54.56 | 54.56 | 0.00% | market | 26.42% | — | — | 16.15% | -2.33% | 18.48% |
| 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% |
| EAT | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 112.60 | 112.60 | 0.00% | market | 9.66% | — | — | 36.38% | -0.07% | 36.46% |
| MUSA | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 378.24 | 378.24 | 0.00% | market | 9.85% | — | — | 1.61% | -0.07% | 1.68% |
| NTAP | 2025-11-25 | 2025-11-26 | 2025-12-26 | — | 116.52 | 116.52 | 0.00% | market | 9.04% | — | — | -5.36% | 1.87% | -7.23% |
| 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% |
| ORCL | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 190.62 | 190.62 | 0.00% | market | 37.80% | — | — | 7.18% | 1.46% | 5.71% |
| HDB | 2026-01-17 | 2026-01-20 | 2026-02-18 | — | 32.18 | 32.18 | 0.00% | market | 10.26% | — | — | 3.44% | 0.70% | 2.73% |
| 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% |
| STX | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 395.19 | 395.19 | 0.00% | market | 11.87% | — | — | 3.46% | -1.11% | 4.58% |
| 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% |
| LVS | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 55.50 | 55.50 | 0.00% | market | 11.11% | — | — | 2.00% | -1.49% | 3.49% |
| MATV | 2026-02-18 | 2026-02-19 | 2026-03-19 | — | 14.42 | 14.42 | 0.00% | market | 66.67% | — | — | -42.57% | -3.52% | -39.06% |
| SEZL | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 78.30 | 78.30 | 0.00% | market | 26.04% | — | — | -14.59% | -6.95% | -7.64% |
| 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% |
| NATL | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 45.57 | 45.57 | 0.00% | market | 12.88% | — | — | -6.02% | -7.17% | 1.16% |
| AVAH | 2026-03-19 | 2026-03-20 | 2026-04-20 | — | 6.03 | 6.03 | 0.00% | market | 10.53% | — | — | 13.73% | 7.95% | 5.78% |
| MMM | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 150.62 | 150.62 | 0.00% | market | 8.08% | — | — | -0.76% | 4.53% | -5.28% |
| 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% |
| AMT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 177.54 | 177.54 | 0.00% | market | 15.00% | — | — | 4.95% | 6.13% | -1.18% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | — | — | 12.25% | 6.13% | 6.12% |
| STX | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 667.98 | 667.98 | 0.00% | market | 16.81% | — | — | 31.65% | 6.13% | 25.52% |
| 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% |