Forward-looking add-ons 2

Run 5f75d65c · view hypothesis

completed
Trades
168
Win rate
54.17%
Avg return
2.65%
Median return
1.49%
Avg abnormal
1.24%
Median abnormal
-0.24%
Best trade
84.28%
Worst trade
-36.97%
Sharpe (per-trade)
0.16
Max drawdown
-71.82%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202325-0.72%-2.01%48.00%
2024563.01%1.25%55.36%
2025584.04%2.92%53.45%
2026292.07%0.68%58.62%
Trades (168)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
ASTH2023-08-072023-08-082023-09-0637.6737.670.00%market12.40%17.86%-17.61%-0.42%-17.20%
DK2023-08-072023-08-082023-09-0627.2727.270.00%market51.52%40.14%1.23%-0.42%1.65%
EVCM2023-08-072023-08-082023-09-0611.3611.360.00%market137.50%324.00%-10.76%-0.42%-10.35%
KD2023-08-072023-08-082023-09-0614.5014.500.00%market32.01%73.33%15.66%-0.42%16.08%
KNTK2023-08-072023-08-082023-09-0634.5934.590.00%market28.12%15.77%-3.73%-0.42%-3.31%
AEO2023-09-062023-09-072023-10-0517.4317.430.00%market56.25%92.72%-7.26%-4.20%-3.06%
WLY2023-09-072023-09-082023-10-0635.4535.450.00%market550.00%107.41%-3.53%-3.45%-0.08%
WLYB2023-09-072023-09-082023-10-0636.2736.270.00%market550.00%107.41%3.00%-3.45%6.45%
KEP2023-09-082023-09-112023-10-096.746.740.00%market12.09%58082.26%-4.95%-3.56%-1.39%
IREN2023-09-132023-09-142023-10-124.524.520.00%market27.94%89.66%-31.62%-3.43%-28.18%
AEHR2023-10-052023-10-062023-11-0338.7538.750.00%market12.50%1058.83%-36.97%3.01%-39.99%
LW2023-10-052023-10-062023-11-0397.3997.390.00%market49.54%28.12%-3.59%3.01%-6.60%
AZZ2023-10-102023-10-112023-11-0849.5049.500.00%market17.59%64.44%-6.56%0.37%-6.93%
PGR2023-10-132023-10-162023-11-13156.04156.040.00%market22.22%16.26%3.57%1.47%2.10%
RLI2023-10-232023-10-242023-11-2166.3366.330.00%market520.00%140.07%3.24%7.24%-4.01%
AAMI2023-11-022023-11-032023-12-0415.8815.880.00%market52.54%31.11%12.58%5.44%7.15%
ACIW2023-11-022023-11-032023-12-0423.3523.350.00%market333.33%86.15%18.00%5.44%12.56%
ATEN2023-11-072023-11-082023-12-0711.8211.820.00%market23.08%60.30%6.06%4.73%1.33%
CEPU2023-11-122023-11-132023-12-126.176.170.00%market244.23%24905.80%49.72%5.66%44.06%
ENLT2023-11-202023-11-212023-12-2015.9215.920.00%market44.44%384.49%23.61%3.33%20.28%
SIG2023-12-052023-12-062024-01-0592.2992.290.00%market33.33%2554.87%7.05%1.99%5.06%
GME2023-12-062023-12-072024-01-0813.7113.710.00%market88.72%3006.40%14.97%3.87%11.10%
OLLI2023-12-062023-12-072024-01-0876.4576.450.00%market13.33%126.51%-7.68%3.87%-11.55%
LZM2023-12-142023-12-152024-01-178.738.730.00%market24.97%29.24%-28.84%0.60%-29.43%
KMX2023-12-212023-12-222024-01-2477.9477.940.00%market20.93%203.16%-13.66%2.43%-16.09%
FC2024-01-042024-01-052024-02-0539.0039.000.00%market89.47%336.53%0.18%5.36%-5.18%
ACI2024-01-092024-01-102024-02-0823.1523.150.00%market19.70%99.55%-7.98%5.10%-13.07%
AEHR2024-01-092024-01-102024-02-0818.7718.770.00%market21.05%583.26%-10.54%5.10%-15.63%
GS2024-01-162024-01-172024-02-14375.20375.200.00%market56.13%59.02%0.56%5.67%-5.11%
ERIC2024-01-232024-01-242024-02-225.895.890.00%market14.29%39.62%-7.50%4.04%-11.54%
MFG2024-02-022024-02-052024-03-053.773.770.00%market50.00%1324.80%2.19%2.73%-0.54%
ASND2024-02-072024-02-082024-03-08140.82140.820.00%market24.14%10.63%3.92%2.73%1.18%
CENT2024-02-072024-02-082024-03-0847.4947.490.00%market105.88%7545.80%-13.36%2.73%-16.10%
AMX2024-02-132024-02-142024-03-1417.0617.060.00%market13.79%1818.04%13.40%3.66%9.74%
CWH2024-02-212024-02-222024-03-2124.9824.980.00%market12.96%20.52%2.36%3.61%-1.25%
BBAR2024-03-052024-03-062024-04-046.676.670.00%market555.56%36234.32%29.19%0.49%28.69%
NX2024-03-072024-03-082024-04-0835.3235.320.00%market63.64%194.44%9.09%0.63%8.45%
VHI2024-03-072024-03-082024-04-0814.4614.460.00%market180.00%494.29%11.56%0.63%10.92%
LEN2024-03-132024-03-142024-04-12161.80161.800.00%market16.82%25.76%-1.37%-1.18%-0.19%
JILL2024-03-202024-03-212024-04-1926.9826.980.00%market4500.00%374.88%-5.69%-5.39%-0.29%
RPM2024-04-042024-04-052024-05-03112.06112.060.00%market13.04%199.27%-2.73%-0.62%-2.12%
GBX2024-04-052024-04-082024-05-0653.5853.580.00%market19.77%11.33%-2.96%-0.50%-2.47%
JD2024-04-082024-04-092024-05-0726.1026.100.00%market23.44%690.41%22.90%-0.65%23.55%
STT2024-04-122024-04-152024-05-1376.4776.470.00%market12.67%19.90%-0.61%1.12%-1.73%
ALK2024-04-182024-04-192024-05-1744.7744.770.00%market12.38%362.38%-3.51%6.01%-9.51%
ACA2024-05-022024-05-032024-06-0380.4380.430.00%market40.38%13.97%6.97%3.26%3.72%
ADNT2024-05-032024-05-062024-06-0427.7027.700.00%market38.46%15.54%1.35%2.85%-1.50%
COHR2024-05-062024-05-072024-06-0561.0061.000.00%market23.60%13.74%9.23%3.31%5.92%
BAP2024-05-102024-05-132024-06-11174.60174.600.00%market14.22%259.89%-9.93%2.75%-12.68%
BIDU2024-05-162024-05-172024-06-17111.06111.060.00%market20.00%569.95%-17.89%3.46%-21.35%
GCO2024-05-312024-06-032024-07-0228.6528.650.00%market21.05%46.90%-18.35%3.78%-22.13%
GTLB2024-06-032024-06-042024-07-0346.9046.900.00%market179.07%230.29%13.17%4.75%8.42%
GWRE2024-06-042024-06-052024-07-05123.59123.590.00%market95.64%109.13%12.55%4.50%8.05%
CASY2024-06-112024-06-122024-07-12363.00363.000.00%market36.05%92.31%3.50%3.39%0.11%
CCL2024-06-252024-06-262024-07-2517.9017.900.00%market765.46%971.30%-4.67%-0.97%-3.70%
BNED2024-07-012024-07-022024-07-316.336.330.00%market81.29%114.06%67.89%1.31%66.58%
PGR2024-07-162024-07-172024-08-14214.80214.800.00%market29.27%39.06%8.90%-2.69%11.59%
AA2024-07-172024-07-182024-08-1536.7036.700.00%market107.79%55.79%-12.76%-0.97%-11.79%
SYF2024-07-172024-07-182024-08-1551.7451.740.00%market14.81%16.65%-11.51%-0.97%-10.53%
DTB2024-07-242024-07-252024-08-2219.8119.810.00%market18.18%31.26%1.97%2.75%-0.78%
EA2024-07-302024-07-312024-08-28151.00151.000.00%market25.18%291.05%-1.31%1.70%-3.01%
OUST2024-08-132024-08-142024-09-129.129.120.00%market14.52%50.00%-32.88%2.99%-35.87%
AAUC2023-12-312024-08-152024-09-136.896.890.00%market26.00%138.10%-0.49%2.28%-2.77%
IFS2024-08-142024-08-152024-09-1322.7922.790.00%market17.54%345.12%7.39%2.28%5.11%
BBAR2024-08-212024-08-222024-09-2010.0110.010.00%market134.62%71531.15%18.18%1.01%17.17%
AMBA2024-08-272024-08-282024-09-2663.5063.500.00%market31.58%126.65%-10.31%1.98%-12.29%
TRAK2024-09-302024-10-012024-10-2919.0019.000.00%market33.33%10.87%0.75%1.46%-0.71%
CALM2024-10-012024-10-022024-10-3076.2076.200.00%market31.33%32.46%16.60%2.17%14.43%
QUBT2024-10-022024-10-032024-10-310.650.650.00%market25.00%16.67%72.11%0.23%71.88%
DPZ2024-10-102024-10-112024-11-08414.83414.830.00%market14.79%16.94%10.62%3.84%6.78%
ERIC2024-10-152024-10-162024-11-138.448.440.00%market22.22%1875.20%-5.53%3.00%-8.53%
CDNS2024-10-282024-10-292024-11-26274.94274.940.00%market12.33%10.93%12.59%3.59%9.00%
CAKE2024-10-292024-10-302024-11-2746.5046.500.00%market18.37%58.31%6.77%3.02%3.75%
ALL2024-10-302024-10-312024-11-29195.00195.000.00%market65.68%60.42%6.15%4.69%1.46%
DOCS2024-11-072024-11-082024-12-0958.8958.890.00%market20.00%12.47%-8.79%1.43%-10.22%
BKV2024-11-122024-11-132024-12-1220.8120.810.00%market15.62%44.68%12.29%1.17%11.13%
SMTC2024-11-252024-11-262024-12-2663.5063.500.00%market13.04%22.47%3.22%0.42%2.79%
NTNX2024-11-262024-11-272024-12-2773.9673.960.00%market35.48%12.22%-15.65%-0.91%-14.75%
MNSO2024-11-292024-12-022024-12-3123.0123.010.00%market603.23%691.90%3.62%-2.80%6.43%
GCO2024-12-062024-12-092025-01-0842.0042.000.00%market177.27%441.80%-1.65%-2.99%1.34%
M2024-12-112024-12-122025-01-1416.4116.410.00%market500.00%3743.55%-14.76%-4.02%-10.74%
AAUC2024-12-312025-01-022025-02-037.357.350.00%market85.62%1659.90%30.41%1.42%28.99%
CALM2025-01-072025-01-082025-02-07109.78109.780.00%market21.47%136.13%-1.55%2.05%-3.60%
LNN2025-01-072025-01-082025-02-07119.66119.660.00%market17.16%20.54%8.57%2.05%6.52%
KARO2025-01-142025-01-152025-02-1347.4047.400.00%market13.16%1495.96%1.64%3.29%-1.65%
TOWN2025-01-222025-01-232025-02-2134.6834.680.00%market14.58%11.43%4.18%-0.97%5.15%
BR2025-01-312025-02-032025-03-04237.12237.120.00%market18.18%54.58%1.79%-2.67%4.45%
ESE2025-02-062025-02-072025-03-10142.99142.990.00%market46.58%17.06%9.18%-7.63%16.81%
LION2025-02-062025-02-072025-03-108.008.000.00%market300.00%85.39%-1.58%-7.63%6.06%
AR2025-02-122025-02-132025-03-1438.7638.760.00%market45.00%43.82%-3.27%-6.89%3.62%
BIRK2025-02-202025-02-212025-03-2153.2153.210.00%market18.75%182.76%-15.12%-7.57%-7.55%
EBS2025-03-032025-03-042025-04-015.565.560.00%market114.29%780.00%-14.95%-3.23%-11.72%
NX2025-03-102025-03-112025-04-0820.5220.520.00%market416.67%148.68%-21.06%-11.25%-9.81%
SUPV2025-03-102025-03-112025-04-0812.7112.710.00%market28.00%47267.02%-14.99%-11.25%-3.74%
LI2025-03-142025-03-172025-04-1426.6626.660.00%market31.09%162.16%-10.74%-4.21%-6.53%
CAL2025-03-202025-03-212025-04-2116.4816.480.00%market22.22%10.19%-7.48%-8.12%0.64%
BMA2025-04-022025-04-032025-05-0272.6072.600.00%market268.88%25374.02%14.40%3.97%10.43%
DAL2025-04-092025-04-102025-05-0942.2242.220.00%market20.89%347.97%14.30%6.05%8.25%
STZ2025-04-092025-04-102025-05-09175.93175.930.00%market15.86%25.78%7.84%6.05%1.79%
ERIC2025-04-152025-04-162025-05-157.987.980.00%market33.33%801.32%5.82%11.06%-5.24%
ALLY2025-04-172025-04-212025-05-1931.2031.200.00%market36.76%40.04%15.47%14.14%1.33%
ACCO2025-05-012025-05-022025-06-023.723.720.00%market50.00%1550.00%-6.92%4.95%-11.88%
ACH2025-05-082025-05-092025-06-097.057.050.00%market15.00%19.65%12.28%5.86%6.42%
AFRM2025-05-082025-05-092025-06-0950.5050.500.00%market258.23%1135.20%21.27%5.86%15.40%
ATAI2025-05-142025-05-152025-06-131.431.430.00%market21.05%23.05%47.35%1.95%45.40%
SB2025-05-192025-05-202025-06-183.833.830.00%market66.67%34.00%0.06%0.73%-0.67%
CHA2025-05-302025-06-022025-07-0128.8628.860.00%market504.64%18.61%-9.42%5.09%-14.50%
MANU2025-06-062025-06-092025-07-0916.1216.120.00%market83.76%122.03%9.42%4.06%5.36%
CASY2025-06-092025-06-102025-07-10496.02496.020.00%market35.57%90.79%5.36%4.27%1.10%
JBS2024-05-142025-06-132025-07-1513.6513.650.00%market169.74%693.38%-5.11%3.95%-9.06%
GHG2025-06-232025-06-242025-07-232.072.070.00%market90.25%276.94%21.06%4.94%16.11%
FC2025-07-022025-07-032025-08-0122.2622.260.00%market325.00%147.22%-16.55%-0.12%-16.43%
AEHR2025-07-082025-07-092025-08-0612.4412.440.00%market33.33%133.33%45.94%1.61%44.33%
LEVI2025-07-102025-07-112025-08-0821.7521.750.00%market64.06%39.10%-8.20%2.32%-10.52%
ERIC2025-07-152025-07-162025-08-137.417.410.00%market16.67%1782.30%2.90%3.39%-0.49%
TV2025-07-222025-07-232025-08-202.472.470.00%market600.00%415.78%-4.25%1.04%-5.29%
AAMI2025-07-312025-08-012025-08-2940.6840.680.00%market23.08%20.31%25.09%2.99%22.10%
ADPT2025-08-052025-08-062025-09-0412.3512.350.00%market29.17%13.76%5.23%3.19%2.03%
ACIW2025-08-072025-08-082025-09-0844.0744.070.00%market29.63%129.05%16.00%2.33%13.67%
ONDS2025-08-122025-08-132025-09-113.483.480.00%market27.27%51.50%84.28%1.97%82.31%
AS2025-08-192025-08-202025-09-1836.0036.000.00%market143.21%319.78%5.02%3.58%1.45%
AMBA2025-08-282025-08-292025-09-2983.5083.500.00%market150.00%35.55%-1.00%2.50%-3.51%
DLTR2025-09-032025-09-042025-10-02101.68101.680.00%market84.83%41.61%-11.45%3.85%-15.30%
MANU2025-09-172025-09-182025-10-1615.4115.410.00%market55.56%33.43%16.22%-0.19%16.41%
KNOP2025-09-252025-09-262025-10-249.899.890.00%market17.65%22.11%-8.49%2.69%-11.18%
GHG2025-09-302025-10-012025-10-292.172.170.00%market153.61%175.76%-7.11%3.65%-10.76%
NBTX2025-09-302025-10-012025-10-2918.8618.860.00%market45.89%103.82%-4.81%3.65%-8.47%
CAG2025-10-012025-10-022025-10-3019.0919.090.00%market16.77%11.79%-8.95%1.40%-10.35%
TFIN2025-10-152025-10-162025-11-1348.6948.690.00%market575.00%55.79%8.65%0.78%7.87%
AAL2025-10-232025-10-242025-11-2113.0013.000.00%market38.94%316.12%-1.20%-2.58%1.38%
ARQT2025-10-282025-10-292025-11-2625.8425.840.00%market160.00%53.94%19.61%-1.31%20.93%
BE2025-10-282025-10-292025-11-26129.30129.300.00%market48.96%104.53%-21.98%-1.31%-20.67%
AEM2025-10-292025-10-302025-11-28157.35157.350.00%market22.73%22.95%10.65%-0.07%10.73%
ARCO2025-11-122025-11-132025-12-127.607.600.00%market20.00%68.12%-1.78%0.19%-1.96%
AUNA2025-11-202025-11-212025-12-224.814.810.00%market33.33%230.91%-5.40%4.55%-9.94%
BNED2025-11-252025-11-262025-12-269.309.300.00%market16.05%115.44%3.56%1.87%1.69%
KSS2025-11-252025-11-262025-12-2622.3222.320.00%market176.92%760.52%-3.56%1.87%-5.43%
CRDO2025-12-012025-12-022025-12-31195.64195.640.00%market36.23%36.06%-26.65%0.00%-26.65%
CIEN2025-12-112025-12-122026-01-13236.00236.000.00%market16.67%28.15%4.22%0.81%3.40%
GS2026-01-152026-01-162026-02-17973.00973.000.00%market19.74%17.57%-6.05%-1.56%-4.50%
IIIN2026-01-152026-01-162026-02-1732.3532.350.00%market18.18%64.10%15.13%-1.56%16.69%
BNED2026-01-202026-01-212026-02-198.828.820.00%market41.98%122.34%-6.32%0.71%-7.03%
FOR2026-01-202026-01-212026-02-1926.1626.160.00%market42.86%109.94%13.14%0.71%12.43%
AA2026-01-222026-01-232026-02-2360.7960.790.00%market36.07%21.65%-1.81%-0.84%-0.98%
DFIN2026-02-172026-02-182026-03-1844.6544.650.00%market75.00%92.38%3.09%-3.30%6.39%
ENLT2026-02-172026-02-182026-03-1876.2176.210.00%market242.86%118.03%0.51%-3.30%3.81%
ECO2026-02-182026-02-192026-03-1945.1945.190.00%market36.92%41.67%4.14%-3.52%7.65%
LCII2026-02-182026-02-192026-03-19152.50152.500.00%market28.99%189.82%-20.82%-3.52%-17.31%
AD2026-02-202026-02-232026-03-2349.2849.280.00%market50.00%90.13%-5.31%-4.72%-0.60%
ANDG2026-03-172026-03-182026-04-1626.2226.220.00%market53.57%442.20%26.57%4.98%21.59%
SBS2026-03-172026-03-182026-04-165.685.680.00%market12.33%323.08%17.76%4.98%12.78%
HTHT2026-03-182026-03-192026-04-1749.8549.850.00%market41.46%425.39%11.48%8.09%3.38%
MU2026-03-182026-03-192026-04-17424.97424.970.00%market32.75%71.00%6.88%8.09%-1.21%
CIG-C2026-03-202026-03-232026-04-213.133.130.00%market146.30%95.36%23.12%6.99%16.13%
ALLY2026-04-172026-04-202026-05-1845.1345.130.00%market18.84%10.18%-6.89%4.21%-11.11%
ALV2026-04-172026-04-202026-05-18119.61119.610.00%market12.02%19.85%-3.37%4.21%-7.58%
FITB2026-04-172026-04-202026-05-1849.9049.900.00%market244.98%457.89%-4.13%4.21%-8.34%
CBSH2026-04-212026-04-222026-05-2050.8350.830.00%market16.50%10.31%2.63%4.53%-1.89%
MCRI2026-04-212026-04-222026-05-20103.00103.000.00%market32.17%10.35%12.58%4.53%8.05%
MFG2026-05-152026-05-182026-06-168.408.400.00%market71.43%19552.47%15.99%1.42%14.57%
RNW2026-05-182026-05-192026-06-175.455.450.00%market113.38%56411.89%13.38%0.84%12.54%
BEKE2026-05-192026-05-202026-06-1818.1118.110.00%market42.86%988.04%-17.87%1.50%-19.37%
EXP2026-05-192026-05-202026-06-18200.59200.590.00%market20.13%76.41%11.76%1.50%10.26%
RERE2026-05-192026-05-202026-06-184.924.920.00%market14.29%751.95%-20.53%1.50%-22.02%
SB2026-06-172026-06-182026-07-206.906.900.00%market71.43%38.89%3.57%-0.76%4.33%
CCL2026-06-232026-06-242026-07-2329.3129.310.00%market19.12%230.26%-13.98%0.41%-14.39%
MU2026-06-242026-06-252026-07-241,233.001,233.000.00%market19.69%24.09%-25.51%0.00%-25.51%
FC2026-07-012026-07-022026-07-3119.2919.290.00%market12.50%118.52%11.00%-0.05%11.05%