Quality overlays 1

Run 5f75e16a · view hypothesis

completed
Trades
122
Win rate
52.46%
Avg return
1.34%
Median return
0.31%
Avg abnormal
-0.06%
Median abnormal
-1.25%
Best trade
66.97%
Worst trade
-31.49%
Sharpe (per-trade)
0.08
Max drawdown
-89.04%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023194.12%1.62%57.89%
202438-1.91%-4.39%44.74%
2025434.86%4.05%65.12%
202622-2.33%-2.03%36.36%
Trades (122)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEReturnBenchmarkAbnormal
CAPL2023-08-072023-08-082023-09-0618.9018.900.00%market140.00%51.28%2.97%-0.42%3.39%
MED2023-08-072023-08-082023-09-06100.00100.000.00%market92.36%16.32%-19.71%-0.42%-19.29%
DNLI2023-08-082023-08-092023-09-0728.3128.310.00%market291.18%15.45%-14.77%-0.93%-13.84%
HALO2023-08-082023-08-092023-09-0742.4242.420.00%market17.46%49.50%-7.93%-0.93%-7.00%
WMG2023-08-082023-08-092023-09-0732.8932.890.00%market15.00%43.42%0.07%-0.93%1.00%
LUCK2023-09-112023-09-122023-10-1010.4210.420.00%market5464.08%48.81%10.07%-2.78%12.85%
CCL2023-09-292023-10-022023-10-3013.5013.500.00%market14.67%15.43%-15.76%-2.59%-13.17%
JBTM2023-09-302023-10-022023-10-30104.66104.660.00%market1291.88%32.16%-2.88%-2.59%-0.30%
LW2023-10-052023-10-062023-11-0397.3997.390.00%market49.54%15.62%-3.59%3.01%-6.60%
KOF2023-10-242023-10-252023-11-2272.4072.400.00%market19.05%75.26%17.76%7.85%9.90%
MANH2023-10-242023-10-252023-11-22183.13183.130.00%market36.36%23.52%21.03%7.85%13.17%
NSP2023-10-312023-11-012023-11-30105.53105.530.00%market69.77%54.14%7.59%8.87%-1.28%
ABNB2023-11-012023-11-022023-12-01122.51122.510.00%market14.90%47.94%10.01%7.62%2.39%
AAMI2023-11-022023-11-032023-12-0415.8815.880.00%market52.54%85.59%12.58%5.44%7.15%
NVDA2023-11-212023-11-222023-12-2149.8549.850.00%market17.65%27.79%-1.93%3.89%-5.82%
NTAP2023-11-282023-11-292023-12-2886.8986.890.00%market12.86%30.26%1.32%4.27%-2.96%
VSTS2023-11-292023-11-302023-12-2918.2918.290.00%market281.25%18.28%15.38%4.35%11.03%
JILL2023-12-052023-12-062024-01-0526.1326.130.00%market27.87%36.69%-7.05%1.99%-9.04%
BNED2023-12-062023-12-072024-01-08130.50130.500.00%market12400.00%22.82%53.06%3.87%49.19%
KSPI2023-09-302024-01-192024-02-1692.5092.500.00%market30.93%23.13%3.10%4.58%-1.48%
AGYS2024-01-222024-01-232024-02-2188.4088.400.00%market34.62%33.50%-10.18%2.73%-12.90%
MANH2024-01-302024-01-312024-02-29255.65255.650.00%market28.75%17.51%-1.11%3.98%-5.09%
RNR2024-01-302024-01-312024-02-29226.01226.010.00%market44.77%16.77%-0.73%3.98%-4.71%
COR2024-01-312024-02-012024-03-01232.65232.650.00%market13.49%65.98%1.68%5.82%-4.14%
TNET2024-02-152024-02-162024-03-18118.11118.110.00%market34.45%85.90%7.42%2.22%5.20%
MAX2024-02-202024-02-212024-03-2017.1017.100.00%market76.19%22.98%17.40%5.06%12.34%
LLYVK2024-02-282024-02-292024-03-2838.9938.990.00%market198.04%65.43%12.19%2.95%9.24%
NRG2024-02-282024-02-292024-03-2854.7054.700.00%market21.28%16.59%23.55%2.95%20.60%
ESTC2024-02-292024-03-012024-04-01115.96115.960.00%market16.13%24.88%-13.48%2.59%-16.07%
BLND2024-03-152024-03-182024-04-162.882.880.00%market12.50%165.32%-17.56%-2.04%-15.52%
TSHA2024-03-192024-03-202024-04-182.952.950.00%market488.89%63.71%-18.51%-3.15%-15.35%
MEDP2024-04-222024-04-232024-05-21378.00378.000.00%market29.55%15.28%4.73%5.90%-1.16%
KMB2024-04-232024-04-242024-05-22135.66135.660.00%market23.31%61.97%-1.52%4.59%-6.11%
MANH2024-04-232024-04-242024-05-22208.49208.490.00%market18.39%22.45%7.23%4.59%2.64%
KOF2024-04-242024-04-252024-05-2396.1896.180.00%market16.67%69.80%-0.21%5.36%-5.58%
NBTX2024-04-242024-04-252024-05-235.915.910.00%market60.40%629.12%11.64%5.36%6.28%
CLBT2024-05-232024-05-242024-06-2512.0012.000.00%market45.45%267.25%-1.95%3.22%-5.17%
IBTA2024-05-302024-05-312024-07-01104.33104.330.00%market80.00%21.08%-31.49%4.15%-35.64%
RBRK2024-06-112024-06-122024-07-1236.5736.570.00%market13.66%142.26%-7.64%3.39%-11.03%
AEHR2024-07-162024-07-172024-08-1419.2619.260.00%market663.64%21.38%-29.80%-2.69%-27.10%
PAC2024-07-222024-07-232024-08-20163.30163.300.00%market24.51%232.60%0.58%0.75%-0.17%
KMB2024-07-232024-07-242024-08-21134.77134.770.00%market14.62%47.89%7.08%2.14%4.94%
MANH2024-07-232024-07-242024-08-21247.39247.390.00%market23.30%21.93%5.48%2.14%3.34%
OMAB2024-07-252024-07-262024-08-2368.6868.680.00%market23.02%16.45%-9.59%3.66%-13.25%
TLN2024-08-132024-08-142024-09-12128.00128.000.00%market116.81%18.08%21.67%2.99%18.68%
CHWY2024-08-282024-08-292024-09-2728.7228.720.00%market257.14%61.45%4.12%1.99%2.13%
NTNX2024-08-282024-08-292024-09-2760.9960.990.00%market33.86%17.32%-2.46%1.99%-4.45%
DOCU2024-09-052024-09-062024-10-0460.2460.240.00%market20.20%45.28%5.78%4.19%1.59%
RBRK2024-09-092024-09-102024-10-0829.8529.850.00%market17.70%35.44%15.81%4.52%11.29%
MANH2024-10-222024-10-232024-11-20280.00280.000.00%market27.36%22.95%-3.21%1.59%-4.80%
MAT2024-10-232024-10-242024-11-2118.4418.440.00%market20.00%16.10%-0.53%2.36%-2.89%
HAS2024-10-242024-10-252024-11-2266.7766.770.00%market35.16%17.34%-6.57%2.41%-8.97%
BAH2024-10-252024-10-282024-11-25184.08184.080.00%market23.13%32.49%-20.09%2.57%-22.66%
FER2024-10-292024-10-302024-11-2740.3440.340.00%market751.91%23.25%1.73%3.02%-1.28%
ZIM2024-11-202024-11-212024-12-2026.0026.000.00%market32.48%28.65%-29.85%-0.38%-29.47%
RBRK2024-12-052024-12-062025-01-0765.6865.680.00%market47.50%25.12%-2.24%-3.10%0.86%
PVLA2024-05-162024-12-102025-01-1016.4116.410.00%market58.33%40.45%-15.07%-4.11%-10.96%
EAT2025-01-292025-01-302025-02-28183.00183.000.00%market104.38%90.11%-10.13%-1.62%-8.51%
LII2025-01-292025-01-302025-02-28599.84599.840.00%market35.92%23.25%0.00%-1.62%1.62%
DECK2025-01-302025-01-312025-03-03196.10196.100.00%market20.97%17.36%-30.22%-3.91%-26.31%
BEPC2025-01-312025-02-032025-03-0425.9425.940.00%market81.82%56.75%2.69%-2.67%5.36%
KD2025-02-032025-02-042025-03-0537.0637.060.00%market25.03%19.65%0.12%-2.47%2.59%
BE2025-02-272025-02-282025-03-2823.3623.360.00%market34.37%18.63%-13.17%-5.11%-8.06%
GFI2025-02-272025-02-282025-03-2817.8017.800.00%market107.83%16.46%22.89%-5.11%28.00%
AES2025-02-282025-03-032025-03-3111.1511.150.00%market54.29%15.37%11.19%-6.17%17.36%
HUT2025-03-032025-03-042025-04-0113.4213.420.00%market905.56%15.59%-0.95%-3.23%2.29%
VSCO2025-03-052025-03-062025-04-0320.8620.860.00%market13.04%30.22%-28.92%-6.74%-22.18%
ADCT2025-03-272025-03-282025-04-281.481.480.00%market23.68%15.16%-1.55%-2.60%1.04%
TMC2025-03-272025-03-282025-04-281.981.980.00%market16.67%93.83%66.97%-2.60%69.57%
MEDP2025-04-212025-04-222025-05-20259.13259.130.00%market19.93%19.30%18.13%13.98%4.15%
LMT2025-04-222025-04-232025-05-21467.00467.000.00%market14.83%25.62%0.50%7.85%-7.35%
MANH2025-04-222025-04-232025-05-21178.47178.470.00%market15.53%21.45%5.12%7.85%-2.73%
EAF2025-04-252025-04-282025-05-277.057.050.00%market13.33%37.36%60.08%7.21%52.87%
TNET2025-04-252025-04-282025-05-2777.6377.630.00%market19.16%134.92%6.00%7.21%-1.21%
VIK2025-05-202025-05-212025-06-2044.5744.570.00%market18.36%39.00%10.82%0.99%9.82%
HNGE2025-05-052025-05-222025-06-2339.2539.250.00%market147.03%27.65%11.11%3.00%8.11%
JOYY2025-05-262025-05-272025-06-2542.0042.000.00%market29.10%29.17%20.09%3.59%16.49%
CHA2025-05-302025-06-022025-07-0128.8628.860.00%market504.64%15.93%-9.42%5.09%-14.50%
RBRK2025-06-052025-06-062025-07-08102.80102.800.00%market53.32%18.35%-15.70%3.62%-19.32%
HCM2025-07-022025-07-032025-08-0115.5715.570.00%market525.93%18.51%10.72%-0.12%10.84%
MANH2025-07-222025-07-232025-08-20245.00245.000.00%market15.93%20.37%-13.66%1.04%-14.70%
LII2025-07-232025-07-242025-08-21662.50662.500.00%market13.99%30.83%-14.07%0.15%-14.22%
LVS2025-07-232025-07-242025-08-2151.2751.270.00%market48.78%23.15%4.17%0.15%4.02%
WH2025-07-232025-07-242025-08-2188.8888.880.00%market14.66%15.26%-2.75%0.15%-2.90%
AAMI2025-07-312025-08-012025-08-2940.6840.680.00%market23.08%109.78%25.09%2.99%22.10%
UI2025-08-222025-08-252025-09-23513.01513.010.00%market58.74%39.91%27.61%2.98%24.64%
NIO2025-09-022025-09-032025-10-016.386.380.00%market16.57%426.42%19.71%4.01%15.69%
RBRK2025-09-092025-09-102025-10-0894.5694.560.00%market91.15%17.00%-11.10%2.98%-14.08%
CHWY2025-09-102025-09-112025-10-0935.9135.910.00%market131.25%15.90%8.74%2.60%6.14%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%43.50%-14.94%-0.70%-14.25%
FRMI2025-09-032025-10-012025-10-2925.0025.000.00%market68.02%354.41%14.64%3.65%10.99%
MANH2025-10-212025-10-222025-11-19198.79198.790.00%market14.29%18.96%-13.93%-1.39%-12.53%
LVS2025-10-222025-10-232025-11-2054.5654.560.00%market26.42%26.67%16.15%-2.33%18.48%
CGAU2025-10-282025-10-292025-11-2612.2112.210.00%market50.00%15.07%5.70%-1.31%7.01%
RRR2025-10-282025-10-292025-11-2657.8357.830.00%market88.89%19.24%1.53%-1.31%2.84%
CVI2025-10-292025-10-302025-11-2840.1340.130.00%market100.00%44.52%-14.15%-0.07%-14.08%
PD2025-11-252025-11-262025-12-2612.9612.960.00%market32.53%50.42%1.34%1.87%-0.53%
DOO2025-05-292025-12-022025-12-3169.3669.360.00%market37.67%32.36%1.82%0.00%1.82%
ORCL2025-12-102025-12-112026-01-12190.62190.620.00%market37.80%20.48%7.18%1.46%5.71%
XZO2025-12-102025-12-112026-01-1218.2818.280.00%market19.05%26.97%23.32%1.46%21.86%
BAH2026-01-232026-01-262026-02-24103.00103.000.00%market34.09%19.51%-26.70%-0.45%-26.25%
BA2026-01-272026-01-282026-02-26244.09244.090.00%market2362.05%150.72%-6.21%-1.11%-5.10%
EAT2026-01-282026-01-292026-02-27158.25158.250.00%market13.44%33.88%-6.55%-1.49%-5.06%
GEV2026-01-282026-01-292026-02-27717.00717.000.00%market357.00%32.78%21.64%-1.49%23.13%
SMG2026-01-282026-01-292026-02-2762.6362.630.00%market25.96%24.97%11.76%-1.49%13.25%
ADEA2026-02-232026-02-242026-03-2420.0620.060.00%market32.10%15.34%25.62%-4.21%29.83%
ACAD2026-02-252026-02-262026-03-2623.6423.640.00%market1067.88%22.29%-9.38%-6.95%-2.43%
AUPH2026-02-262026-02-272026-03-2713.9813.980.00%market23.81%36.26%1.87%-7.17%9.05%
CQP2026-02-262026-02-272026-03-2760.7660.760.00%market114.41%40.46%6.65%-7.17%13.82%
LNG2026-02-262026-02-272026-03-27231.10231.100.00%market181.84%29.08%28.28%-7.17%35.45%
BAK2026-03-272026-03-302026-04-283.593.590.00%market51.02%63.70%-4.38%11.18%-15.56%
NFLX2026-04-162026-04-172026-05-1596.3796.370.00%market61.21%16.97%-9.90%4.68%-14.58%
MANH2026-04-212026-04-222026-05-20149.00149.000.00%market12.73%24.03%-8.20%4.53%-12.73%
GEV2026-04-222026-04-232026-05-211,147.891,147.890.00%market794.36%34.08%-9.27%4.68%-13.95%
LVS2026-04-222026-04-232026-05-2151.3251.320.00%market20.37%47.25%-3.84%4.68%-8.53%
AMT2026-04-282026-04-292026-05-28177.54177.540.00%market15.00%22.91%4.95%6.13%-1.18%
AVAH2026-05-142026-05-152026-06-157.787.780.00%market38.46%17.35%-7.27%1.76%-9.03%
HAS2026-05-202026-05-212026-06-2288.4388.430.00%market22.50%30.77%-4.77%0.78%-5.55%
BAH2026-05-222026-05-262026-06-2480.0380.030.00%market34.85%18.55%-21.88%-2.24%-19.64%
EMAT2026-05-222026-05-262026-06-248.208.200.00%market33.33%1778.40%-16.18%-2.24%-13.94%
DOO2026-05-282026-05-292026-06-2957.5757.570.00%market77.33%18.59%7.95%-1.97%9.92%
MU2026-06-242026-06-252026-07-241,233.001,233.000.00%market19.69%28.04%-25.51%0.00%-25.51%