Valuation overlays (different measures) 2

Run 5f75dd21 · view hypothesis

completed

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

Trades
122
Win rate
45.08%
Avg return
1.26%
Median return
-1.02%
Avg abnormal
-0.18%
Median abnormal
-2.50%
Best trade
93.02%
Worst trade
-51.15%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023186.01%3.29%55.56%
2024433.83%1.59%46.51%
202542-1.37%-2.09%45.24%
202619-3.21%-3.26%31.58%
Trades (122)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/E after earn.ReturnBenchmarkAbnormal
ACCO2023-08-082023-08-092023-09-07—6.076.070.00%market31.03%15.97-13.71%-0.93%-12.78%
BHF2023-08-082023-08-092023-09-07—54.6054.600.00%market16.34%13.22-10.68%-0.93%-9.75%
HRTG2023-08-082023-08-092023-09-07—5.005.000.00%market172.73%16.67-10.00%-0.93%-9.07%
INSW2023-08-092023-08-102023-09-08—46.3146.310.00%market18.18%14.84-6.33%-0.60%-5.74%
OPFI2023-08-092023-08-102023-09-08—2.352.350.00%market359.71%12.3712.57%-0.60%13.16%
LUCK2023-09-112023-09-122023-10-10—10.4210.420.00%market5464.08%14.3710.07%-2.78%12.85%
CCL2023-09-292023-10-022023-10-30—13.5013.500.00%market14.67%15.70-15.76%-2.59%-13.17%
JBTM2023-09-302023-10-022023-10-30—104.66104.660.00%market1291.88%7.63-2.88%-2.59%-0.30%
MCB2023-10-192023-10-202023-11-17—34.2534.250.00%market20.86%17.399.61%5.82%3.79%
BCS2023-10-242023-10-252023-11-22—6.466.460.00%market13.51%15.389.24%7.85%1.39%
GM2023-10-242023-10-252023-11-22—28.5528.550.00%market21.28%12.52-1.78%7.85%-9.63%
NWL2023-10-272023-10-302023-11-28—6.526.520.00%market69.57%16.7216.21%10.00%6.21%
AGNC2023-10-302023-10-312023-11-29—7.117.110.00%market14.04%10.9425.68%9.23%16.45%
BZH2023-11-162023-11-172023-12-18—30.5030.500.00%market29.50%16.941.77%4.83%-3.06%
SUPV2023-11-272023-11-282023-12-27—3.353.350.00%market33.18%9.5726.67%4.94%21.73%
VSTS2023-11-292023-11-302023-12-29—18.2918.290.00%market281.25%14.9915.38%4.35%11.03%
POWL2023-12-052023-12-062024-01-05—30.1630.160.00%market57.26%15.47-11.01%1.99%-12.99%
BNED2023-12-062023-12-072024-01-08—130.50130.500.00%market12400.00%2.3753.06%3.87%49.19%
SFB2024-01-242024-01-252024-02-23—20.5020.500.00%market14.50%13.676.09%4.16%1.94%
POWL2024-01-302024-01-312024-02-29—33.4233.420.00%market135.71%16.8884.57%3.98%80.59%
TEVA2024-01-312024-02-012024-03-01—12.1712.170.00%market33.33%12.1710.73%5.82%4.91%
LPG2024-02-012024-02-022024-03-04—37.1037.100.00%market53.22%14.16-6.05%4.63%-10.67%
PIPR2024-02-022024-02-052024-03-05—46.9546.950.00%market54.41%11.650.89%2.73%-1.84%
ACCO2024-02-222024-02-232024-03-22—6.006.000.00%market18.18%15.38-7.03%2.34%-9.38%
BMA2024-02-292024-03-012024-04-01—39.9239.920.00%market225.50%2.4622.90%2.59%20.31%
ENIC2024-02-292024-03-012024-04-01—3.023.020.00%market40.78%10.41-1.86%2.59%-4.45%
ELPC2024-03-012024-03-042024-04-02—7.267.260.00%market401.25%9.02-7.50%1.33%-8.83%
BBAR2024-03-052024-03-062024-04-04—6.676.670.00%market555.56%11.3129.19%0.49%28.69%
CIG2024-03-222024-03-252024-04-23—1.881.880.00%market77.88%14.570.86%-2.72%3.59%
MNR2024-04-012024-04-022024-04-30—19.3019.300.00%market18.48%17.716.79%-3.14%9.93%
HAFN2023-08-252024-04-032024-05-01—7.157.150.00%market19.52%17.026.79%-3.36%10.15%
SLG2024-04-172024-04-182024-05-16—50.8350.830.00%market32.33%16.564.40%5.32%-0.92%
GM2024-04-232024-04-242024-05-22—45.3145.310.00%market21.86%17.29-3.16%4.59%-7.75%
SFB2024-04-242024-04-252024-05-23—21.7921.790.00%market51.64%14.720.21%5.36%-5.15%
STLA2024-04-302024-05-012024-05-30—22.6122.610.00%market23.69%7.34-1.79%4.23%-6.03%
EBS2024-05-012024-05-022024-05-31—2.952.950.00%market168.60%5.0093.02%4.61%88.41%
DXC2024-05-162024-05-172024-06-17—15.8715.870.00%market17.15%16.3612.91%3.46%9.45%
BMA2024-05-232024-05-242024-06-25—57.8757.870.00%market130.28%11.530.80%3.22%-2.41%
APPS2024-05-282024-05-292024-06-27—2.002.000.00%market82.37%16.67-25.70%3.94%-29.64%
ONIT2024-02-272024-06-042024-07-03—25.2625.260.00%market32.11%17.54-7.25%4.75%-12.00%
ONIT2024-05-022024-06-042024-07-03—25.2625.260.00%market46.22%14.52-7.25%4.75%-12.00%
DTB2024-07-242024-07-252024-08-22—19.8119.810.00%market18.18%13.851.97%2.75%-0.78%
DTW2024-07-242024-07-252024-08-22—23.5123.510.00%market18.18%16.440.35%2.75%-2.39%
RNR2024-07-242024-07-252024-08-22—217.28217.280.00%market15.98%17.5113.59%2.75%10.85%
BTI2024-07-252024-07-262024-08-23—35.0535.050.00%market16.44%13.754.45%3.66%0.79%
CUBB2024-07-252024-07-262024-08-23—20.0020.000.00%market16.08%12.05-2.65%3.66%-6.31%
BBAR2024-08-212024-08-222024-09-20—10.0110.010.00%market134.62%16.4118.18%1.01%17.17%
WB2024-08-222024-08-232024-09-23—7.837.830.00%market17.07%16.31-1.09%1.81%-2.91%
HAFN2024-08-232024-08-262024-09-24—7.927.920.00%market21.43%15.53-5.25%1.44%-6.69%
WDS2024-08-272024-08-282024-09-26—18.1118.110.00%market33.07%17.93-7.65%1.98%-9.63%
DEC2024-08-292024-08-302024-09-30—12.2512.250.00%market9233.33%4.47-7.30%2.32%-9.62%
FGN2024-09-302024-10-012024-10-29—27.2127.210.00%market42.20%17.55-1.12%1.46%-2.58%
DB2024-10-232024-10-242024-11-21—17.0917.090.00%market73.21%17.62-1.90%2.36%-4.26%
MAT2024-10-232024-10-242024-11-21—18.4418.440.00%market20.00%16.18-0.53%2.36%-2.89%
DTB2024-10-242024-10-252024-11-22—20.6220.620.00%market18.09%9.29-5.78%2.41%-8.18%
DTG2024-10-242024-10-252024-11-22—21.1421.140.00%market22.34%9.19-8.76%2.41%-11.17%
HLF2024-10-302024-10-312024-11-29—7.297.290.00%market62.86%12.796.38%4.69%1.70%
ZIM2024-11-202024-11-212024-12-20—26.0026.000.00%market32.48%2.78-29.85%-0.38%-29.47%
HAFN2024-11-272024-11-292024-12-30—5.725.720.00%market27.27%13.62-5.10%-1.91%-3.19%
BWLP2024-12-022024-12-032025-01-02—12.0012.000.00%market71.29%15.19-0.95%-3.11%2.16%
PVLA2023-08-112024-12-102025-01-10—16.4116.410.00%market128.88%4.53-15.07%-4.11%-10.96%
XIFR2023-12-312025-01-062025-02-05—18.9418.940.00%market192.75%15.78-51.15%1.33%-52.48%
XIFR2025-01-282025-01-292025-02-27—11.4811.480.00%market37.50%11.60-23.20%-3.09%-20.10%
SFB2025-01-292025-01-302025-02-28—20.9720.970.00%market13.74%14.075.90%-1.62%7.52%
PIPR2025-01-312025-02-032025-03-04—78.0978.090.00%market20.30%16.27-16.30%-2.67%-13.63%
APOS2025-02-042025-02-052025-03-06—26.9326.930.00%market17.46%12.13-1.17%-4.65%3.48%
KMPB2025-02-052025-02-062025-03-07—23.4023.400.00%market32.84%13.15-0.88%-4.96%4.08%
IBTA2025-02-262025-02-272025-03-27—38.0138.010.00%market12.38%16.7416.61%-4.99%21.60%
RUN2025-02-272025-02-282025-03-28—7.927.920.00%market622.22%5.62-25.20%-5.11%-20.09%
HUT2025-03-032025-03-042025-04-01—13.4213.420.00%market905.56%9.26-0.95%-3.23%2.29%
VSCO2025-03-052025-03-062025-04-03—20.8620.860.00%market13.04%8.02-28.92%-6.74%-22.18%
DLNG2025-03-062025-03-072025-04-04—4.024.020.00%market14.29%12.56-11.15%-11.49%0.35%
PVLA2025-03-312025-04-012025-04-30—28.3028.300.00%market1125.64%7.08-14.40%-0.52%-13.88%
BMA2025-04-022025-04-032025-05-02—72.6072.600.00%market268.88%8.1714.40%3.97%10.43%
AA2025-04-162025-04-172025-05-16—23.8023.800.00%market27.98%11.0723.33%12.61%10.71%
GHG2025-04-162025-04-172025-05-16—2.102.100.00%market42.84%15.44-3.53%12.61%-16.15%
BFH2025-04-242025-04-252025-05-23—48.2548.250.00%market36.19%16.874.63%5.94%-1.31%
BIPC2025-04-292025-04-302025-05-29—36.4336.430.00%market71.58%11.177.71%7.76%-0.05%
OGN2025-05-012025-05-022025-06-02—9.619.610.00%market14.61%9.42-3.95%4.95%-8.90%
GSL2025-05-192025-05-202025-06-18—26.3526.350.00%market16.74%9.941.39%0.73%0.66%
ZIM2025-05-192025-05-202025-06-18—19.1019.100.00%market31.02%7.80-7.43%0.73%-8.16%
EVTL2025-06-102025-06-112025-07-11—5.825.820.00%market2165.00%0.70-15.84%3.22%-19.05%
GHG2025-06-232025-06-242025-07-23—2.072.070.00%market90.25%14.9921.06%4.94%16.11%
HCM2025-07-022025-07-032025-08-01—15.5715.570.00%market525.93%11.5310.72%-0.12%10.84%
CALM2025-07-222025-07-232025-08-20—113.18113.180.00%market90.27%16.080.70%1.04%-0.34%
AAL2025-07-242025-07-252025-08-22—11.5511.550.00%market21.79%12.1617.12%1.61%15.51%
CUBB2025-07-242025-07-252025-08-22—20.2820.280.00%market13.07%11.725.03%1.61%3.42%
SHG2025-07-252025-07-282025-08-25—48.6748.670.00%market91.48%11.40-2.01%0.78%-2.79%
BTE2025-07-312025-08-012025-08-29—2.052.050.00%market263.61%13.968.58%2.99%5.59%
CDLR2025-08-262025-08-272025-09-25—21.5521.550.00%market247.54%10.17-4.19%2.09%-6.28%
DBI2025-09-092025-09-102025-10-08—4.334.330.00%market54.55%12.74-19.60%2.98%-22.58%
LUXE2025-09-112025-09-122025-10-10—9.099.090.00%market3261.11%1.60-14.94%-0.70%-14.25%
GHG2025-09-302025-10-012025-10-29—2.172.170.00%market153.61%7.81-7.11%3.65%-10.76%
BFH2025-10-232025-10-242025-11-21—66.4666.460.00%market90.52%16.53-2.85%-2.58%-0.27%
CUBB2025-10-232025-10-242025-11-21—20.7520.750.00%market15.79%9.432.16%-2.58%4.74%
CYH2025-10-232025-10-242025-11-21—3.703.700.00%market557.44%2.91-15.88%-2.58%-13.30%
BSBR2025-10-272025-10-282025-11-25—5.455.450.00%market180.92%10.8613.93%-1.75%15.68%
FOR2025-10-282025-10-292025-11-26—28.3928.390.00%market34.92%16.70-9.36%-1.31%-8.05%
DLNG2025-11-202025-11-212025-12-22—3.733.730.00%market16.13%10.363.29%4.55%-1.26%
ZIM2025-11-202025-11-212025-12-22—16.5616.560.00%market33.16%16.2419.85%4.55%15.30%
BMNR2025-11-212025-11-242025-12-23—26.9426.940.00%market13720.00%1.9810.34%3.81%6.53%
HOV2025-12-042025-12-052026-01-06—103.14103.140.00%market846.03%17.31-2.90%0.92%-3.82%
KEP2025-12-182025-12-192026-01-21—16.7716.770.00%market28.66%7.9538.50%1.30%37.20%
DXC2026-01-292026-01-302026-03-02—12.6512.650.00%market15.52%13.18-3.84%-0.78%-3.05%
FCNCN2025-01-242026-01-302026-03-02—24.9224.920.00%market15.76%0.550.16%-0.78%0.94%
FCNCN2025-07-252026-01-302026-03-02—24.9224.920.00%market12.77%0.560.16%-0.78%0.94%
FPH2026-01-292026-01-302026-03-02—5.105.100.00%market875.00%16.459.80%-0.78%10.58%
RITM2026-02-032026-02-042026-03-05—10.9610.960.00%market34.55%14.81-10.97%-1.31%-9.66%
AES2026-03-022026-03-032026-03-31—14.1914.190.00%market30.65%17.52-0.90%-3.66%2.76%
AIV2026-03-022026-03-032026-03-31—4.364.360.00%market1063.64%4.11-6.85%-3.66%-3.19%
PSFE2026-03-032026-03-042026-04-01—7.527.520.00%market27.78%16.35-10.97%-3.87%-7.10%
BBWI2026-03-042026-03-052026-04-02—23.3623.360.00%market15.82%11.40-20.71%-3.85%-16.86%
VET2026-03-042026-03-052026-04-02—10.8610.860.00%market110.00%17.2423.00%-3.85%26.85%
FCNCN2026-04-232026-04-242026-05-22—25.1725.170.00%market13.40%0.56-0.36%4.91%-5.27%
SLM2026-04-232026-04-242026-05-22—23.0423.040.00%market35.09%14.96-4.06%4.91%-8.97%
CNC2026-04-282026-04-292026-05-28—50.5850.580.00%market51.12%15.0116.27%6.13%10.14%
SSTK2026-04-282026-04-292026-05-28—17.3017.300.00%market67.50%12.91-10.37%6.13%-16.51%
CLVT2026-04-292026-04-302026-05-29—2.832.830.00%market28.57%15.72-10.80%5.86%-16.66%
TEN2026-05-212026-05-222026-06-23—45.3645.360.00%market31.40%16.68-9.48%-1.70%-7.78%
AZUL2026-05-122026-05-282026-06-26—9.039.030.00%market233.48%6.020.80%-2.83%3.63%
DSX2026-05-282026-05-292026-06-29—2.462.460.00%market1472.94%10.37-18.49%-1.97%-16.52%
BMNP2026-01-132026-06-102026-07-10—88.5088.500.00%market10553.33%5.54-3.34%2.94%-6.28%