Large beat + not expensive 2

Run 5f75d310 · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
177
Win rate
55.93%
Avg return
3.41%
Median return
1.54%
Avg abnormal
2.00%
Median abnormal
0.01%
Best trade
68.47%
Worst trade
-32.55%
Sharpe (per-trade)
0.21
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023250.19%-0.80%48.00%
2024595.51%3.56%62.71%
2025622.67%1.61%56.45%
2026313.52%2.06%48.39%
Trades (177)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/EReturnBenchmarkAbnormal
ACVA2023-08-072023-08-082023-09-06—17.2017.200.00%market85.71%—-3.63%-0.42%-3.22%
AGM2023-08-072023-08-082023-09-06—166.85166.850.00%market19.50%—-1.03%-0.42%-0.62%
AXGN2023-08-072023-08-082023-09-06—8.078.070.00%market80.00%—-23.99%-0.42%-23.58%
AXSM2023-08-072023-08-082023-09-06—72.6172.610.00%market19.35%—12.08%-0.42%12.50%
BKD2023-08-072023-08-082023-09-06—3.933.930.00%market25.00%—1.07%-0.42%1.49%
ASAN2023-09-052023-09-062023-10-04—19.6719.670.00%market63.64%—-13.57%-5.29%-8.28%
GTLB2023-09-052023-09-062023-10-04—52.1452.140.00%market134.19%—-14.39%-5.29%-9.10%
ZS2023-09-052023-09-062023-10-04—159.16159.160.00%market30.61%—-2.74%-5.29%2.56%
AEO2023-09-062023-09-072023-10-05—17.4317.430.00%market56.25%—-7.26%-4.20%-3.06%
AGX2023-09-062023-09-072023-10-05—42.6442.640.00%market25.33%—8.59%-4.20%12.79%
LW2023-10-052023-10-062023-11-03—97.3997.390.00%market49.54%—-3.59%3.01%-6.60%
MANU2023-10-052023-10-062023-11-03—19.0119.010.00%market62.22%—-1.88%3.01%-4.90%
AZZ2023-10-102023-10-112023-11-08—49.5049.500.00%market17.59%—-6.56%0.37%-6.93%
C2023-10-132023-10-162023-11-13—41.9541.950.00%market25.62%—1.59%1.47%0.12%
PNC2023-10-132023-10-162023-11-13—117.92117.920.00%market15.76%—1.22%1.47%-0.24%
AAMI2023-11-022023-11-032023-12-04—15.8815.880.00%market52.54%—12.58%5.44%7.15%
ABCL2023-11-022023-11-032023-12-04—3.973.970.00%market28.57%—16.68%5.44%11.24%
ACMR2023-11-072023-11-082023-12-07—15.5915.590.00%market62.86%—3.20%4.73%-1.53%
CEPU2023-11-122023-11-132023-12-12—6.176.170.00%market244.23%—49.72%5.66%44.06%
LAC2023-11-102023-11-132023-12-12—7.317.310.00%market180.00%—-20.45%5.66%-26.11%
GTLB2023-12-042023-12-052024-01-04—59.6859.680.00%market1150.00%—-3.72%2.64%-6.36%
ASAN2023-12-052023-12-062024-01-05—19.2519.250.00%market63.64%—-12.51%1.99%-14.50%
AI2023-12-062023-12-072024-01-08—26.5126.510.00%market31.58%—7.57%3.87%3.70%
BLBD2023-12-112023-12-122024-01-11—24.0024.000.00%market37.50%—3.13%3.19%-0.06%
FGN2023-09-292023-12-122024-01-11—25.3725.370.00%market140.20%—2.56%3.19%-0.63%
GBX2024-01-052024-01-082024-02-06—47.2847.280.00%market31.51%—-1.49%5.45%-6.94%
ACI2024-01-092024-01-102024-02-08—23.1523.150.00%market19.70%—-7.98%5.10%-13.07%
AYI2024-01-092024-01-102024-02-08—228.97228.970.00%market15.17%—5.39%5.10%0.30%
C2024-01-122024-01-162024-02-13—51.7851.780.00%market15.07%—1.69%3.96%-2.27%
AA2024-01-172024-01-182024-02-15—27.6227.620.00%market43.43%—-1.03%5.91%-6.94%
ALGT2024-02-052024-02-062024-03-06—73.9973.990.00%market116.42%—0.81%3.29%-2.47%
ALL2024-02-072024-02-082024-03-08—163.00163.000.00%market45.86%—-3.93%2.73%-6.66%
ASND2024-02-072024-02-082024-03-08—140.82140.820.00%market24.14%—3.92%2.73%1.18%
ASPN2024-02-122024-02-132024-03-13—13.2113.210.00%market91.67%—35.30%4.34%30.97%
ACGL2024-02-142024-02-152024-03-15—86.4386.430.00%market28.35%—6.11%2.11%3.99%
APGE2024-03-052024-03-062024-04-04—61.0861.080.00%market28.89%—-3.61%0.49%-4.10%
ABM2024-03-072024-03-082024-04-08—43.4243.420.00%market21.13%—1.62%0.63%0.99%
DXPE2024-03-072024-03-082024-04-08—40.2140.210.00%market733.33%—38.87%0.63%38.24%
BRT2024-03-122024-03-132024-04-11—16.0616.060.00%market480.00%—7.40%0.17%7.22%
CINT2024-03-142024-03-152024-04-15—4.334.330.00%market16.67%—-6.67%-1.13%-5.54%
BB2024-04-032024-04-042024-05-02—2.962.960.00%market193.83%—-1.55%-3.53%1.98%
GBX2024-04-052024-04-082024-05-06—53.5853.580.00%market19.77%—-2.96%-0.50%-2.47%
JD2024-04-082024-04-092024-05-07—26.1026.100.00%market23.44%—22.90%-0.65%23.55%
AGX2024-04-112024-04-122024-05-10—55.2055.200.00%market18.67%—20.31%1.26%19.05%
C2024-04-122024-04-152024-05-13—60.1860.180.00%market51.22%—5.15%1.12%4.03%
AER2024-05-012024-05-022024-05-31—86.9486.940.00%market36.51%—6.44%4.61%1.83%
ADNT2024-05-032024-05-062024-06-04—27.7027.700.00%market38.46%—1.35%2.85%-1.50%
BCRX2024-05-062024-05-072024-06-05—5.395.390.00%market26.09%—25.77%3.31%22.47%
ACHR2024-05-092024-05-102024-06-10—3.883.880.00%market20.69%—-15.15%2.65%-17.80%
BWIN2024-02-282024-05-132024-06-11—30.1630.160.00%market27.27%—12.80%2.75%10.04%
AMBA2024-05-302024-05-312024-07-01—58.0058.000.00%market18.75%—-7.77%4.15%-11.92%
GTLB2024-06-032024-06-042024-07-03—46.9046.900.00%market179.07%—13.17%4.75%8.42%
GWRE2024-06-042024-06-052024-07-05—123.59123.590.00%market95.64%—12.55%4.50%8.05%
CURV2024-06-122024-06-132024-07-15—7.007.000.00%market71.43%—25.94%3.38%22.56%
SIG2024-06-132024-06-142024-07-16—92.0192.010.00%market30.28%—-3.98%4.43%-8.42%
SMFG2024-06-282024-07-012024-07-30—13.4313.430.00%market116.31%—1.51%-0.67%2.18%
AEHR2024-07-162024-07-172024-08-14—19.2619.260.00%market663.64%—-29.80%-2.69%-27.10%
FULT2024-07-162024-07-172024-08-14—18.7618.760.00%market56.67%—-7.72%-2.69%-5.02%
NIC2024-07-162024-07-172024-08-14—95.0095.000.00%market15.66%—-8.29%-2.69%-5.60%
WAFD2024-07-162024-07-172024-08-14—33.0033.000.00%market31.58%—0.56%-2.69%3.25%
CNO2024-07-292024-07-302024-08-27—32.0032.000.00%market47.89%—5.58%2.80%2.78%
ANRO2024-08-132024-08-142024-09-12—9.009.000.00%market15.49%—44.24%2.99%41.25%
ELVN2024-08-132024-08-142024-09-12—22.4422.440.00%market29.31%—-0.69%2.99%-3.68%
HUT2024-08-132024-08-142024-09-12—11.2111.210.00%market122.22%—-3.05%2.99%-6.05%
INTA2024-08-132024-08-142024-09-12—38.0038.000.00%market25.00%—15.72%2.99%12.73%
TCOM2024-08-262024-08-272024-09-25—46.4546.450.00%market35.14%—9.77%1.89%7.88%
MANU2024-09-112024-09-122024-10-10—15.7015.700.00%market25.93%—2.35%3.81%-1.46%
LEN2024-09-192024-09-202024-10-18—185.49185.490.00%market17.36%—1.65%2.95%-1.30%
FGN2024-09-302024-10-012024-10-29—27.2127.210.00%market42.20%—-1.12%1.46%-2.58%
CALM2024-10-012024-10-022024-10-30—76.2076.200.00%market31.33%—16.60%2.17%14.43%
UNFI2024-10-012024-10-022024-10-30—22.4322.430.00%market112.50%—-8.05%2.17%-10.21%
APLD2024-10-092024-10-102024-11-07—7.497.490.00%market89.01%—3.81%3.45%0.36%
MCB2024-10-172024-10-182024-11-15—63.0063.000.00%market20.00%—2.20%0.29%1.91%
CALX2024-10-282024-10-292024-11-26—39.1039.100.00%market44.44%—-17.64%3.59%-21.23%
BLX2024-10-292024-10-302024-11-27—32.8032.800.00%market28.57%—1.54%3.02%-1.48%
BXC2024-10-292024-10-302024-11-27—107.70107.700.00%market62.50%—15.98%3.02%12.97%
AMC2024-11-062024-11-072024-12-06—4.454.450.00%market42.86%—6.09%2.48%3.61%
DAO2024-11-142024-11-152024-12-16—5.025.020.00%market94.00%—54.98%2.89%52.08%
AMBA2024-11-262024-11-272024-12-27—79.7879.780.00%market266.67%—-8.06%-0.91%-7.15%
JOYY2024-11-262024-11-272024-12-27—35.8035.800.00%market15.80%—17.76%-0.91%18.67%
PD2024-11-262024-11-272024-12-27—21.7621.760.00%market47.06%—-18.26%-0.91%-17.35%
ASAN2024-12-052024-12-062025-01-07—20.0020.000.00%market71.43%—1.55%-3.10%4.65%
BB2024-12-192024-12-202025-01-23—3.003.000.00%market300.00%—38.80%4.81%33.99%
LAR2023-08-092024-12-302025-01-30—2.752.750.00%market391.24%—-4.56%2.92%-7.48%
AAUC2024-12-312025-01-022025-02-03—7.357.350.00%market85.62%—30.41%1.42%28.99%
CVSA2024-12-312025-01-022025-02-03—91.1191.110.00%market44.53%—14.77%1.42%13.35%
CALM2025-01-072025-01-082025-02-07—109.78109.780.00%market21.47%—-1.55%2.05%-3.60%
AMTB2025-01-222025-01-232025-02-21—24.2024.200.00%market85.19%—-6.44%-0.97%-5.47%
EAT2025-01-292025-01-302025-02-28—183.00183.000.00%market104.38%—-10.13%-1.62%-8.51%
BEP2025-01-312025-02-032025-03-04—21.5521.550.00%market72.73%—0.73%-2.67%3.40%
BEPC2025-01-312025-02-032025-03-04—25.9425.940.00%market81.82%—2.69%-2.67%5.36%
AAMI2025-02-062025-02-072025-03-10—24.8624.860.00%market26.21%—-5.11%-7.63%2.52%
AEG2025-02-202025-02-212025-03-21—6.106.100.00%market124.68%—7.67%-7.57%15.24%
ABCL2025-02-272025-02-282025-03-28—2.722.720.00%market26.67%—-15.27%-5.11%-10.17%
BRCC2025-03-032025-03-042025-04-01—2.602.600.00%market500.00%—-21.74%-3.23%-18.51%
EBS2025-03-032025-03-042025-04-01—5.565.560.00%market114.29%—-14.95%-3.23%-11.72%
GRND2025-03-072025-03-102025-04-07—14.7814.780.00%market28.57%—15.29%-11.14%26.43%
CIG2025-03-202025-03-212025-04-21—1.931.930.00%market34.55%—-10.56%-8.12%-2.45%
ABX2025-03-272025-03-282025-04-28—7.737.730.00%market23.08%—6.40%-2.60%8.99%
PVLA2025-03-312025-04-012025-04-30—28.3028.300.00%market1125.64%—-14.40%-0.52%-13.88%
SKE2025-03-312025-04-012025-04-30—10.1010.100.00%market78.57%—18.12%-0.52%18.64%
LEVI2025-04-072025-04-082025-05-07—15.7115.710.00%market36.64%—5.15%7.53%-2.38%
ALLY2025-04-172025-04-212025-05-19—31.2031.200.00%market36.76%—15.47%14.14%1.33%
CNC2025-04-252025-04-282025-05-27—57.9557.950.00%market15.08%—-0.72%7.21%-7.93%
AAT2025-04-292025-04-302025-05-29—18.6618.660.00%market15.56%—7.78%7.76%0.03%
ATRC2025-04-292025-04-302025-05-29—31.1831.180.00%market44.00%—9.10%7.76%1.34%
ACLS2025-05-062025-05-072025-06-05—55.9355.930.00%market166.67%—7.70%5.87%1.83%
GSL2025-05-192025-05-202025-06-18—26.3526.350.00%market16.74%—1.39%0.73%0.66%
JOYY2025-05-262025-05-272025-06-25—42.0042.000.00%market29.10%—20.09%3.59%16.49%
AI2025-05-282025-05-292025-06-27—26.5926.590.00%market20.39%—-9.04%3.68%-12.72%
ANF2025-05-282025-05-292025-06-27—88.4888.480.00%market16.91%—-6.71%3.68%-10.39%
CXM2025-06-042025-06-052025-07-07—9.109.100.00%market21.85%—-1.41%3.86%-5.27%
SLDE2025-05-232025-06-182025-07-18—21.0021.000.00%market71.23%—-12.58%4.87%-17.45%
CCL2025-06-242025-06-252025-07-24—25.7825.780.00%market41.93%—15.32%4.36%10.96%
ZGN2025-06-262025-06-272025-07-28—8.658.650.00%market44.93%—4.42%3.93%0.50%
GBX2025-07-012025-07-022025-07-31—53.7553.750.00%market116.28%—-15.55%2.40%-17.95%
AEHR2025-07-082025-07-092025-08-06—12.4412.440.00%market33.33%—45.94%1.61%44.33%
TCBI2025-07-172025-07-182025-08-15—91.2491.240.00%market27.34%—-8.20%2.25%-10.45%
AMTB2025-07-232025-07-242025-08-21—20.8420.840.00%market50.00%—-4.42%0.15%-4.57%
FHB2025-07-252025-07-282025-08-25—25.6025.600.00%market18.37%—-1.33%0.78%-2.12%
ACR2025-07-302025-07-312025-08-28—19.0519.050.00%market300.00%—8.99%1.48%7.51%
ADPT2025-08-052025-08-062025-09-04—12.3512.350.00%market29.17%—5.23%3.19%2.03%
AMCR2025-08-142025-08-152025-09-15—43.8043.800.00%market368.82%—-5.68%2.31%-7.99%
GDS2025-08-202025-08-212025-09-19—32.4032.400.00%market45.45%—20.05%4.31%15.74%
PDD2025-08-252025-08-262025-09-24—128.50128.500.00%market61.26%—1.71%2.94%-1.23%
BILL2025-08-272025-08-282025-09-26—44.8244.820.00%market29.27%—20.68%2.25%18.43%
AEO2025-09-032025-09-042025-10-02—17.7517.750.00%market125.00%—-4.71%3.85%-8.56%
MANU2025-09-172025-09-182025-10-16—15.4115.410.00%market55.56%—16.22%-0.19%16.41%
HTFL2025-09-192025-09-222025-10-20—32.6232.620.00%market71.83%—7.25%1.37%5.88%
THO2025-09-242025-09-252025-10-23—106.57106.570.00%market99.14%—2.11%2.10%0.01%
KNOP2025-09-252025-09-262025-10-24—9.899.890.00%market17.65%—-8.49%2.69%-11.18%
CAG2025-10-012025-10-022025-10-30—19.0919.090.00%market16.77%—-8.95%1.40%-10.35%
MS2025-10-152025-10-162025-11-13—163.09163.090.00%market33.33%—1.35%0.78%0.56%
RLI2025-10-202025-10-212025-11-18—62.0862.080.00%market16.57%—2.70%-1.69%4.39%
AA2025-10-222025-10-232025-11-20—37.6937.690.00%market85.83%—-5.13%-2.33%-2.80%
AAL2025-10-232025-10-242025-11-21—13.0013.000.00%market38.94%—-1.20%-2.58%1.38%
ACR2025-10-292025-10-302025-11-28—20.5020.500.00%market638.84%—3.26%-0.07%3.34%
ANRO2025-11-122025-11-132025-12-12—14.4514.450.00%market21.21%—4.51%0.19%4.32%
TCOM2025-11-172025-11-182025-12-17—70.9670.960.00%market236.52%—1.05%1.40%-0.35%
KC2025-11-192025-11-202025-12-19—12.2912.290.00%market120.00%—-8.17%1.14%-9.32%
AUNA2025-11-202025-11-212025-12-22—4.814.810.00%market33.33%—-5.40%4.55%-9.94%
DOO2025-03-262025-12-022025-12-31—69.3669.360.00%market20.14%—1.82%0.00%1.82%
NTSK2025-12-112025-12-122026-01-13—21.4021.400.00%market60.27%—-23.56%0.81%-24.38%
MU2025-12-172025-12-182026-01-20—256.53256.530.00%market20.71%—42.08%-0.00%42.09%
FDX2025-12-182025-12-192026-01-21—219.08219.080.00%market18.43%—12.62%1.30%11.32%
MFG2025-12-292025-12-302026-01-29—7.377.370.00%market44.72%—17.03%0.96%16.07%
FC2026-01-072026-01-082026-02-06—16.1516.150.00%market133.33%—20.48%0.26%20.22%
KBH2026-01-122026-01-132026-02-11—61.7361.730.00%market40.78%—3.35%-0.51%3.86%
PNC2026-01-162026-01-202026-02-18—219.79219.790.00%market15.37%—5.69%0.70%4.99%
BNED2026-01-202026-01-212026-02-19—8.828.820.00%market41.98%—-6.32%0.71%-7.03%
CMPR2026-01-282026-01-292026-02-27—69.1969.190.00%market21.12%—5.38%-1.49%6.87%
ADPT2026-02-052026-02-062026-03-09—17.8217.820.00%market52.63%—-16.31%-0.47%-15.84%
ACRE2026-02-102026-02-112026-03-12—5.725.720.00%market1400.00%—-13.49%-4.36%-9.13%
AERO2026-02-172026-02-182026-03-18—19.6919.690.00%market63.04%—-32.55%-3.30%-29.25%
BORR2026-02-182026-02-192026-03-19—5.665.660.00%market78.09%—-14.69%-3.52%-11.17%
AAOI2026-02-262026-02-272026-03-27—65.9365.930.00%market91.67%—48.76%-7.17%55.93%
ATAI2026-03-062026-03-092026-04-07—3.403.400.00%market58.33%—11.27%-1.08%12.35%
NTSK2026-03-112026-03-122026-04-10—9.729.720.00%market33.33%—-11.00%1.24%-12.24%
ANDG2026-03-172026-03-182026-04-16—26.2226.220.00%market53.57%—26.57%4.98%21.59%
ARX2026-03-182026-03-192026-04-17—11.7011.700.00%market43.75%—20.23%8.09%12.13%
DBI2026-03-262026-03-272026-04-27—5.545.540.00%market35.42%—36.98%11.31%25.67%
AEHR2026-04-072026-04-082026-05-06—57.3557.350.00%market28.57%—68.47%8.49%59.97%
NEOG2026-04-092026-04-102026-05-08—9.969.960.00%market125.00%—-9.34%8.26%-17.60%
ALLY2026-04-172026-04-202026-05-18—45.1345.130.00%market18.84%—-6.89%4.21%-11.11%
AGNC2026-04-202026-04-212026-05-19—10.8310.830.00%market16.57%—-6.66%3.30%-9.97%
CPAC2026-04-242026-04-272026-05-26—10.6910.690.00%market158.06%—-1.79%5.25%-7.04%
ADPT2026-05-052026-05-062026-06-04—14.6414.640.00%market18.75%—23.30%3.97%19.32%
AGO2026-05-072026-05-082026-06-08—79.0079.000.00%market66.67%—-5.49%0.58%-6.07%
MUFG2026-05-152026-05-182026-06-16—19.1919.190.00%market40.10%—5.58%1.42%4.17%
CMBT2026-05-192026-05-202026-06-18—16.7316.730.00%market378.16%—-14.01%1.50%-15.51%
ABVX2026-05-222026-05-262026-06-24—126.63126.630.00%market33.64%—-27.14%-2.24%-24.91%
CHPT2026-06-032026-06-042026-07-06—7.477.470.00%market33.33%—-16.40%-0.11%-16.29%
BMNP2026-01-132026-06-102026-07-10—88.5088.500.00%market10553.33%—-3.34%2.94%-6.28%
LZB2026-06-162026-06-172026-07-17—42.1842.180.00%market53.66%—-5.68%-1.06%-4.61%
KMX2026-06-172026-06-182026-07-20—48.3048.300.00%market35.75%—15.56%-0.76%16.31%
CBRS2026-06-232026-06-242026-07-23—208.00208.000.00%market75.55%—5.57%0.41%5.16%
EPAC2026-07-072026-07-082026-08-05—35.8235.820.00%market19.28%—3.01%3.58%-0.57%