Surprise magnitude ladder 1

Run 5f75e1e5 · view hypothesis

completed
Trades
179
Win rate
50.28%
Avg return
1.76%
Median return
0.18%
Avg abnormal
0.27%
Median abnormal
-1.46%
Best trade
49.72%
Worst trade
-29.80%
Sharpe (per-trade)
0.13
Max drawdown
-67.30%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023250.11%-1.04%44.00%
2024631.22%-0.72%50.79%
2025603.49%2.37%56.67%
2026310.83%-0.71%41.94%
Trades (179)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ReturnBenchmarkAbnormal
ACVA2023-08-072023-08-082023-09-0617.2017.200.00%market85.71%-3.63%-0.42%-3.22%
AWR2023-08-072023-08-082023-09-0687.9887.980.00%market33.33%-7.27%-0.42%-6.85%
AXGN2023-08-072023-08-082023-09-068.078.070.00%market80.00%-23.99%-0.42%-23.58%
BKD2023-08-072023-08-082023-09-063.933.930.00%market25.00%1.07%-0.42%1.49%
BRT2023-08-072023-08-082023-09-0619.2119.210.00%market27.59%-5.51%-0.42%-5.09%
ASAN2023-09-052023-09-062023-10-0419.6719.670.00%market63.64%-13.57%-5.29%-8.28%
AVAV2023-09-052023-09-062023-10-04113.16113.160.00%market284.62%-5.48%-5.29%-0.18%
GTLB2023-09-052023-09-062023-10-0452.1452.140.00%market134.19%-14.39%-5.29%-9.10%
ZS2023-09-052023-09-062023-10-04159.16159.160.00%market30.61%-2.74%-5.29%2.56%
AEO2023-09-062023-09-072023-10-0517.4317.430.00%market56.25%-7.26%-4.20%-3.06%
PERF2023-10-032023-10-042023-11-013.003.000.00%market80.00%-15.53%0.14%-15.67%
LW2023-10-052023-10-062023-11-0397.3997.390.00%market49.54%-3.59%3.01%-6.60%
MANU2023-10-052023-10-062023-11-0319.0119.010.00%market62.22%-1.88%3.01%-4.90%
DPZ2023-10-122023-10-132023-11-10345.35345.350.00%market26.67%9.40%1.24%8.16%
BLK2023-10-132023-10-162023-11-13630.51630.510.00%market32.08%4.71%1.47%3.24%
ABEV2023-10-312023-11-012023-11-302.532.530.00%market25.00%8.10%8.87%-0.77%
AAMI2023-11-022023-11-032023-12-0415.8815.880.00%market52.54%12.58%5.44%7.15%
ABCL2023-11-022023-11-032023-12-043.973.970.00%market28.57%16.68%5.44%11.24%
ALRM2023-11-092023-11-102023-12-1154.5254.520.00%market40.00%7.05%5.97%1.08%
CEPU2023-11-122023-11-132023-12-126.176.170.00%market244.23%49.72%5.66%44.06%
CRDO2023-11-292023-11-302023-12-2918.4618.460.00%market509.76%5.27%4.35%0.92%
GTLB2023-12-042023-12-052024-01-0459.6859.680.00%market1150.00%-3.72%2.64%-6.36%
SAIC2023-12-042023-12-052024-01-04134.90134.900.00%market34.32%-8.84%2.64%-11.48%
BLBD2023-12-112023-12-122024-01-1124.0024.000.00%market37.50%3.13%3.19%-0.06%
FGN2023-09-292023-12-122024-01-1125.3725.370.00%market140.20%2.56%3.19%-0.63%
EMA2023-12-312024-01-022024-01-3136.2436.240.00%market107.94%-2.63%2.27%-4.90%
FC2024-01-042024-01-052024-02-0539.0039.000.00%market89.47%0.18%5.36%-5.18%
GBX2024-01-052024-01-082024-02-0647.2847.280.00%market31.51%-1.49%5.45%-6.94%
GS2024-01-162024-01-172024-02-14375.20375.200.00%market56.13%0.56%5.67%-5.11%
AA2024-01-172024-01-182024-02-1527.6227.620.00%market43.43%-1.03%5.91%-6.94%
ASH2024-01-302024-01-312024-02-2989.7489.740.00%market136.84%4.15%3.98%0.16%
BEP2024-02-022024-02-052024-03-0525.0725.070.00%market123.71%-11.05%2.73%-13.78%
ALGT2024-02-052024-02-062024-03-0673.9973.990.00%market116.42%0.81%3.29%-2.47%
ALSN2024-02-132024-02-142024-03-1470.0070.000.00%market33.57%6.93%3.66%3.27%
ACGL2024-02-142024-02-152024-03-1586.4386.430.00%market28.35%6.11%2.11%3.99%
ACEL2024-02-282024-02-292024-03-2810.9910.990.00%market52.94%7.08%2.95%4.13%
AVAV2024-03-042024-03-052024-04-03150.64150.640.00%market90.91%-2.68%1.80%-4.48%
APGE2024-03-052024-03-062024-04-0461.0861.080.00%market28.89%-3.61%0.49%-4.10%
EGY2024-03-132024-03-142024-04-124.804.800.00%market208.33%45.84%-1.18%47.03%
DB2024-03-142024-03-152024-04-1514.8514.850.00%market117.65%4.24%-1.13%5.37%
BRZE2024-03-272024-03-282024-04-2645.3145.310.00%market20.00%-8.15%-2.86%-5.29%
BB2024-04-032024-04-042024-05-022.962.960.00%market193.83%-1.55%-3.53%1.98%
LEVI2024-04-032024-04-042024-05-0221.5121.510.00%market25.79%1.71%-3.53%5.24%
C2024-04-122024-04-152024-05-1360.1860.180.00%market51.22%5.15%1.12%4.03%
FBK2024-04-152024-04-162024-05-1434.0034.000.00%market21.43%13.24%3.64%9.61%
AEM2024-04-252024-04-262024-05-2466.9566.950.00%market26.67%0.94%4.56%-3.62%
ACLS2024-05-012024-05-022024-05-31101.25101.250.00%market26.61%10.90%4.61%6.30%
AER2024-05-012024-05-022024-05-3186.9486.940.00%market36.51%6.44%4.61%1.83%
ANIP2024-05-102024-05-132024-06-1167.6967.690.00%market23.47%-4.28%2.75%-7.03%
BLTE2024-05-132024-05-142024-06-1241.3741.370.00%market20.59%20.61%3.89%16.73%
BEKE2024-05-232024-05-242024-06-2516.7016.700.00%market33.33%-8.76%3.22%-11.98%
ASAN2024-05-302024-05-312024-07-0114.8914.890.00%market26.98%-6.24%4.15%-10.40%
BURL2024-05-302024-05-312024-07-01239.78239.780.00%market28.57%-3.02%4.15%-7.17%
HCM2024-06-102024-06-112024-07-1117.9217.920.00%market157.69%-0.98%4.20%-5.18%
CASY2024-06-112024-06-122024-07-12363.00363.000.00%market36.05%3.50%3.39%0.11%
CCL2024-06-252024-06-262024-07-2517.9017.900.00%market765.46%-4.67%-0.97%-3.70%
EMA2024-06-302024-07-012024-07-3033.4533.450.00%market20.55%7.42%-0.67%8.09%
PRMB2024-06-292024-07-012024-07-3021.8821.880.00%market40.83%-0.38%-0.67%0.28%
AEHR2024-07-162024-07-172024-08-1419.2619.260.00%market663.64%-29.80%-2.69%-27.10%
FULT2024-07-162024-07-172024-08-1418.7618.760.00%market56.67%-7.72%-2.69%-5.02%
BELFB2024-07-242024-07-252024-08-2268.0068.000.00%market65.59%-5.41%2.75%-8.15%
CNO2024-07-292024-07-302024-08-2732.0032.000.00%market47.89%5.58%2.80%2.78%
CORT2024-07-292024-07-302024-08-2738.3938.390.00%market39.13%-9.92%2.80%-12.72%
ELVN2024-08-132024-08-142024-09-1222.4422.440.00%market29.31%-0.69%2.99%-3.68%
FLUT2024-08-132024-08-142024-09-12209.11209.110.00%market66.24%4.77%2.99%1.78%
BBAR2024-08-212024-08-222024-09-2010.0110.010.00%market134.62%18.18%1.01%17.17%
TCOM2024-08-262024-08-272024-09-2546.4546.450.00%market35.14%9.77%1.89%7.88%
TUYA2024-08-262024-08-272024-09-251.931.930.00%market100.00%-18.85%1.89%-20.74%
MANU2024-09-112024-09-122024-10-1015.7015.700.00%market25.93%2.35%3.81%-1.46%
PENG2024-01-092024-09-162024-10-1419.1519.150.00%market52.09%8.68%4.02%4.66%
THO2024-09-242024-09-252024-10-23108.83108.830.00%market29.23%-4.41%1.20%-5.61%
FGN2024-09-302024-10-012024-10-2927.2127.210.00%market42.20%-1.12%1.46%-2.58%
TRAK2024-09-302024-10-012024-10-2919.0019.000.00%market33.33%0.75%1.46%-0.71%
APLD2024-10-092024-10-102024-11-077.497.490.00%market89.01%3.81%3.45%0.36%
EQBK2024-10-152024-10-162024-11-1344.0044.000.00%market29.29%6.75%3.00%3.75%
BANC2024-10-222024-10-232024-11-2015.6915.690.00%market76.68%2.22%1.59%0.63%
CALX2024-10-282024-10-292024-11-2639.1039.100.00%market44.44%-17.64%3.59%-21.23%
FMX2024-10-282024-10-292024-11-2698.5798.570.00%market29.25%-11.36%3.59%-14.95%
ACAD2024-11-062024-11-072024-12-0615.6915.690.00%market42.86%9.93%2.48%7.45%
BLFS2024-11-122024-11-132024-12-1226.3026.300.00%market74.47%1.40%1.17%0.23%
AS2024-11-192024-11-202024-12-1921.2821.280.00%market40.00%29.03%-0.72%29.75%
TBBB2024-11-252024-11-262024-12-2632.1432.140.00%market93.99%-7.20%0.42%-7.62%
AMBA2024-11-262024-11-272024-12-2779.7879.780.00%market266.67%-8.06%-0.91%-7.15%
AGX2024-12-052024-12-062025-01-07156.25156.250.00%market58.73%-4.12%-3.10%-1.02%
M2024-12-112024-12-122025-01-1416.4116.410.00%market500.00%-14.76%-4.02%-10.74%
BB2024-12-192024-12-202025-01-233.003.000.00%market300.00%38.80%4.81%33.99%
LAR2023-08-092024-12-302025-01-302.752.750.00%market391.24%-4.56%2.92%-7.48%
LAR2023-11-072024-12-302025-01-302.752.750.00%market3100.00%-4.56%2.92%-7.48%
CALM2025-01-072025-01-082025-02-07109.78109.780.00%market21.47%-1.55%2.05%-3.60%
GS2025-01-152025-01-162025-02-14609.99609.990.00%market48.82%8.09%2.61%5.47%
ALK2025-01-222025-01-232025-02-2169.7669.760.00%market115.56%0.40%-0.97%1.37%
EAT2025-01-292025-01-302025-02-28183.00183.000.00%market104.38%-10.13%-1.62%-8.51%
FLEX2025-01-292025-01-302025-02-2842.3042.300.00%market20.31%-10.63%-1.62%-9.01%
AAMI2025-02-062025-02-072025-03-1024.8624.860.00%market26.21%-5.11%-7.63%2.52%
ALNY2025-02-132025-02-142025-03-17264.02264.020.00%market109.68%-4.33%-7.02%2.68%
AEG2025-02-202025-02-212025-03-216.106.100.00%market124.68%7.67%-7.57%15.24%
ABCL2025-02-272025-02-282025-03-282.722.720.00%market26.67%-15.27%-5.11%-10.17%
ACIW2025-02-272025-02-282025-03-2854.5054.500.00%market47.95%-0.60%-5.11%4.50%
GRND2025-03-072025-03-102025-04-0714.7814.780.00%market28.57%15.29%-11.14%26.43%
LI2025-03-142025-03-172025-04-1426.6626.660.00%market31.09%-10.74%-4.21%-6.53%
CAL2025-03-202025-03-212025-04-2116.4816.480.00%market22.22%-7.48%-8.12%0.64%
ABX2025-03-272025-03-282025-04-287.737.730.00%market23.08%6.40%-2.60%8.99%
ADCT2025-03-272025-03-282025-04-281.481.480.00%market23.68%-1.55%-2.60%1.04%
LEVI2025-04-072025-04-082025-05-0715.7115.710.00%market36.64%5.15%7.53%-2.38%
ERIC2025-04-152025-04-162025-05-157.987.980.00%market33.33%5.82%11.06%-5.24%
ALLY2025-04-172025-04-212025-05-1931.2031.200.00%market36.76%15.47%14.14%1.33%
CRI2025-04-252025-04-282025-05-2733.1233.120.00%market24.53%-2.25%7.21%-9.46%
LAZ2025-04-252025-04-282025-05-2738.5738.570.00%market93.10%15.30%7.21%8.09%
ACA2025-05-062025-05-072025-06-0588.2088.200.00%market68.97%0.62%5.87%-5.26%
ATAI2025-05-142025-05-152025-06-131.431.430.00%market21.05%47.35%1.95%45.40%
AGYS2025-05-192025-05-202025-06-1886.1486.140.00%market88.81%25.72%0.73%24.99%
JOYY2025-05-262025-05-272025-06-2542.0042.000.00%market29.10%20.09%3.59%16.49%
GLNG2025-05-272025-05-282025-06-2639.3139.310.00%market98.54%5.75%3.43%2.32%
AGX2025-06-042025-06-052025-07-07229.83229.830.00%market46.79%-9.05%3.86%-12.90%
JBS2024-05-142025-06-132025-07-1513.6513.650.00%market169.74%-5.11%3.95%-9.06%
SLDE2025-05-232025-06-182025-07-1821.0021.000.00%market71.23%-12.58%4.87%-17.45%
BB2025-06-242025-06-252025-07-244.814.810.00%market42.86%-17.87%4.36%-22.23%
WS2025-06-252025-06-262025-07-2531.6631.660.00%market26.51%0.34%4.62%-4.28%
AEHR2025-07-082025-07-092025-08-0612.4412.440.00%market33.33%45.94%1.61%44.33%
FULT2025-07-152025-07-162025-08-1318.6118.610.00%market29.41%0.39%3.39%-3.00%
TCBI2025-07-172025-07-182025-08-1591.2491.240.00%market27.34%-8.20%2.25%-10.45%
AMTB2025-07-232025-07-242025-08-2120.8420.840.00%market50.00%-4.42%0.15%-4.57%
AAL2025-07-242025-07-252025-08-2211.5511.550.00%market21.79%17.12%1.61%15.51%
ACLS2025-08-052025-08-062025-09-0477.1677.160.00%market54.79%1.91%3.19%-1.28%
BKV2025-08-122025-08-132025-09-1121.6921.690.00%market160.00%2.24%1.97%0.27%
AMCR2025-08-142025-08-152025-09-1543.8043.800.00%market368.82%-5.68%2.31%-7.99%
GDS2025-08-202025-08-212025-09-1932.4032.400.00%market45.45%20.05%4.31%15.74%
NMM2025-08-212025-08-222025-09-2246.5046.500.00%market23.56%1.58%4.56%-2.97%
AEO2025-09-032025-09-042025-10-0217.7517.750.00%market125.00%-4.71%3.85%-8.56%
CHWY2025-09-102025-09-112025-10-0935.9135.910.00%market131.25%8.74%2.60%6.14%
MANU2025-09-172025-09-182025-10-1615.4115.410.00%market55.56%16.22%-0.19%16.41%
HTFL2025-09-192025-09-222025-10-2032.6232.620.00%market71.83%7.25%1.37%5.88%
EBF2025-09-222025-09-232025-10-2118.5918.590.00%market24.39%-9.45%0.69%-10.14%
NEOG2025-10-092025-10-102025-11-076.886.880.00%market154.05%-7.18%-0.17%-7.00%
EQBK2025-10-142025-10-152025-11-1240.9740.970.00%market22.22%1.73%2.48%-0.76%
JBHT2025-10-152025-10-162025-11-13162.99162.990.00%market20.55%1.84%0.78%1.05%
BGSI2025-03-192025-10-202025-11-20149.67149.670.00%market31.46%1.54%-2.22%3.76%
ADC2025-10-212025-10-222025-11-1976.7976.790.00%market136.97%-4.81%-1.39%-3.42%
ACHR2025-11-062025-11-072025-12-087.837.830.00%market60.27%9.76%2.35%7.41%
AGRO2025-11-112025-11-122025-12-118.198.190.00%market334.64%-10.09%0.64%-10.73%
ANRO2025-11-122025-11-132025-12-1214.4514.450.00%market21.21%4.51%0.19%4.32%
AS2025-11-182025-11-192025-12-1834.0734.070.00%market31.00%11.86%2.37%9.49%
GDS2025-11-192025-11-202025-12-1931.0731.070.00%market850.00%15.44%1.14%14.30%
VSCO2025-12-052025-12-082026-01-0749.5149.510.00%market53.92%22.91%0.44%22.47%
CHWY2025-12-102025-12-112026-01-1235.1435.140.00%market156.41%-3.47%1.46%-4.94%
NTSK2025-12-112025-12-122026-01-1321.4021.400.00%market60.27%-23.56%0.81%-24.38%
MU2025-12-172025-12-182026-01-20256.53256.530.00%market20.71%42.08%-0.00%42.09%
BB2025-12-182025-12-192026-01-214.084.080.00%market25.88%-7.06%1.30%-8.36%
FC2026-01-072026-01-082026-02-0616.1516.150.00%market133.33%20.48%0.26%20.22%
KBH2026-01-122026-01-132026-02-1161.7361.730.00%market40.78%3.35%-0.51%3.86%
RPC2024-08-082026-01-142026-02-1210.0910.090.00%market23.01%-15.96%-1.41%-14.55%
BNED2026-01-202026-01-212026-02-198.828.820.00%market41.98%-6.32%0.71%-7.03%
BOKF2026-01-202026-01-212026-02-19131.63131.630.00%market33.80%1.23%0.71%0.52%
ADPT2026-02-052026-02-062026-03-0917.8217.820.00%market52.63%-16.31%-0.47%-15.84%
ACRE2026-02-102026-02-112026-03-125.725.720.00%market1400.00%-13.49%-4.36%-9.13%
ATEX2026-02-112026-02-122026-03-1327.3527.350.00%market38.60%35.16%-4.60%39.76%
BORR2026-02-182026-02-192026-03-195.665.660.00%market78.09%-14.69%-3.52%-11.17%
CF2026-02-182026-02-192026-03-1997.0097.000.00%market23.05%29.24%-3.52%32.76%
AQN2026-03-062026-03-092026-04-076.076.070.00%market50.00%0.95%-1.08%2.03%
CXM2026-03-112026-03-122026-04-105.845.840.00%market30.00%-7.73%1.24%-8.97%
BRT2026-03-122026-03-132026-04-1314.4014.400.00%market326.67%-2.21%2.51%-4.73%
ARX2026-03-182026-03-192026-04-1711.7011.700.00%market43.75%20.23%8.09%12.13%
BGSI2026-03-182026-03-192026-04-17138.51138.510.00%market42.86%-11.58%8.09%-19.67%
AYA2024-08-142026-04-072026-05-0516.1216.120.00%market1065.50%6.00%10.22%-4.22%
NEOG2026-04-092026-04-102026-05-089.969.960.00%market125.00%-9.34%8.26%-17.60%
PLGO2024-11-122026-04-142026-05-1219.9319.930.00%market26.90%1.91%7.34%-5.43%
NFLX2026-04-162026-04-172026-05-1596.3796.370.00%market61.21%-9.90%4.68%-14.58%
PLD2026-04-162026-04-172026-05-15142.52142.520.00%market30.27%-1.60%4.68%-6.27%
BRCC2026-05-042026-05-052026-06-031.241.240.00%market99.00%20.77%4.50%16.27%
AAON2026-05-072026-05-082026-06-08132.50132.500.00%market64.55%-0.54%0.58%-1.12%
ABCL2026-05-112026-05-122026-06-104.764.760.00%market36.36%6.73%-1.56%8.29%
AAUC2026-05-142026-05-152026-06-1528.9028.900.00%market21.88%-8.92%1.76%-10.68%
AVAH2026-05-142026-05-152026-06-157.787.780.00%market38.46%-7.27%1.76%-9.03%
GME2026-06-022026-06-032026-07-0223.2823.280.00%market87.50%-2.18%-1.76%-0.41%
BMNP2026-01-132026-06-102026-07-1088.5088.500.00%market10553.33%-3.34%2.94%-6.28%
CASY2026-06-092026-06-102026-07-10800.65800.650.00%market32.02%2.20%2.94%-0.74%
LZB2026-06-162026-06-172026-07-1742.1842.180.00%market53.66%-5.68%-1.06%-4.61%
KMX2026-06-172026-06-182026-07-2048.3048.300.00%market35.75%15.56%-0.76%16.31%
HCM2026-07-022026-07-062026-08-0311.6311.630.00%market112.85%-0.89%1.19%-2.08%