Large beat + quality

Run 5f75d4b4 · view hypothesis

completed
Trades
106
Win rate
55.66%
Avg return
1.61%
Median return
1.54%
Avg abnormal
0.26%
Median abnormal
-0.82%
Best trade
53.06%
Worst trade
-31.49%
Sharpe (per-trade)
0.10
Max drawdown
-83.87%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023175.13%2.38%58.82%
202433-0.63%-3.19%51.52%
2025352.58%2.39%62.86%
2026210.65%0.44%47.62%
Trades (106)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEReturnBenchmarkAbnormal
CAPL2023-08-072023-08-082023-09-0618.9018.900.00%market140.00%51.28%2.97%-0.42%3.39%
HALO2023-08-082023-08-092023-09-0742.4242.420.00%market17.46%49.50%-7.93%-0.93%-7.00%
BLBD2023-08-092023-08-102023-09-0821.9021.900.00%market69.23%89.60%-1.75%-0.60%-1.16%
OPFI2023-08-092023-08-102023-09-082.352.350.00%market359.71%28.76%12.57%-0.60%13.16%
TEO2023-08-092023-08-102023-09-085.705.700.00%market25.00%75.16%-8.97%-0.60%-8.38%
LUCK2023-09-112023-09-122023-10-1010.4210.420.00%market5464.08%48.81%10.07%-2.78%12.85%
JBTM2023-09-302023-10-022023-10-30104.66104.660.00%market1291.88%32.16%-2.88%-2.59%-0.30%
KOF2023-10-242023-10-252023-11-2272.4072.400.00%market19.05%75.26%17.76%7.85%9.90%
MANH2023-10-242023-10-252023-11-22183.13183.130.00%market36.36%23.52%21.03%7.85%13.17%
SHW2023-10-242023-10-252023-11-22235.20235.200.00%market15.52%20.15%16.57%7.85%8.72%
TNET2023-10-252023-10-262023-11-24110.65110.650.00%market37.41%940.00%1.80%9.33%-7.53%
NSP2023-10-312023-11-012023-11-30105.53105.530.00%market69.77%54.14%7.59%8.87%-1.28%
NVDA2023-11-212023-11-222023-12-2149.8549.850.00%market17.65%27.79%-1.93%3.89%-5.82%
JILL2023-12-052023-12-062024-01-0526.1326.130.00%market27.87%36.69%-7.05%1.99%-9.04%
BNED2023-12-062023-12-072024-01-08130.50130.500.00%market12400.00%22.82%53.06%3.87%49.19%
BLBD2023-12-112023-12-122024-01-1124.0024.000.00%market37.50%46.55%3.13%3.19%-0.06%
LZM2023-12-142023-12-152024-01-178.738.730.00%market24.97%54.89%-28.84%0.60%-29.43%
KSPI2023-09-302024-01-192024-02-1692.5092.500.00%market30.93%23.13%3.10%4.58%-1.48%
AGYS2024-01-222024-01-232024-02-2188.4088.400.00%market34.62%33.50%-10.18%2.73%-12.90%
AAMI2024-02-012024-02-022024-03-0421.8021.800.00%market30.51%56.72%3.52%4.63%-1.11%
CLX2024-02-012024-02-022024-03-04158.50158.500.00%market100.00%175.47%-4.97%4.63%-9.60%
PBI2024-02-012024-02-022024-03-044.124.120.00%market250.00%60.73%-0.20%4.63%-4.83%
TNET2024-02-152024-02-162024-03-18118.11118.110.00%market34.45%85.90%7.42%2.22%5.20%
MAX2024-02-202024-02-212024-03-2017.1017.100.00%market76.19%22.98%17.40%5.06%12.34%
MANU2024-03-122024-03-132024-04-1114.2714.270.00%market184.22%20.83%2.53%0.17%2.36%
TSHA2024-03-192024-03-202024-04-182.952.950.00%market488.89%63.71%-18.51%-3.15%-15.35%
KMB2024-04-232024-04-242024-05-22135.66135.660.00%market23.31%61.97%-1.52%4.59%-6.11%
MANH2024-04-232024-04-242024-05-22208.49208.490.00%market18.39%22.45%7.23%4.59%2.64%
KOF2024-04-242024-04-252024-05-2396.1896.180.00%market16.67%69.80%-0.21%5.36%-5.58%
NBTX2024-04-242024-04-252024-05-235.915.910.00%market60.40%629.12%11.64%5.36%6.28%
PI2024-04-242024-04-252024-05-23130.28130.280.00%market110.00%38.81%29.13%5.36%23.76%
CLBT2024-05-232024-05-242024-06-2512.0012.000.00%market45.45%267.25%-1.95%3.22%-5.17%
IBTA2024-05-302024-05-312024-07-01104.33104.330.00%market80.00%21.08%-31.49%4.15%-35.64%
AEHR2024-07-162024-07-172024-08-1419.2619.260.00%market663.64%21.38%-29.80%-2.69%-27.10%
PAC2024-07-222024-07-232024-08-20163.30163.300.00%market24.51%232.60%0.58%0.75%-0.17%
MANH2024-07-232024-07-242024-08-21247.39247.390.00%market23.30%21.93%5.48%2.14%3.34%
TNET2024-07-262024-07-292024-08-26110.94110.940.00%market19.53%60.00%-9.09%2.71%-11.79%
PJT2024-07-302024-07-312024-08-28131.58131.580.00%market45.12%21.16%-6.62%1.70%-8.32%
CLBT2024-08-152024-08-162024-09-1614.8814.880.00%market25.00%59.29%17.54%2.07%15.47%
CHWY2024-08-282024-08-292024-09-2728.7228.720.00%market257.14%61.45%4.12%1.99%2.13%
DOCU2024-09-052024-09-062024-10-0460.2460.240.00%market20.20%45.28%5.78%4.19%1.59%
RBRK2024-09-092024-09-102024-10-0829.8529.850.00%market17.70%35.44%15.81%4.52%11.29%
MANH2024-10-222024-10-232024-11-20280.00280.000.00%market27.36%22.95%-3.21%1.59%-4.80%
BAH2024-10-252024-10-282024-11-25184.08184.080.00%market23.13%32.49%-20.09%2.57%-22.66%
FER2024-10-292024-10-302024-11-2740.3440.340.00%market751.91%23.25%1.73%3.02%-1.28%
CLX2024-10-302024-10-312024-11-29161.83161.830.00%market31.91%165.00%3.10%4.69%-1.59%
EAT2024-10-302024-10-312024-11-29103.21103.210.00%market37.68%303.15%27.96%4.69%23.27%
ZIM2024-11-202024-11-212024-12-2026.0026.000.00%market32.48%28.65%-29.85%-0.38%-29.47%
RBRK2024-12-052024-12-062025-01-0765.6865.680.00%market47.50%25.12%-2.24%-3.10%0.86%
PVLA2024-05-162024-12-102025-01-1016.4116.410.00%market58.33%40.45%-15.07%-4.11%-10.96%
EAT2025-01-292025-01-302025-02-28183.00183.000.00%market104.38%90.11%-10.13%-1.62%-8.51%
LII2025-01-292025-01-302025-02-28599.84599.840.00%market35.92%23.25%0.00%-1.62%1.62%
BEPC2025-01-312025-02-032025-03-0425.9425.940.00%market81.82%56.75%2.69%-2.67%5.36%
IT2025-02-042025-02-052025-03-06541.76541.760.00%market67.18%29.32%-11.03%-4.65%-6.38%
PJT2025-02-042025-02-052025-03-06174.42174.420.00%market59.66%27.43%-15.24%-4.65%-10.59%
FER2025-02-282025-03-032025-03-3144.4444.440.00%market1325.55%23.25%0.88%-6.17%7.05%
BBAI2025-03-062025-03-072025-04-043.533.530.00%market20.00%3944.18%-19.46%-11.49%-7.97%
GRND2025-03-072025-03-102025-04-0714.7814.780.00%market28.57%94.13%15.29%-11.14%26.43%
PRSU2025-03-112025-03-122025-04-0937.0237.020.00%market42.25%60.05%-11.65%-2.41%-9.24%
UP2025-03-112025-03-122025-04-0923.4023.400.00%market96.82%44.61%-24.13%-2.41%-21.72%
MANH2025-04-222025-04-232025-05-21178.47178.470.00%market15.53%21.45%5.12%7.85%-2.73%
TNET2025-04-252025-04-282025-05-2777.6377.630.00%market19.16%134.92%6.00%7.21%-1.21%
LTM2025-04-292025-04-302025-05-2931.7531.750.00%market93.44%37.40%18.35%7.76%10.59%
CCI2025-04-302025-05-012025-05-30105.99105.990.00%market456.40%37.03%-5.52%5.18%-10.70%
GH2025-04-302025-05-012025-05-3052.6552.650.00%market19.67%37.94%-23.05%5.18%-28.23%
VIK2025-05-202025-05-212025-06-2044.5744.570.00%market18.36%39.00%10.82%0.99%9.82%
JOYY2025-05-262025-05-272025-06-2542.0042.000.00%market29.10%29.17%20.09%3.59%16.49%
MANH2025-07-222025-07-232025-08-20245.00245.000.00%market15.93%20.37%-13.66%1.04%-14.70%
LVS2025-07-232025-07-242025-08-2151.2751.270.00%market48.78%23.15%4.17%0.15%4.02%
BWMX2025-07-242025-07-252025-08-2210.1510.150.00%market50.00%27.81%31.72%1.61%30.11%
RELX2025-07-242025-07-252025-08-2253.1553.150.00%market28.06%44.77%-9.06%1.61%-10.67%
LTM2025-07-282025-07-292025-08-2641.4341.430.00%market22.73%26.53%18.41%1.07%17.34%
UI2025-08-222025-08-252025-09-23513.01513.010.00%market58.74%39.91%27.61%2.98%24.64%
NIO2025-09-022025-09-032025-10-016.386.380.00%market16.57%426.42%19.71%4.01%15.69%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%43.50%-14.94%-0.70%-14.25%
FRMI2025-09-032025-10-012025-10-2925.0025.000.00%market68.02%354.41%14.64%3.65%10.99%
LVS2025-10-222025-10-232025-11-2054.5654.560.00%market26.42%26.67%16.15%-2.33%18.48%
CVI2025-10-292025-10-302025-11-2840.1340.130.00%market100.00%44.52%-14.15%-0.07%-14.08%
GH2025-10-292025-10-302025-11-2889.9989.990.00%market18.75%26.16%20.28%-0.07%20.35%
OPFI2025-10-292025-10-302025-11-2810.2110.210.00%market48.39%84.24%-3.24%-0.07%-3.16%
TNET2025-10-292025-10-302025-11-2858.4858.480.00%market54.17%30.91%0.01%-0.07%0.08%
PD2025-11-252025-11-262025-12-2612.9612.960.00%market32.53%50.42%1.34%1.87%-0.53%
DOO2025-05-292025-12-022025-12-3169.3669.360.00%market37.67%32.36%1.82%0.00%1.82%
ORCL2025-12-102025-12-112026-01-12190.62190.620.00%market37.80%20.48%7.18%1.46%5.71%
XZO2025-12-102025-12-112026-01-1218.2818.280.00%market19.05%26.97%23.32%1.46%21.86%
BA2026-01-272026-01-282026-02-26244.09244.090.00%market2362.05%150.72%-6.21%-1.11%-5.10%
GEV2026-01-282026-01-292026-02-27717.00717.000.00%market357.00%32.78%21.64%-1.49%23.13%
SMG2026-01-282026-01-292026-02-2762.6362.630.00%market25.96%24.97%11.76%-1.49%13.25%
SPG2026-02-022026-02-032026-03-04190.54190.540.00%market392.11%58.54%6.39%-1.59%7.98%
LTM2026-02-032026-02-042026-03-0567.7167.710.00%market25.19%35.99%-28.45%-1.31%-27.14%
ACAD2026-02-252026-02-262026-03-2623.6423.640.00%market1067.88%22.29%-9.38%-6.95%-2.43%
AUPH2026-02-262026-02-272026-03-2713.9813.980.00%market23.81%36.26%1.87%-7.17%9.05%
CQP2026-02-262026-02-272026-03-2760.7660.760.00%market114.41%40.46%6.65%-7.17%13.82%
ANAB2026-03-032026-03-042026-04-0137.3937.390.00%market77.53%133.34%0.92%-3.87%4.79%
LQDA2026-03-052026-03-062026-04-0634.6534.650.00%market87.50%32.53%8.46%-2.15%10.61%
BAK2026-03-272026-03-302026-04-283.593.590.00%market51.02%63.70%-4.38%11.18%-15.56%
GEV2026-04-222026-04-232026-05-211,147.891,147.890.00%market794.36%34.08%-9.27%4.68%-13.95%
LVS2026-04-222026-04-232026-05-2151.3251.320.00%market20.37%47.25%-3.84%4.68%-8.53%
CVLT2026-04-282026-04-292026-05-2898.4798.470.00%market17.43%195.48%12.25%6.13%6.12%
STX2026-04-282026-04-292026-05-28667.98667.980.00%market16.81%68.31%31.65%6.13%25.52%
MUSA2026-04-292026-04-302026-05-29528.61528.610.00%market35.57%20.69%-4.47%5.86%-10.33%
HAS2026-05-202026-05-212026-06-2288.4388.430.00%market22.50%30.77%-4.77%0.78%-5.55%
EMAT2026-05-222026-05-262026-06-248.208.200.00%market33.33%1778.40%-16.18%-2.24%-13.94%
CHPT2026-06-032026-06-042026-07-067.477.470.00%market33.33%474.66%-16.40%-0.11%-16.29%
ANGX2026-06-112026-06-122026-07-142.902.900.00%market41.43%33.43%40.83%1.50%39.33%
MU2026-06-242026-06-252026-07-241,233.001,233.000.00%market19.69%28.04%-25.51%0.00%-25.51%