High-quality earnings beat (profitability + surprise)
Run 5f75d5d8 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
96
Win rate
54.17%
Avg return
2.23%
Median return
1.09%
Avg abnormal
0.68%
Median abnormal
-1.25%
Best trade
66.97%
Worst trade
-37.57%
Sharpe (per-trade)
0.12
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 16 | 4.26% | 1.29% | 75.00% |
| 2024 | 30 | 1.32% | -1.63% | 46.67% |
| 2025 | 30 | 5.00% | 4.60% | 60.00% |
| 2026 | 20 | -2.18% | -2.22% | 40.00% |
Trades (96)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | 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% |
| 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% |
| TEO | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 5.70 | 5.70 | 0.00% | market | 25.00% | — | — | -8.97% | -0.60% | -8.38% |
| SPB | 2023-08-11 | 2023-08-14 | 2023-09-12 | — | 78.03 | 78.03 | 0.00% | market | 31.58% | — | — | 2.71% | 0.29% | 2.42% |
| MSGE | 2023-08-18 | 2023-08-21 | 2023-09-19 | — | 32.56 | 32.56 | 0.00% | market | 25.40% | — | — | 1.40% | 1.18% | 0.22% |
| 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% |
| JBTM | 2023-09-30 | 2023-10-02 | 2023-10-30 | — | 104.66 | 104.66 | 0.00% | market | 1291.88% | — | — | -2.88% | -2.59% | -0.30% |
| 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% |
| NSP | 2023-10-31 | 2023-11-01 | 2023-11-30 | — | 105.53 | 105.53 | 0.00% | market | 69.77% | — | — | 7.59% | 8.87% | -1.28% |
| MAX | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | — | — | 6.65% | 7.62% | -0.97% |
| MUSA | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 367.00 | 367.00 | 0.00% | market | 20.53% | — | — | 0.79% | 7.62% | -6.84% |
| SUN | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 51.15 | 51.15 | 0.00% | market | 134.13% | — | — | 5.08% | 7.62% | -2.54% |
| VSTS | 2023-11-29 | 2023-11-30 | 2023-12-29 | — | 18.29 | 18.29 | 0.00% | market | 281.25% | — | — | 15.38% | 4.35% | 11.03% |
| 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% |
| LZM | 2023-12-14 | 2023-12-15 | 2024-01-17 | — | 8.73 | 8.73 | 0.00% | market | 24.97% | — | — | -28.84% | 0.60% | -29.43% |
| 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% |
| 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% |
| PBI | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 4.12 | 4.12 | 0.00% | market | 250.00% | — | — | -0.20% | 4.63% | -4.83% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-03-07 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | — | — | 6.25% | 3.73% | 2.52% |
| ASND | 2024-02-07 | 2024-02-08 | 2024-03-08 | — | 140.82 | 140.82 | 0.00% | market | 24.14% | — | — | 3.92% | 2.73% | 1.18% |
| 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% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-04-16 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | — | — | -17.56% | -2.04% | -15.52% |
| TSHA | 2024-03-19 | 2024-03-20 | 2024-04-18 | — | 2.95 | 2.95 | 0.00% | market | 488.89% | — | — | -18.51% | -3.15% | -15.35% |
| NBTX | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 5.91 | 5.91 | 0.00% | market | 60.40% | — | — | 11.64% | 5.36% | 6.28% |
| 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% |
| BALL | 2024-04-26 | 2024-04-29 | 2024-05-28 | — | 70.25 | 70.25 | 0.00% | market | 23.64% | — | — | -4.17% | 3.87% | -8.04% |
| ALNY | 2024-05-02 | 2024-05-03 | 2024-06-03 | — | 154.41 | 154.41 | 0.00% | market | 85.71% | — | — | -2.76% | 3.26% | -6.02% |
| AMRX | 2024-05-03 | 2024-05-06 | 2024-06-04 | — | 6.82 | 6.82 | 0.00% | market | 55.56% | — | — | -2.25% | 2.85% | -5.10% |
| CLBT | 2024-05-23 | 2024-05-24 | 2024-06-25 | — | 12.00 | 12.00 | 0.00% | market | 45.45% | — | — | -1.95% | 3.22% | -5.17% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-07-12 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | — | — | -7.64% | 3.39% | -11.03% |
| 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% |
| ALNY | 2024-08-01 | 2024-08-02 | 2024-08-30 | — | 260.18 | 260.18 | 0.00% | market | 152.34% | — | — | 0.76% | 5.21% | -4.45% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-30 | — | 28.23 | 28.23 | 0.00% | market | 16.13% | — | — | 14.71% | 5.21% | 9.50% |
| CPS | 2024-08-01 | 2024-08-02 | 2024-08-30 | — | 13.26 | 13.26 | 0.00% | market | 69.38% | — | — | 16.32% | 5.21% | 11.10% |
| PWP | 2024-08-02 | 2024-08-05 | 2024-09-03 | — | 16.43 | 16.43 | 0.00% | market | 152.94% | — | — | 12.76% | 7.90% | 4.86% |
| 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% |
| DOCU | 2024-09-05 | 2024-09-06 | 2024-10-04 | — | 60.24 | 60.24 | 0.00% | market | 20.20% | — | — | 5.78% | 4.19% | 1.59% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-10-08 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | — | — | 15.81% | 4.52% | 11.29% |
| EAT | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 103.21 | 103.21 | 0.00% | market | 37.68% | — | — | 27.96% | 4.69% | 23.27% |
| DDL | 2024-11-06 | 2024-11-07 | 2024-12-06 | — | 4.43 | 4.43 | 0.00% | market | 266.67% | — | — | -0.65% | 2.48% | -3.14% |
| GH | 2024-11-06 | 2024-11-07 | 2024-12-06 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | — | — | 13.63% | 2.48% | 11.15% |
| AVAH | 2024-11-07 | 2024-11-08 | 2024-12-09 | — | 5.77 | 5.77 | 0.00% | market | 253.98% | — | — | -9.39% | 1.43% | -10.81% |
| BAK | 2024-11-07 | 2024-11-08 | 2024-12-09 | — | 5.67 | 5.67 | 0.00% | market | 300.00% | — | — | -15.01% | 1.43% | -16.44% |
| RBRK | 2024-12-05 | 2024-12-06 | 2025-01-07 | — | 65.68 | 65.68 | 0.00% | market | 47.50% | — | — | -2.24% | -3.10% | 0.86% |
| PVLA | 2024-05-16 | 2024-12-10 | 2025-01-10 | — | 16.41 | 16.41 | 0.00% | market | 58.33% | — | — | -15.07% | -4.11% | -10.96% |
| 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% |
| KD | 2025-02-03 | 2025-02-04 | 2025-03-05 | — | 37.06 | 37.06 | 0.00% | market | 25.03% | — | — | 0.12% | -2.47% | 2.59% |
| LUMN | 2025-02-04 | 2025-02-05 | 2025-03-06 | — | 5.49 | 5.49 | 0.00% | market | 280.00% | — | — | -8.58% | -4.65% | -3.93% |
| UBER | 2025-02-05 | 2025-02-06 | 2025-03-07 | — | 65.67 | 65.67 | 0.00% | market | 542.00% | — | — | 15.94% | -4.96% | 20.90% |
| CAR | 2025-02-11 | 2025-02-12 | 2025-03-13 | — | 88.60 | 88.60 | 0.00% | market | 54.00% | — | — | -37.57% | -7.97% | -29.60% |
| BBAI | 2025-03-06 | 2025-03-07 | 2025-04-04 | — | 3.53 | 3.53 | 0.00% | market | 20.00% | — | — | -19.46% | -11.49% | -7.97% |
| UP | 2025-03-11 | 2025-03-12 | 2025-04-09 | — | 23.40 | 23.40 | 0.00% | market | 96.82% | — | — | -24.13% | -2.41% | -21.72% |
| RBRK | 2025-03-13 | 2025-03-14 | 2025-04-11 | — | 67.80 | 67.80 | 0.00% | market | 53.70% | — | — | -13.16% | -3.99% | -9.18% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-28 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | — | — | 66.97% | -2.60% | 69.57% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | — | — | 60.08% | 7.21% | 52.87% |
| 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% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-30 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | — | — | -23.05% | 5.18% | -28.23% |
| LYV | 2025-05-01 | 2025-05-02 | 2025-06-02 | — | 131.68 | 131.68 | 0.00% | market | 21.32% | — | — | 5.02% | 4.95% | 0.06% |
| WK | 2025-05-01 | 2025-05-02 | 2025-06-02 | — | 71.00 | 71.00 | 0.00% | market | 100.00% | — | — | -3.89% | 4.95% | -8.84% |
| JOYY | 2025-05-26 | 2025-05-27 | 2025-06-25 | — | 42.00 | 42.00 | 0.00% | market | 29.10% | — | — | 20.09% | 3.59% | 16.49% |
| RBRK | 2025-06-05 | 2025-06-06 | 2025-07-08 | — | 102.80 | 102.80 | 0.00% | market | 53.32% | — | — | -15.70% | 3.62% | -19.32% |
| HCM | 2025-07-02 | 2025-07-03 | 2025-08-01 | — | 15.57 | 15.57 | 0.00% | market | 525.93% | — | — | 10.72% | -0.12% | 10.84% |
| 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% |
| QURE | 2025-07-29 | 2025-07-30 | 2025-08-27 | — | 14.86 | 14.86 | 0.00% | market | 22.47% | — | — | 5.79% | 1.68% | 4.11% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-28 | — | 44.86 | 44.86 | 0.00% | market | 15.38% | — | — | 43.51% | 1.48% | 42.03% |
| LUMN | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 4.02 | 4.02 | 0.00% | market | 87.50% | — | — | 23.43% | 2.99% | 20.44% |
| TDAY | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 3.73 | 3.73 | 0.00% | market | 509.09% | — | — | 9.99% | 2.99% | 6.99% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-10-01 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | — | — | 19.71% | 4.01% | 15.69% |
| FRMI | 2025-09-03 | 2025-10-01 | 2025-10-29 | — | 25.00 | 25.00 | 0.00% | market | 68.02% | — | — | 14.64% | 3.65% | 10.99% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | — | — | 20.28% | -0.07% | 20.35% |
| TNET | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 58.48 | 58.48 | 0.00% | market | 54.17% | — | — | 0.01% | -0.07% | 0.08% |
| WOLF | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 25.94 | 25.94 | 0.00% | market | 22.90% | — | — | -22.02% | -0.07% | -21.95% |
| LUMN | 2025-10-30 | 2025-10-31 | 2025-12-01 | — | 8.70 | 8.70 | 0.00% | market | 35.48% | — | — | -4.91% | -0.70% | -4.22% |
| ALM | 2025-11-03 | 2025-11-04 | 2025-12-03 | — | 6.07 | 6.07 | 0.00% | market | 2012.70% | — | — | 9.85% | 1.15% | 8.70% |
| 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% |
| BAH | 2026-01-23 | 2026-01-26 | 2026-02-24 | — | 103.00 | 103.00 | 0.00% | market | 34.09% | — | — | -26.70% | -0.45% | -26.25% |
| 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% |
| 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% |
| GEV | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 717.00 | 717.00 | 0.00% | market | 357.00% | — | — | 21.64% | -1.49% | 23.13% |
| SMG | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 62.63 | 62.63 | 0.00% | market | 25.96% | — | — | 11.76% | -1.49% | 13.25% |
| BEAM | 2026-02-24 | 2026-02-25 | 2026-03-25 | — | 33.00 | 33.00 | 0.00% | market | 91.15% | — | — | -30.14% | -4.83% | -25.31% |
| ACAD | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 23.64 | 23.64 | 0.00% | market | 1067.88% | — | — | -9.38% | -6.95% | -2.43% |
| SITC | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 6.72 | 6.72 | 0.00% | market | 120.83% | — | — | -21.93% | -7.17% | -14.75% |
| DK | 2026-02-27 | 2026-03-02 | 2026-03-30 | — | 38.77 | 38.77 | 0.00% | market | 327.14% | — | — | 17.75% | -6.89% | 24.64% |
| AIV | 2026-03-02 | 2026-03-03 | 2026-03-31 | — | 4.36 | 4.36 | 0.00% | market | 1063.64% | — | — | -6.85% | -3.66% | -3.19% |
| BAK | 2026-03-27 | 2026-03-30 | 2026-04-28 | — | 3.59 | 3.59 | 0.00% | market | 51.02% | — | — | -4.38% | 11.18% | -15.56% |
| GEV | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 1,147.89 | 1,147.89 | 0.00% | market | 794.36% | — | — | -9.27% | 4.68% | -13.95% |
| 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% |
| PRCH | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 10.10 | 10.10 | 0.00% | market | 60.00% | — | — | 2.18% | 6.13% | -3.96% |
| MUSA | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 528.61 | 528.61 | 0.00% | market | 35.57% | — | — | -4.47% | 5.86% | -10.33% |
| TNET | 2026-04-30 | 2026-05-01 | 2026-06-01 | — | 46.00 | 46.00 | 0.00% | market | 34.78% | — | — | 6.15% | 5.17% | 0.98% |
| BAH | 2026-05-22 | 2026-05-26 | 2026-06-24 | — | 80.03 | 80.03 | 0.00% | market | 34.85% | — | — | -21.88% | -2.24% | -19.64% |
| DOO | 2026-05-28 | 2026-05-29 | 2026-06-29 | — | 57.57 | 57.57 | 0.00% | market | 77.33% | — | — | 7.95% | -1.97% | 9.92% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-07-06 | — | 7.47 | 7.47 | 0.00% | market | 33.33% | — | — | -16.40% | -0.11% | -16.29% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-07-14 | — | 2.90 | 2.90 | 0.00% | market | 41.43% | — | — | 40.83% | 1.50% | 39.33% |