Defensive / balance sheet 2
Run 5f75d858 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
104
Win rate
44.23%
Avg return
1.10%
Median return
-1.56%
Avg abnormal
-0.53%
Median abnormal
-4.09%
Best trade
66.97%
Worst trade
-37.57%
Sharpe (per-trade)
0.06
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 13 | 1.68% | -0.68% | 46.15% |
| 2024 | 33 | 3.10% | 0.16% | 48.48% |
| 2025 | 37 | 2.69% | 2.08% | 48.65% |
| 2026 | 21 | -5.21% | -6.11% | 28.57% |
Trades (104)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Debt / equity | ROE | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MED | 2023-08-07 | 2023-08-08 | 2023-09-06 | — | 100.00 | 100.00 | 0.00% | market | 92.36% | — | — | -19.71% | -0.42% | -19.29% |
| DNLI | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 28.31 | 28.31 | 0.00% | market | 291.18% | — | — | -14.77% | -0.93% | -13.84% |
| CEPU | 2023-08-11 | 2023-08-14 | 2023-09-12 | — | 6.83 | 6.83 | 0.00% | market | 366.67% | — | — | -10.30% | 0.29% | -10.59% |
| 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% |
| BBAR | 2023-08-23 | 2023-08-24 | 2023-09-22 | — | 5.09 | 5.09 | 0.00% | market | 72.97% | — | — | -7.47% | -3.21% | -4.26% |
| 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% |
| MANH | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 183.13 | 183.13 | 0.00% | market | 36.36% | — | — | 21.03% | 7.85% | 13.17% |
| ABNB | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 122.51 | 122.51 | 0.00% | market | 14.90% | — | — | 10.01% | 7.62% | 2.39% |
| 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% |
| BAM | 2023-11-06 | 2023-11-07 | 2023-12-06 | — | 31.07 | 31.07 | 0.00% | market | 12.90% | — | — | 14.28% | 4.38% | 9.91% |
| UIS | 2023-11-06 | 2023-11-07 | 2023-12-06 | — | 3.41 | 3.41 | 0.00% | market | 48.44% | — | — | 54.35% | 4.38% | 49.97% |
| NVDA | 2023-11-21 | 2023-11-22 | 2023-12-21 | — | 49.85 | 49.85 | 0.00% | market | 17.65% | — | — | -1.93% | 3.89% | -5.82% |
| 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% |
| KSPI | 2023-09-30 | 2024-01-19 | 2024-02-16 | — | 92.50 | 92.50 | 0.00% | market | 30.93% | — | — | 3.10% | 4.58% | -1.48% |
| AGYS | 2024-01-22 | 2024-01-23 | 2024-02-21 | — | 88.40 | 88.40 | 0.00% | market | 34.62% | — | — | -10.18% | 2.73% | -12.90% |
| MANH | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 255.65 | 255.65 | 0.00% | market | 28.75% | — | — | -1.11% | 3.98% | -5.09% |
| RNR | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 226.01 | 226.01 | 0.00% | market | 44.77% | — | — | -0.73% | 3.98% | -4.71% |
| RDY | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 14.32 | 14.32 | 0.00% | market | 13.25% | — | — | 4.27% | 5.82% | -1.55% |
| MAX | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 17.10 | 17.10 | 0.00% | market | 76.19% | — | — | 17.40% | 5.06% | 12.34% |
| VC | 2024-02-20 | 2024-02-21 | 2024-03-20 | — | 116.44 | 116.44 | 0.00% | market | 544.06% | — | — | -1.57% | 5.06% | -6.62% |
| LLYVK | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 38.99 | 38.99 | 0.00% | market | 198.04% | — | — | 12.19% | 2.95% | 9.24% |
| MLCO | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 7.50 | 7.50 | 0.00% | market | 1014.21% | — | — | -1.00% | 2.59% | -3.59% |
| MUX | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 6.35 | 6.35 | 0.00% | market | 1006.25% | — | — | 66.73% | 2.59% | 64.14% |
| MEDP | 2024-04-22 | 2024-04-23 | 2024-05-21 | — | 378.00 | 378.00 | 0.00% | market | 29.55% | — | — | 4.73% | 5.90% | -1.16% |
| MANH | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 208.49 | 208.49 | 0.00% | market | 18.39% | — | — | 7.23% | 4.59% | 2.64% |
| 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% |
| 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% |
| AEHR | 2024-07-16 | 2024-07-17 | 2024-08-14 | — | 19.26 | 19.26 | 0.00% | market | 663.64% | — | — | -29.80% | -2.69% | -27.10% |
| MANH | 2024-07-23 | 2024-07-24 | 2024-08-21 | — | 247.39 | 247.39 | 0.00% | market | 23.30% | — | — | 5.48% | 2.14% | 3.34% |
| 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% |
| CLBT | 2024-08-15 | 2024-08-16 | 2024-09-16 | — | 14.88 | 14.88 | 0.00% | market | 25.00% | — | — | 17.54% | 2.07% | 15.47% |
| NTNX | 2024-08-28 | 2024-08-29 | 2024-09-27 | — | 60.99 | 60.99 | 0.00% | market | 33.86% | — | — | -2.46% | 1.99% | -4.45% |
| 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% |
| MANH | 2024-10-22 | 2024-10-23 | 2024-11-20 | — | 280.00 | 280.00 | 0.00% | market | 27.36% | — | — | -3.21% | 1.59% | -4.80% |
| 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% |
| ADMA | 2024-11-07 | 2024-11-08 | 2024-12-09 | — | 20.76 | 20.76 | 0.00% | market | 15.38% | — | — | -8.63% | 1.43% | -10.06% |
| 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% |
| DECK | 2025-01-30 | 2025-01-31 | 2025-03-03 | — | 196.10 | 196.10 | 0.00% | market | 20.97% | — | — | -30.22% | -3.91% | -26.31% |
| 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% |
| ASND | 2025-02-12 | 2025-02-13 | 2025-03-14 | — | 138.75 | 138.75 | 0.00% | market | 43.33% | — | — | 10.06% | -6.89% | 16.95% |
| GH | 2025-02-20 | 2025-02-21 | 2025-03-21 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | — | — | -5.15% | -7.57% | 2.42% |
| INOD | 2025-02-20 | 2025-02-21 | 2025-03-21 | — | 59.46 | 59.46 | 0.00% | market | 181.82% | — | — | -29.87% | -7.57% | -22.30% |
| HUT | 2025-03-03 | 2025-03-04 | 2025-04-01 | — | 13.42 | 13.42 | 0.00% | market | 905.56% | — | — | -0.95% | -3.23% | 2.29% |
| CXM | 2025-03-12 | 2025-03-13 | 2025-04-10 | — | 9.47 | 9.47 | 0.00% | market | 42.86% | — | — | -19.63% | -6.07% | -13.56% |
| 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% |
| ADCT | 2025-03-27 | 2025-03-28 | 2025-04-28 | — | 1.48 | 1.48 | 0.00% | market | 23.68% | — | — | -1.55% | -2.60% | 1.04% |
| 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% |
| MEDP | 2025-04-21 | 2025-04-22 | 2025-05-20 | — | 259.13 | 259.13 | 0.00% | market | 19.93% | — | — | 18.13% | 13.98% | 4.15% |
| MANH | 2025-04-22 | 2025-04-23 | 2025-05-21 | — | 178.47 | 178.47 | 0.00% | market | 15.53% | — | — | 5.12% | 7.85% | -2.73% |
| 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% |
| CCI | 2025-04-30 | 2025-05-01 | 2025-05-30 | — | 105.99 | 105.99 | 0.00% | market | 456.40% | — | — | -5.52% | 5.18% | -10.70% |
| 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% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-20 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | — | — | 10.82% | 0.99% | 9.82% |
| HNGE | 2025-05-05 | 2025-05-22 | 2025-06-23 | — | 39.25 | 39.25 | 0.00% | market | 147.03% | — | — | 11.11% | 3.00% | 8.11% |
| 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% |
| CHA | 2025-05-30 | 2025-06-02 | 2025-07-01 | — | 28.86 | 28.86 | 0.00% | market | 504.64% | — | — | -9.42% | 5.09% | -14.50% |
| 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% |
| MANH | 2025-07-22 | 2025-07-23 | 2025-08-20 | — | 245.00 | 245.00 | 0.00% | market | 15.93% | — | — | -13.66% | 1.04% | -14.70% |
| 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% |
| STRK | 2025-07-30 | 2025-07-31 | 2025-08-28 | — | 104.80 | 104.80 | 0.00% | market | 33324.86% | — | — | -9.12% | 1.48% | -10.60% |
| IDCC | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 252.75 | 252.75 | 0.00% | market | 94.05% | — | — | 7.30% | 2.99% | 4.31% |
| UI | 2025-08-22 | 2025-08-25 | 2025-09-23 | — | 513.01 | 513.01 | 0.00% | market | 58.74% | — | — | 27.61% | 2.98% | 24.64% |
| 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% |
| RBRK | 2025-09-09 | 2025-09-10 | 2025-10-08 | — | 94.56 | 94.56 | 0.00% | market | 91.15% | — | — | -11.10% | 2.98% | -14.08% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | — | -14.94% | -0.70% | -14.25% |
| 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% |
| MANH | 2025-10-21 | 2025-10-22 | 2025-11-19 | — | 198.79 | 198.79 | 0.00% | market | 14.29% | — | — | -13.93% | -1.39% | -12.53% |
| CGAU | 2025-10-28 | 2025-10-29 | 2025-11-26 | — | 12.21 | 12.21 | 0.00% | market | 50.00% | — | — | 5.70% | -1.31% | 7.01% |
| 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% |
| 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% |
| XZO | 2025-12-10 | 2025-12-11 | 2026-01-12 | — | 18.28 | 18.28 | 0.00% | market | 19.05% | — | — | 23.32% | 1.46% | 21.86% |
| 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% |
| 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% |
| DECK | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 114.90 | 114.90 | 0.00% | market | 20.22% | — | — | -0.54% | -0.78% | 0.24% |
| SONO | 2026-02-03 | 2026-02-04 | 2026-03-05 | — | 16.10 | 16.10 | 0.00% | market | 26.56% | — | — | -5.79% | -1.31% | -4.48% |
| LKFT | 2026-02-23 | 2026-02-24 | 2026-03-24 | — | 35.73 | 35.73 | 0.00% | market | 11077.73% | — | — | -16.80% | -4.21% | -12.58% |
| AUPH | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 13.98 | 13.98 | 0.00% | market | 23.81% | — | — | 1.87% | -7.17% | 9.05% |
| 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% |
| GPGI | 2026-03-12 | 2026-03-13 | 2026-04-13 | — | 17.68 | 17.68 | 0.00% | market | 43.75% | — | — | -7.50% | 2.51% | -10.01% |
| RBRK | 2026-03-12 | 2026-03-13 | 2026-04-13 | — | 55.92 | 55.92 | 0.00% | market | 136.65% | — | — | -13.27% | 2.51% | -15.79% |
| 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% |
| NFLX | 2026-04-16 | 2026-04-17 | 2026-05-15 | — | 96.37 | 96.37 | 0.00% | market | 61.21% | — | — | -9.90% | 4.68% | -14.58% |
| MANH | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 149.00 | 149.00 | 0.00% | market | 12.73% | — | — | -8.20% | 4.53% | -12.73% |
| 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% |
| 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% |
| RRR | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 54.08 | 54.08 | 0.00% | market | 35.19% | — | — | 7.75% | 5.86% | 1.90% |
| ONDS | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 10.91 | 10.91 | 0.00% | market | 1597.67% | — | — | -13.03% | 1.76% | -14.79% |
| EMAT | 2026-05-22 | 2026-05-26 | 2026-06-24 | — | 8.20 | 8.20 | 0.00% | market | 33.33% | — | — | -16.18% | -2.24% | -13.94% |
| 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% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | — | -25.51% | 0.00% | -25.51% |