Large beat + not expensive

Run 5f75d43b · view hypothesis

completed
Trades
120
Win rate
42.50%
Avg return
1.20%
Median return
-1.20%
Avg abnormal
-0.26%
Median abnormal
-2.50%
Best trade
93.02%
Worst trade
-51.15%
Sharpe (per-trade)
0.06
Max drawdown
-96.23%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023175.84%2.70%52.94%
2024424.24%1.93%47.62%
202542-2.30%-2.75%40.48%
202619-1.97%-2.24%26.32%
Trades (120)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/E after earn.ReturnBenchmarkAbnormal
ACCO2023-08-082023-08-092023-09-076.076.070.00%market31.03%15.97-13.71%-0.93%-12.78%
BHF2023-08-082023-08-092023-09-0754.6054.600.00%market16.34%13.22-10.68%-0.93%-9.75%
HRTG2023-08-082023-08-092023-09-075.005.000.00%market172.73%16.67-10.00%-0.93%-9.07%
INSW2023-08-092023-08-102023-09-0846.3146.310.00%market18.18%14.84-6.33%-0.60%-5.74%
OPFI2023-08-092023-08-102023-09-082.352.350.00%market359.71%12.3712.57%-0.60%13.16%
LUCK2023-09-112023-09-122023-10-1010.4210.420.00%market5464.08%14.3710.07%-2.78%12.85%
JBTM2023-09-302023-10-022023-10-30104.66104.660.00%market1291.88%7.63-2.88%-2.59%-0.30%
MCB2023-10-192023-10-202023-11-1734.2534.250.00%market20.86%17.399.61%5.82%3.79%
GM2023-10-242023-10-252023-11-2228.5528.550.00%market21.28%12.52-1.78%7.85%-9.63%
MAT2023-10-252023-10-262023-11-2416.8016.800.00%market24.14%15.5611.53%9.33%2.20%
BFH2023-10-262023-10-272023-11-2727.1027.100.00%market49.14%7.83-1.23%9.73%-10.96%
NWL2023-10-272023-10-302023-11-286.526.520.00%market69.57%16.7216.21%10.00%6.21%
BZH2023-11-162023-11-172023-12-1830.5030.500.00%market29.50%16.941.77%4.83%-3.06%
SUPV2023-11-272023-11-282023-12-273.353.350.00%market33.18%9.5726.67%4.94%21.73%
VSTS2023-11-292023-11-302023-12-2918.2918.290.00%market281.25%14.9915.38%4.35%11.03%
POWL2023-12-052023-12-062024-01-0530.1630.160.00%market57.26%15.47-11.01%1.99%-12.99%
BNED2023-12-062023-12-072024-01-08130.50130.500.00%market12400.00%2.3753.06%3.87%49.19%
POWL2024-01-302024-01-312024-02-2933.4233.420.00%market135.71%16.8884.57%3.98%80.59%
TEVA2024-01-312024-02-012024-03-0112.1712.170.00%market33.33%12.1710.73%5.82%4.91%
LPG2024-02-012024-02-022024-03-0437.1037.100.00%market53.22%14.16-6.05%4.63%-10.67%
PIPR2024-02-022024-02-052024-03-0546.9546.950.00%market54.41%11.650.89%2.73%-1.84%
AIZN2024-02-062024-02-072024-03-0720.6020.600.00%market23.12%4.505.38%3.73%1.65%
BMA2024-02-292024-03-012024-04-0139.9239.920.00%market225.50%2.4622.90%2.59%20.31%
ENIC2024-02-292024-03-012024-04-013.023.020.00%market40.78%10.41-1.86%2.59%-4.45%
ELPC2024-03-012024-03-042024-04-027.267.260.00%market401.25%9.02-7.50%1.33%-8.83%
BBAR2024-03-052024-03-062024-04-046.676.670.00%market555.56%11.3129.19%0.49%28.69%
AMPY2024-03-062024-03-072024-04-056.336.330.00%market463.16%5.928.17%1.03%7.14%
MNR2024-04-012024-04-022024-04-3019.3019.300.00%market18.48%17.716.79%-3.14%9.93%
HAFN2023-08-252024-04-032024-05-017.157.150.00%market19.52%17.026.79%-3.36%10.15%
SLG2024-04-172024-04-182024-05-1650.8350.830.00%market32.33%16.564.40%5.32%-0.92%
GM2024-04-232024-04-242024-05-2245.3145.310.00%market21.86%17.29-3.16%4.59%-7.75%
SFB2024-04-242024-04-252024-05-2321.7921.790.00%market51.64%14.720.21%5.36%-5.15%
STLA2024-04-302024-05-012024-05-3022.6122.610.00%market23.69%7.34-1.79%4.23%-6.03%
EBS2024-05-012024-05-022024-05-312.952.950.00%market168.60%5.0093.02%4.61%88.41%
DXC2024-05-162024-05-172024-06-1715.8715.870.00%market17.15%16.3612.91%3.46%9.45%
BMA2024-05-232024-05-242024-06-2557.8757.870.00%market130.28%11.530.80%3.22%-2.41%
APPS2024-05-282024-05-292024-06-272.002.000.00%market82.37%16.67-25.70%3.94%-29.64%
ONIT2024-02-272024-06-042024-07-0325.2625.260.00%market32.11%17.54-7.25%4.75%-12.00%
ONIT2024-05-022024-06-042024-07-0325.2625.260.00%market46.22%14.52-7.25%4.75%-12.00%
DTB2024-07-242024-07-252024-08-2219.8119.810.00%market18.18%13.851.97%2.75%-0.78%
DTW2024-07-242024-07-252024-08-2223.5123.510.00%market18.18%16.440.35%2.75%-2.39%
RNR2024-07-242024-07-252024-08-22217.28217.280.00%market15.98%17.5113.59%2.75%10.85%
BTI2024-07-252024-07-262024-08-2335.0535.050.00%market16.44%13.754.45%3.66%0.79%
CUBB2024-07-252024-07-262024-08-2320.0020.000.00%market16.08%12.05-2.65%3.66%-6.31%
BBAR2024-08-212024-08-222024-09-2010.0110.010.00%market134.62%16.4118.18%1.01%17.17%
WB2024-08-222024-08-232024-09-237.837.830.00%market17.07%16.31-1.09%1.81%-2.91%
HAFN2024-08-232024-08-262024-09-247.927.920.00%market21.43%15.53-5.25%1.44%-6.69%
WDS2024-08-272024-08-282024-09-2618.1118.110.00%market33.07%17.93-7.65%1.98%-9.63%
DEC2024-08-292024-08-302024-09-3012.2512.250.00%market9233.33%4.47-7.30%2.32%-9.62%
FGN2024-09-302024-10-012024-10-2927.2127.210.00%market42.20%17.55-1.12%1.46%-2.58%
DB2024-10-232024-10-242024-11-2117.0917.090.00%market73.21%17.62-1.90%2.36%-4.26%
MAT2024-10-232024-10-242024-11-2118.4418.440.00%market20.00%16.18-0.53%2.36%-2.89%
DTB2024-10-242024-10-252024-11-2220.6220.620.00%market18.09%9.29-5.78%2.41%-8.18%
DTG2024-10-242024-10-252024-11-2221.1421.140.00%market22.34%9.19-8.76%2.41%-11.17%
HLF2024-10-302024-10-312024-11-297.297.290.00%market62.86%12.796.38%4.69%1.70%
ZIM2024-11-202024-11-212024-12-2026.0026.000.00%market32.48%2.78-29.85%-0.38%-29.47%
HAFN2024-11-272024-11-292024-12-305.725.720.00%market27.27%13.62-5.10%-1.91%-3.19%
BWLP2024-12-022024-12-032025-01-0212.0012.000.00%market71.29%15.19-0.95%-3.11%2.16%
PVLA2023-08-112024-12-102025-01-1016.4116.410.00%market128.88%4.53-15.07%-4.11%-10.96%
XIFR2023-12-312025-01-062025-02-0518.9418.940.00%market192.75%15.78-51.15%1.33%-52.48%
XIFR2025-01-282025-01-292025-02-2711.4811.480.00%market37.50%11.60-23.20%-3.09%-20.10%
PIPR2025-01-312025-02-032025-03-0478.0978.090.00%market20.30%16.27-16.30%-2.67%-13.63%
APOS2025-02-042025-02-052025-03-0626.9326.930.00%market17.46%12.13-1.17%-4.65%3.48%
KMPB2025-02-052025-02-062025-03-0723.4023.400.00%market32.84%13.15-0.88%-4.96%4.08%
AIZN2025-02-112025-02-122025-03-1320.5120.510.00%market15.98%4.28-4.98%-7.97%3.00%
MARA2025-02-262025-02-272025-03-2714.2114.210.00%market487.50%11.46-4.21%-4.99%0.78%
HUT2025-03-032025-03-042025-04-0113.4213.420.00%market905.56%9.26-0.95%-3.23%2.29%
GGAL2025-03-062025-03-072025-04-0458.4158.410.00%market296.36%13.40-17.61%-11.49%-6.12%
M2025-03-062025-03-072025-04-0413.1313.130.00%market16.13%7.29-13.53%-11.49%-2.03%
ZIM2025-03-122025-03-132025-04-1019.4419.440.00%market34.29%4.17-35.39%-6.07%-29.31%
PVLA2025-03-312025-04-012025-04-3028.3028.300.00%market1125.64%7.08-14.40%-0.52%-13.88%
BMA2025-04-022025-04-032025-05-0272.6072.600.00%market268.88%8.1714.40%3.97%10.43%
AA2025-04-162025-04-172025-05-1623.8023.800.00%market27.98%11.0723.33%12.61%10.71%
GHG2025-04-162025-04-172025-05-162.102.100.00%market42.84%15.44-3.53%12.61%-16.15%
BFH2025-04-242025-04-252025-05-2348.2548.250.00%market36.19%16.874.63%5.94%-1.31%
BIPC2025-04-292025-04-302025-05-2936.4336.430.00%market71.58%11.177.71%7.76%-0.05%
PIPR2025-05-022025-05-052025-06-0361.2761.270.00%market54.34%14.984.30%5.96%-1.65%
GSL2025-05-192025-05-202025-06-1826.3526.350.00%market16.74%9.941.39%0.73%0.66%
ZIM2025-05-192025-05-202025-06-1819.1019.100.00%market31.02%7.80-7.43%0.73%-8.16%
EVTL2025-06-102025-06-112025-07-115.825.820.00%market2165.00%0.70-15.84%3.22%-19.05%
GHG2025-06-232025-06-242025-07-232.072.070.00%market90.25%14.9921.06%4.94%16.11%
HCM2025-07-022025-07-032025-08-0115.5715.570.00%market525.93%11.5310.72%-0.12%10.84%
CALM2025-07-222025-07-232025-08-20113.18113.180.00%market90.27%16.080.70%1.04%-0.34%
AAL2025-07-242025-07-252025-08-2211.5511.550.00%market21.79%12.1617.12%1.61%15.51%
SHG2025-07-252025-07-282025-08-2548.6748.670.00%market91.48%11.40-2.01%0.78%-2.79%
STRK2025-07-302025-07-312025-08-28104.80104.800.00%market33324.86%3.21-9.12%1.48%-10.60%
BTE2025-07-312025-08-012025-08-292.052.050.00%market263.61%13.968.58%2.99%5.59%
CDLR2025-08-262025-08-272025-09-2521.5521.550.00%market247.54%10.17-4.19%2.09%-6.28%
DBI2025-09-092025-09-102025-10-084.334.330.00%market54.55%12.74-19.60%2.98%-22.58%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%1.60-14.94%-0.70%-14.25%
GHG2025-09-302025-10-012025-10-292.172.170.00%market153.61%7.81-7.11%3.65%-10.76%
BFH2025-10-232025-10-242025-11-2166.4666.460.00%market90.52%16.53-2.85%-2.58%-0.27%
CUBB2025-10-232025-10-242025-11-2120.7520.750.00%market15.79%9.432.16%-2.58%4.74%
CYH2025-10-232025-10-242025-11-213.703.700.00%market557.44%2.91-15.88%-2.58%-13.30%
BSBR2025-10-272025-10-282025-11-255.455.450.00%market180.92%10.8613.93%-1.75%15.68%
FOR2025-10-282025-10-292025-11-2628.3928.390.00%market34.92%16.70-9.36%-1.31%-8.05%
DLNG2025-11-202025-11-212025-12-223.733.730.00%market16.13%10.363.29%4.55%-1.26%
ZIM2025-11-202025-11-212025-12-2216.5616.560.00%market33.16%16.2419.85%4.55%15.30%
BMNR2025-11-212025-11-242025-12-2326.9426.940.00%market13720.00%1.9810.34%3.81%6.53%
HOV2025-12-042025-12-052026-01-06103.14103.140.00%market846.03%17.31-2.90%0.92%-3.82%
KEP2025-12-182025-12-192026-01-2116.7716.770.00%market28.66%7.9538.50%1.30%37.20%
DXC2026-01-292026-01-302026-03-0212.6512.650.00%market15.52%13.18-3.84%-0.78%-3.05%
FCNCN2025-01-242026-01-302026-03-0224.9224.920.00%market15.76%0.550.16%-0.78%0.94%
FPH2026-01-292026-01-302026-03-025.105.100.00%market875.00%16.459.80%-0.78%10.58%
RITM2026-02-032026-02-042026-03-0510.9610.960.00%market34.55%14.81-10.97%-1.31%-9.66%
ALL2026-02-042026-02-052026-03-06212.44212.440.00%market45.57%14.85-0.26%-1.26%1.00%
AES2026-03-022026-03-032026-03-3114.1914.190.00%market30.65%17.52-0.90%-3.66%2.76%
AIV2026-03-022026-03-032026-03-314.364.360.00%market1063.64%4.11-6.85%-3.66%-3.19%
PSFE2026-03-032026-03-042026-04-017.527.520.00%market27.78%16.35-10.97%-3.87%-7.10%
BBWI2026-03-042026-03-052026-04-0223.3623.360.00%market15.82%11.40-20.71%-3.85%-16.86%
HRTG2026-03-092026-03-102026-04-0827.7327.730.00%market33.54%12.90-4.20%-0.25%-3.95%
SLM2026-04-232026-04-242026-05-2223.0423.040.00%market35.09%14.96-4.06%4.91%-8.97%
CNC2026-04-282026-04-292026-05-2850.5850.580.00%market51.12%15.0116.27%6.13%10.14%
SSTK2026-04-282026-04-292026-05-2817.3017.300.00%market67.50%12.91-10.37%6.13%-16.51%
CLVT2026-04-292026-04-302026-05-292.832.830.00%market28.57%15.72-10.80%5.86%-16.66%
F2026-04-292026-04-302026-05-2911.5511.550.00%market230.00%17.5050.80%5.86%44.94%
TEN2026-05-212026-05-222026-06-2345.3645.360.00%market31.40%16.68-9.48%-1.70%-7.78%
AZUL2026-05-122026-05-282026-06-269.039.030.00%market233.48%6.020.80%-2.83%3.63%
DSX2026-05-282026-05-292026-06-292.462.460.00%market1472.94%10.37-18.49%-1.97%-16.52%
BMNP2026-01-132026-06-102026-07-1088.5088.500.00%market10553.33%5.54-3.34%2.94%-6.28%