Quality overlays 3
Run 5f75e0a2 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
87
Win rate
50.57%
Avg return
0.12%
Median return
0.02%
Avg abnormal
-2.04%
Median abnormal
-2.37%
Best trade
77.48%
Worst trade
-41.54%
Sharpe (per-trade)
0.01
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 13 | 1.84% | -1.59% | 53.85% |
| 2024 | 29 | 3.69% | 0.41% | 62.07% |
| 2025 | 28 | -6.18% | -7.21% | 35.71% |
| 2026 | 17 | 3.11% | 1.97% | 52.94% |
Trades (87)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROIC | 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% |
| IHG | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 76.70 | 76.70 | 0.00% | market | 59.04% | — | -0.24% | -0.93% | 0.69% |
| 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% |
| 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% |
| DPZ | 2023-10-12 | 2023-10-13 | 2023-11-10 | — | 345.35 | 345.35 | 0.00% | market | 26.67% | — | 9.40% | 1.24% | 8.16% |
| RLI | 2023-10-23 | 2023-10-24 | 2023-11-21 | — | 66.33 | 66.33 | 0.00% | market | 520.00% | — | 3.24% | 7.24% | -4.01% |
| KOF | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 72.40 | 72.40 | 0.00% | market | 19.05% | — | 17.76% | 7.85% | 9.90% |
| 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% |
| ORI | 2023-10-26 | 2023-10-27 | 2023-11-27 | — | 27.79 | 27.79 | 0.00% | market | 14.29% | — | 4.62% | 9.73% | -5.11% |
| UGP | 2023-11-09 | 2023-11-10 | 2023-12-11 | — | 4.72 | 4.72 | 0.00% | market | 100.00% | — | 11.03% | 5.97% | 5.06% |
| RNW | 2023-11-20 | 2023-11-21 | 2023-12-20 | — | 6.50 | 6.50 | 0.00% | market | 83.33% | — | 12.72% | 3.33% | 9.40% |
| 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% |
| 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% |
| CB | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 247.20 | 247.20 | 0.00% | market | 63.71% | — | 1.61% | 3.98% | -2.37% |
| 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% |
| 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% |
| DECK | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 139.29 | 139.29 | 0.00% | market | 32.63% | — | 10.67% | 4.63% | 6.04% |
| NVDA | 2024-02-21 | 2024-02-22 | 2024-03-21 | — | 75.03 | 75.03 | 0.00% | market | 13.04% | — | 21.67% | 3.61% | 18.06% |
| PAGS | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 14.36 | 14.36 | 0.00% | market | 13.79% | — | -0.76% | 2.95% | -3.71% |
| UGP | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 5.91 | 5.91 | 0.00% | market | 81.82% | — | -3.41% | 2.95% | -6.37% |
| 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% |
| GPGI | 2024-03-06 | 2024-03-07 | 2024-04-05 | — | 4.98 | 4.98 | 0.00% | market | 12.98% | — | 14.46% | 1.03% | 13.43% |
| 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% |
| KOF | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 96.18 | 96.18 | 0.00% | market | 16.67% | — | -0.21% | 5.36% | -5.58% |
| TV | 2024-04-25 | 2024-04-26 | 2024-05-24 | — | 3.06 | 3.06 | 0.00% | market | 325.00% | — | 2.41% | 4.56% | -2.15% |
| MCY | 2024-04-30 | 2024-05-01 | 2024-05-30 | — | 53.10 | 53.10 | 0.00% | market | 420.00% | — | 5.24% | 4.23% | 1.01% |
| MITN | 2024-05-03 | 2024-05-06 | 2024-06-04 | — | 25.22 | 25.22 | 0.00% | market | 55.90% | — | -0.83% | 2.85% | -3.68% |
| PAC | 2024-07-22 | 2024-07-23 | 2024-08-20 | — | 163.30 | 163.30 | 0.00% | market | 24.51% | — | 0.58% | 0.75% | -0.17% |
| 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% |
| CINF | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 116.00 | 116.00 | 0.00% | market | 34.24% | — | 14.29% | 3.66% | 10.63% |
| ORI | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 33.05 | 33.05 | 0.00% | market | 24.59% | — | 6.43% | 3.66% | 2.77% |
| BRBR | 2024-08-05 | 2024-08-06 | 2024-09-04 | — | 52.50 | 52.50 | 0.00% | market | 22.73% | — | 6.94% | 6.11% | 0.83% |
| DAO | 2024-08-22 | 2024-08-23 | 2024-09-23 | — | 3.29 | 3.29 | 0.00% | market | 57.87% | — | -5.06% | 1.81% | -6.88% |
| DPZ | 2024-10-10 | 2024-10-11 | 2024-11-08 | — | 414.83 | 414.83 | 0.00% | market | 14.79% | — | 10.62% | 3.84% | 6.78% |
| PINE | 2024-10-17 | 2024-10-18 | 2024-11-15 | — | 18.35 | 18.35 | 0.00% | market | 1054.48% | — | -4.07% | 0.29% | -4.36% |
| 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% |
| FPI | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 11.24 | 11.24 | 0.00% | market | 152.53% | — | 12.88% | 4.69% | 8.19% |
| MAX | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 19.82 | 19.82 | 0.00% | market | 30.77% | — | -36.48% | 4.69% | -41.17% |
| ABXL | 2024-11-07 | 2024-11-08 | 2024-12-09 | — | 26.94 | 26.94 | 0.00% | market | 47.93% | — | 0.02% | 1.43% | -1.40% |
| EVTL | 2024-11-15 | 2024-11-18 | 2024-12-17 | — | 4.57 | 4.57 | 0.00% | market | 30.27% | — | 77.48% | 3.08% | 74.40% |
| ZIM | 2024-11-20 | 2024-11-21 | 2024-12-20 | — | 26.00 | 26.00 | 0.00% | market | 32.48% | — | -29.85% | -0.38% | -29.47% |
| 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% |
| BRBR | 2025-02-03 | 2025-02-04 | 2025-03-05 | — | 77.50 | 77.50 | 0.00% | market | 23.40% | — | -6.55% | -2.47% | -4.08% |
| MC | 2025-02-05 | 2025-02-06 | 2025-03-07 | — | 81.54 | 81.54 | 0.00% | market | 202.56% | — | -24.38% | -4.96% | -19.42% |
| APP | 2025-02-12 | 2025-02-13 | 2025-03-14 | — | 499.34 | 499.34 | 0.00% | market | 54.46% | — | -41.54% | -6.89% | -34.65% |
| GTY | 2025-02-12 | 2025-02-13 | 2025-03-14 | — | 30.21 | 30.21 | 0.00% | market | 93.55% | — | 1.36% | -6.89% | 8.25% |
| HIPO | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 31.76 | 31.76 | 0.00% | market | 53.33% | — | -23.85% | -6.74% | -17.11% |
| GCTS | 2025-03-25 | 2025-03-26 | 2025-04-24 | — | 2.03 | 2.03 | 0.00% | market | 26.67% | — | -29.26% | -4.95% | -24.31% |
| 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% |
| INDV | 2025-04-24 | 2025-04-25 | 2025-05-23 | — | 10.76 | 10.76 | 0.00% | market | 86.36% | — | 4.45% | 5.94% | -1.49% |
| XHR | 2025-05-02 | 2025-05-05 | 2025-06-03 | — | 11.36 | 11.36 | 0.00% | market | 21.43% | — | 7.02% | 5.96% | 1.06% |
| PTCT | 2025-05-06 | 2025-05-07 | 2025-06-05 | — | 39.40 | 39.40 | 0.00% | market | 1029.63% | — | 31.09% | 5.87% | 25.22% |
| P | 2025-05-28 | 2025-05-29 | 2025-06-27 | — | 51.58 | 51.58 | 0.00% | market | 17.98% | — | 7.21% | 3.68% | 3.52% |
| 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% |
| EVTL | 2025-06-10 | 2025-06-11 | 2025-07-11 | — | 5.82 | 5.82 | 0.00% | market | 2165.00% | — | -15.84% | 3.22% | -19.05% |
| SLDE | 2025-05-23 | 2025-06-18 | 2025-07-18 | — | 21.00 | 21.00 | 0.00% | market | 71.23% | — | -12.58% | 4.87% | -17.45% |
| 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% |
| 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% |
| MSTR | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 390.41 | 390.41 | 0.00% | market | 33253.67% | — | -14.54% | 2.99% | -17.54% |
| STRD | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 85.11 | 85.11 | 0.00% | market | 33253.67% | — | -7.07% | 2.99% | -10.07% |
| STRF | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 117.35 | 117.35 | 0.00% | market | 33253.67% | — | -5.86% | 2.99% | -8.85% |
| 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% |
| 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% |
| 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% |
| QCRH | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 74.21 | 74.21 | 0.00% | market | 25.43% | — | 2.80% | -2.33% | 5.14% |
| CVI | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 40.13 | 40.13 | 0.00% | market | 100.00% | — | -14.15% | -0.07% | -14.08% |
| MAX | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 13.24 | 13.24 | 0.00% | market | 23.81% | — | -3.83% | -0.07% | -3.75% |
| INDV | 2025-10-30 | 2025-10-31 | 2025-12-01 | — | 29.68 | 29.68 | 0.00% | market | 89.47% | — | 13.01% | -0.70% | 13.70% |
| QCRH | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 89.08 | 89.08 | 0.00% | market | 12.76% | — | 0.48% | -1.11% | 1.60% |
| CON | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 21.65 | 21.65 | 0.00% | market | 23.46% | — | 10.47% | -1.49% | 11.96% |
| 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% |
| MA | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 541.01 | 541.01 | 0.00% | market | 12.26% | — | -3.90% | -0.78% | -3.12% |
| PMTU | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 25.86 | 25.86 | 0.00% | market | 20.79% | — | -0.78% | -0.78% | 0.00% |
| HOV | 2026-02-25 | 2026-02-26 | 2026-03-26 | — | 126.75 | 126.75 | 0.00% | market | 367.35% | — | -12.41% | -6.95% | -5.46% |
| BCRX | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 7.95 | 7.95 | 0.00% | market | 1500.00% | — | 17.16% | -7.17% | 24.33% |
| ANAB | 2026-03-03 | 2026-03-04 | 2026-04-01 | — | 37.39 | 37.39 | 0.00% | market | 77.53% | — | 0.92% | -3.87% | 4.79% |
| VEL | 2026-03-11 | 2026-03-12 | 2026-04-10 | — | 19.20 | 19.20 | 0.00% | market | 38.81% | — | -0.51% | 1.24% | -1.75% |
| ANRO | 2026-03-16 | 2026-03-17 | 2026-04-15 | — | 24.32 | 24.32 | 0.00% | market | 19.64% | — | 4.53% | 4.10% | 0.43% |
| GCTS | 2026-03-25 | 2026-03-26 | 2026-04-24 | — | 1.11 | 1.11 | 0.00% | market | 31.82% | — | 21.42% | 9.49% | 11.93% |
| 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% |
| GTY | 2026-04-22 | 2026-04-23 | 2026-05-21 | — | 34.75 | 34.75 | 0.00% | market | 21.75% | — | -4.00% | 4.68% | -8.68% |
| FICO | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 1,088.78 | 1,088.78 | 0.00% | market | 14.78% | — | 18.87% | 6.13% | 12.73% |
| NXRT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 28.63 | 28.63 | 0.00% | market | 25.00% | — | 3.26% | 6.13% | -2.87% |
| STX | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 667.98 | 667.98 | 0.00% | market | 16.81% | — | 31.65% | 6.13% | 25.52% |
| 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% |