Valuation overlays (different measures) 4

Run 5f75dc0d · view hypothesis

completed

Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.

Trades
119
Win rate
52.10%
Avg return
2.59%
Median return
0.34%
Avg abnormal
0.88%
Median abnormal
-2.32%
Best trade
189.44%
Worst trade
-36.97%
Sharpe (per-trade)
0.11
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023167.90%5.08%75.00%
2024401.36%-1.45%57.50%
202540-1.84%-2.43%40.00%
2026238.73%7.78%47.83%
Trades (119)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/SRev. growthReturnBenchmarkAbnormal
CAPL2023-08-072023-08-082023-09-06—18.9018.900.00%market140.00%——2.97%-0.42%3.39%
GHM2023-08-072023-08-082023-09-06—15.7015.700.00%market725.00%——4.07%-0.42%4.48%
MTW2023-08-072023-08-082023-09-06—19.2019.200.00%market141.94%——-15.72%-0.42%-15.31%
PLUS2023-08-072023-08-082023-09-06—75.9075.900.00%market42.42%——-13.47%-0.42%-13.05%
PRIM2023-08-072023-08-082023-09-06—33.4533.450.00%market33.33%——1.32%-0.42%1.74%
AEO2023-09-062023-09-072023-10-05—17.4317.430.00%market56.25%——-7.26%-4.20%-3.06%
CASY2023-09-112023-09-122023-10-10—255.92255.920.00%market34.12%——7.81%-2.78%10.59%
CCL2023-09-292023-10-022023-10-30—13.5013.500.00%market14.67%——-15.76%-2.59%-13.17%
CUBB2023-10-262023-10-272023-11-27—18.0018.000.00%market62.26%——1.74%9.73%-7.98%
CUBI2023-10-262023-10-272023-11-27—36.7936.790.00%market62.26%——21.41%9.73%11.68%
GVA2023-10-312023-11-012023-11-30—40.7240.720.00%market16.55%——12.64%8.87%3.77%
HNI2023-10-312023-11-012023-11-30—35.0735.070.00%market47.62%——11.21%8.87%2.33%
ACR2023-11-012023-11-022023-12-01—7.457.450.00%market37.74%——3.29%7.62%-4.33%
SUPV2023-11-272023-11-282023-12-27—3.353.350.00%market33.18%——26.67%4.94%21.73%
GCT2023-11-302023-12-012024-01-02—10.9610.960.00%market55.26%——82.83%3.70%79.13%
FGN2023-09-292023-12-122024-01-11—25.3725.370.00%market140.20%——2.56%3.19%-0.63%
CCS2024-01-312024-02-012024-03-01—92.0092.000.00%market26.84%——-5.27%5.82%-11.09%
CMPR2024-01-312024-02-012024-03-01—89.8089.800.00%market72.58%——10.76%5.82%4.93%
EZPW2024-01-312024-02-012024-03-01—9.239.230.00%market24.14%——10.63%5.82%4.81%
TEVA2024-01-312024-02-012024-03-01—12.1712.170.00%market33.33%——10.73%5.82%4.91%
UGI2024-01-312024-02-012024-03-01—22.7422.740.00%market16.50%——7.98%5.82%2.16%
BMA2024-02-292024-03-012024-04-01—39.9239.920.00%market225.50%——22.90%2.59%20.31%
DFH2024-02-292024-03-012024-04-01—39.8739.870.00%market40.85%——7.37%2.59%4.79%
SATS2024-02-292024-03-012024-04-01—11.9311.930.00%market5950.00%——17.49%2.59%14.90%
DAVE2024-03-052024-03-062024-04-04—35.0135.010.00%market101.46%——7.68%0.49%7.19%
TGT2024-03-052024-03-062024-04-04—172.22172.220.00%market23.14%——-0.20%0.49%-0.69%
HUM2024-04-242024-04-252024-05-23—314.73314.730.00%market18.14%——11.71%5.36%6.35%
VIRT2024-04-242024-04-252024-05-23—21.8621.860.00%market43.40%——3.05%5.36%-2.32%
TAL2024-04-252024-04-262024-05-24—13.7013.700.00%market166.67%——-16.77%4.56%-21.33%
CLW2024-04-292024-04-302024-05-29—41.7241.720.00%market28.83%——25.42%3.45%21.97%
BZH2024-05-012024-05-022024-05-31—27.8727.870.00%market38.46%——2.85%4.61%-1.76%
BMA2024-05-232024-05-242024-06-25—57.8757.870.00%market130.28%——0.80%3.22%-2.41%
APPS2024-05-282024-05-292024-06-27—2.002.000.00%market82.37%——-25.70%3.94%-29.64%
THO2024-06-052024-06-062024-07-08—94.9094.900.00%market14.52%——-2.99%3.79%-6.79%
LZB2024-06-172024-06-182024-07-18—39.0939.090.00%market35.71%——7.63%1.01%6.62%
WS2024-06-262024-06-272024-07-26—33.1933.190.00%market26.19%——19.26%-0.17%19.43%
FLEX2024-07-242024-07-252024-08-22—31.9431.940.00%market23.88%——-1.39%2.75%-4.14%
LUV2024-07-252024-07-262024-08-23—28.0828.080.00%market13.73%——0.16%3.66%-3.50%
LYG2024-07-252024-07-262024-08-23—3.043.040.00%market34.63%——2.76%3.66%-0.90%
NWL2024-07-262024-07-292024-08-26—8.978.970.00%market71.43%——-19.38%2.71%-22.08%
OIS2024-07-292024-07-302024-08-27—5.455.450.00%market100.00%——-3.50%2.80%-6.30%
KSS2024-08-282024-08-292024-09-27—19.3619.360.00%market31.11%——7.75%1.99%5.76%
TLYS2024-09-052024-09-062024-10-04—4.744.740.00%market97.13%——-2.10%4.19%-6.29%
GCO2024-09-062024-09-092024-10-07—25.5125.510.00%market25.89%——7.05%4.25%2.80%
BNED2024-09-102024-09-112024-10-09—10.2510.250.00%market96.21%——-13.66%5.18%-18.85%
FGN2024-09-302024-10-012024-10-29—27.2127.210.00%market42.20%——-1.12%1.46%-2.58%
VLRS2024-10-222024-10-232024-11-20—7.247.240.00%market68.42%——10.99%1.59%9.40%
GBX2024-10-232024-10-242024-11-21—55.9055.900.00%market45.45%——17.78%2.36%15.42%
TAL2024-10-242024-10-252024-11-22—10.5910.590.00%market64.20%——-8.32%2.41%-10.73%
RNGR2024-10-282024-10-292024-11-26—12.5812.580.00%market34.48%——32.31%3.59%28.72%
VFC2024-10-282024-10-292024-11-26—20.3120.310.00%market58.86%——0.39%3.59%-3.20%
SNEX2024-11-202024-11-212024-12-20—30.4730.470.00%market13.87%——-7.75%-0.38%-7.37%
ZIM2024-11-202024-11-212024-12-20—26.0026.000.00%market32.48%——-29.85%-0.38%-29.47%
FLNC2024-11-252024-11-262024-12-26—21.0021.000.00%market17.24%——-24.96%0.42%-25.39%
MEI2024-12-052024-12-062025-01-07—14.2314.230.00%market187.50%——-20.51%-3.10%-17.41%
MOV2024-12-052024-12-062025-01-07—21.1321.130.00%market15.62%——-7.54%-3.10%-4.44%
ALK2025-01-222025-01-232025-02-21—69.7669.760.00%market115.56%——0.40%-0.97%1.37%
ALGT2025-02-042025-02-052025-03-06—97.2097.200.00%market337.50%——-35.62%-4.65%-30.97%
UGI2025-02-052025-02-062025-03-07—31.6231.620.00%market25.69%——4.23%-4.96%9.19%
SLQT2025-02-102025-02-112025-03-12—5.645.640.00%market275.00%——-36.02%-7.25%-28.77%
LUXE2025-02-112025-02-122025-03-13—12.0012.000.00%market99.13%——-29.53%-7.97%-21.56%
CCU2025-02-252025-02-262025-03-26—13.3013.300.00%market90.91%——15.21%-4.59%19.80%
ACR2025-03-052025-03-062025-04-03—19.6919.690.00%market118.18%——4.98%-6.74%11.72%
COOK2025-03-062025-03-072025-04-04—101.50101.500.00%market789.66%——-26.80%-11.49%-15.31%
KSS2025-03-112025-03-122025-04-09—9.159.150.00%market31.94%——-15.39%-2.41%-12.98%
CIG2025-03-202025-03-212025-04-21—1.931.930.00%market34.55%——-10.56%-8.12%-2.45%
GLXY2025-03-282025-03-312025-04-29—10.8610.860.00%market75.70%——40.13%0.82%39.31%
PTEN2025-04-232025-04-242025-05-22—6.216.210.00%market106.50%——-8.57%8.64%-17.21%
HZO2025-04-242025-04-252025-05-23—22.3522.350.00%market43.75%——-5.21%5.94%-11.15%
CNC2025-04-252025-04-282025-05-27—57.9557.950.00%market15.08%——-0.72%7.21%-7.93%
CWH2025-04-292025-04-302025-05-29—12.9612.960.00%market30.43%——31.44%7.76%23.68%
PUMP2025-04-292025-04-302025-05-29—5.365.360.00%market50.00%——3.34%7.76%-4.41%
AAP2025-05-222025-05-232025-06-24—49.4949.490.00%market72.84%——-2.69%5.35%-8.03%
THO2025-06-042025-06-052025-07-07—83.1283.120.00%market54.75%——9.39%3.86%5.53%
NX2025-06-052025-06-062025-07-08—20.8020.800.00%market25.00%——-3.52%3.62%-7.14%
KMX2025-06-202025-06-232025-07-22—67.9467.940.00%market18.97%——-6.69%5.68%-12.37%
WS2025-06-252025-06-262025-07-25—31.6631.660.00%market26.51%——0.34%4.62%-4.28%
GBX2025-07-012025-07-022025-07-31—53.7553.750.00%market116.28%——-15.55%2.40%-17.95%
AIR2025-07-162025-07-172025-08-14—78.1878.180.00%market16.00%——-1.52%3.29%-4.81%
MAN2025-07-172025-07-182025-08-15—44.5244.520.00%market13.04%——-7.50%2.25%-9.75%
ALK2025-07-232025-07-242025-08-21—52.3652.360.00%market14.10%——4.69%0.15%4.54%
AAL2025-07-242025-07-252025-08-22—11.5511.550.00%market21.79%——17.12%1.61%15.51%
NMRK2025-07-302025-07-312025-08-28—15.1215.120.00%market19.23%——19.51%1.48%18.03%
BORR2025-08-132025-08-142025-09-12—2.392.390.00%market46.54%——25.74%2.27%23.47%
AMCR2025-08-142025-08-152025-09-15—43.8043.800.00%market368.82%——-5.68%2.31%-7.99%
NIO2025-09-022025-09-032025-10-01—6.386.380.00%market16.57%——19.71%4.01%15.69%
AEO2025-09-032025-09-042025-10-02—17.7517.750.00%market125.00%——-4.71%3.85%-8.56%
TLYS2025-09-032025-09-042025-10-02—2.192.190.00%market350.00%——-8.88%3.85%-12.72%
LUXE2025-09-112025-09-122025-10-10—9.099.090.00%market3261.11%——-14.94%-0.70%-14.25%
GLXY2025-10-212025-10-222025-11-19—40.7440.740.00%market194.74%——-36.97%-1.39%-35.58%
STC2025-10-222025-10-232025-11-20—75.5675.560.00%market22.39%——-5.94%-2.33%-3.61%
CAR2025-10-272025-10-282025-11-25—161.15161.150.00%market24.66%——-17.01%-1.75%-15.26%
VLRS2025-10-272025-10-282025-11-25—7.187.180.00%market266.67%——-2.71%-1.75%-0.96%
FOR2025-10-282025-10-292025-11-26—28.3928.390.00%market34.92%——-9.36%-1.31%-8.05%
BNED2025-11-252025-11-262025-12-26—9.309.300.00%market16.05%——3.56%1.87%1.69%
KEP2025-12-182025-12-192026-01-21—16.7716.770.00%market28.66%——38.50%1.30%37.20%
BNED2026-01-202026-01-212026-02-19—8.828.820.00%market41.98%——-6.32%0.71%-7.03%
CCS2026-01-282026-01-292026-02-27—65.9265.920.00%market14.39%——1.79%-1.49%3.28%
CMPR2026-01-282026-01-292026-02-27—69.1969.190.00%market21.12%——5.38%-1.49%6.87%
PMTU2026-01-292026-01-302026-03-02—25.8625.860.00%market20.79%——-0.78%-0.78%0.00%
VIRT2026-01-292026-01-302026-03-02—41.0041.000.00%market44.53%——4.02%-0.78%4.80%
JLL2026-02-182026-02-192026-03-19—311.00311.000.00%market20.14%——-3.70%-3.52%-0.19%
AVAL2026-02-262026-02-272026-03-27—4.224.220.00%market20.00%——-2.33%-7.17%4.84%
FLOC2026-02-262026-02-272026-03-27—24.6324.630.00%market135.48%——-14.94%-7.17%-7.76%
AMRC2026-03-022026-03-032026-03-31—31.0031.000.00%market21.88%——-17.94%-3.66%-14.28%
TGT2026-03-032026-03-042026-04-01—123.96123.960.00%market12.96%——-3.03%-3.87%0.84%
PUK2026-03-182026-03-192026-04-17—28.3828.380.00%market46.48%——8.68%8.09%0.59%
VATE2026-03-262026-03-272026-04-27—4.154.150.00%market41.58%——189.44%11.31%178.13%
GNE2026-03-312026-04-012026-04-30—14.0814.080.00%market128.57%——-0.98%9.90%-10.88%
KALU2026-04-222026-04-232026-05-21—168.64168.640.00%market90.82%——0.24%4.68%-4.44%
AMBP2026-04-232026-04-242026-05-22—3.953.950.00%market25.00%——2.08%4.91%-2.83%
SANM2026-04-272026-04-282026-05-27—204.98204.980.00%market30.58%——27.53%5.43%22.10%
BP2026-04-282026-04-292026-05-28—46.7946.790.00%market36.26%——-11.31%6.13%-17.45%
CSTM2026-04-292026-04-302026-05-29—32.0932.090.00%market129.03%——6.56%5.86%0.71%
AAP2026-05-212026-05-222026-06-23—58.0158.010.00%market97.44%——-5.72%-1.70%-4.02%
BBAR2026-05-262026-05-272026-06-25—16.8216.820.00%market58.82%——13.12%-2.21%15.33%
NX2026-06-042026-06-052026-07-07—17.6917.690.00%market13.64%——-6.36%-0.61%-5.75%
KMX2026-06-172026-06-182026-07-20—48.3048.300.00%market35.75%——15.56%-0.76%16.31%
MEI2026-06-242026-06-252026-07-24—15.3115.310.00%market109.09%——-0.20%0.00%-0.20%