Surprise magnitude ladder 1

Run 5f75e299 · view hypothesis

completed
Trades
181
Win rate
50.28%
Avg return
1.50%
Median return
0.18%
Avg abnormal
0.09%
Median abnormal
-1.50%
Best trade
63.13%
Worst trade
-29.80%
Sharpe (per-trade)
0.11
Max drawdown
-75.86%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202325-2.79%-3.89%32.00%
2024643.14%1.22%54.69%
2025602.42%1.40%58.33%
202632-0.14%-1.51%40.63%
Trades (181)
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%
ADEA2023-08-072023-08-082023-09-0611.0611.060.00%market18.18%-13.22%-0.42%-12.80%
AGM2023-08-072023-08-082023-09-06166.85166.850.00%market19.50%-1.03%-0.42%-0.62%
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%
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%
AZZ2023-10-102023-10-112023-11-0849.5049.500.00%market17.59%-6.56%0.37%-6.93%
DPZ2023-10-122023-10-132023-11-10345.35345.350.00%market26.67%9.40%1.24%8.16%
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%
ACEL2023-11-072023-11-082023-12-0710.6910.690.00%market37.50%-6.75%4.73%-11.47%
ALRM2023-11-092023-11-102023-12-1154.5254.520.00%market40.00%7.05%5.97%1.08%
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%
AI2023-12-062023-12-072024-01-0826.5126.510.00%market31.58%7.57%3.87%3.70%
BLBD2023-12-112023-12-122024-01-1124.0024.000.00%market37.50%3.13%3.19%-0.06%
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%
ACI2024-01-092024-01-102024-02-0823.1523.150.00%market19.70%-7.98%5.10%-13.07%
C2024-01-122024-01-162024-02-1351.7851.780.00%market15.07%1.69%3.96%-2.27%
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%
ALL2024-02-072024-02-082024-03-08163.00163.000.00%market45.86%-3.93%2.73%-6.66%
ANET2024-02-122024-02-132024-03-1364.4764.470.00%market22.35%8.66%4.34%4.32%
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%
ABM2024-03-072024-03-082024-04-0843.4243.420.00%market21.13%1.62%0.63%0.99%
BRT2024-03-122024-03-132024-04-1116.0616.060.00%market480.00%7.40%0.17%7.22%
BRZE2024-03-272024-03-282024-04-2645.3145.310.00%market20.00%-8.15%-2.86%-5.29%
HAFN2023-08-252024-04-032024-05-017.157.150.00%market19.52%6.79%-3.36%10.15%
BB2024-04-032024-04-042024-05-022.962.960.00%market193.83%-1.55%-3.53%1.98%
GBX2024-04-052024-04-082024-05-0653.5853.580.00%market19.77%-2.96%-0.50%-2.47%
DAL2024-04-102024-04-112024-05-0946.7446.740.00%market21.56%12.66%0.87%11.79%
AEM2024-04-252024-04-262024-05-2466.9566.950.00%market26.67%0.94%4.56%-3.62%
ACIW2024-04-302024-05-012024-05-3034.5634.560.00%market62.02%0.78%4.23%-3.45%
ACLS2024-05-012024-05-022024-05-31101.25101.250.00%market26.61%10.90%4.61%6.30%
ADNT2024-05-032024-05-062024-06-0427.7027.700.00%market38.46%1.35%2.85%-1.50%
ABEV2024-05-082024-05-092024-06-072.342.340.00%market25.00%-7.46%3.21%-10.68%
BEKE2024-05-232024-05-242024-06-2516.7016.700.00%market33.33%-8.76%3.22%-11.98%
AEO2024-05-292024-05-302024-06-2821.5921.590.00%market21.43%-7.75%3.76%-11.51%
AMBA2024-05-302024-05-312024-07-0158.0058.000.00%market18.75%-7.77%4.15%-11.92%
GTLB2024-06-032024-06-042024-07-0346.9046.900.00%market179.07%13.17%4.75%8.42%
BRZE2024-06-062024-06-072024-07-0941.4841.480.00%market50.60%-8.78%4.15%-12.93%
CCL2024-06-252024-06-262024-07-2517.9017.900.00%market765.46%-4.67%-0.97%-3.70%
MKC2024-06-272024-06-282024-07-2970.8070.800.00%market16.95%7.31%-0.44%7.75%
EMA2024-06-302024-07-012024-07-3033.4533.450.00%market20.55%7.42%-0.67%8.09%
ZGN2024-07-052024-07-082024-08-0511.3911.390.00%market57.89%-6.35%-6.85%0.51%
AEHR2024-07-162024-07-172024-08-1419.2619.260.00%market663.64%-29.80%-2.69%-27.10%
ARR2024-07-242024-07-252024-08-2220.4220.420.00%market18.68%-2.21%2.75%-4.95%
BMY2024-07-262024-07-292024-08-2649.9249.920.00%market27.78%-3.57%2.71%-6.27%
AMKR2024-07-292024-07-302024-08-2734.9734.970.00%market17.39%-5.72%2.80%-8.52%
ASIX2024-08-022024-08-052024-09-0325.8825.880.00%market29.17%7.41%7.90%-0.49%
ANRO2024-08-132024-08-142024-09-129.009.000.00%market15.49%44.24%2.99%41.25%
BBAR2024-08-212024-08-222024-09-2010.0110.010.00%market134.62%18.18%1.01%17.17%
GFI2024-08-232024-08-262024-09-2414.5814.580.00%market27.76%6.66%1.44%5.22%
TCOM2024-08-262024-08-272024-09-2546.4546.450.00%market35.14%9.77%1.89%7.88%
JKS2024-08-302024-09-032024-10-0118.9018.900.00%market1840.00%34.88%1.45%33.43%
MANU2024-09-112024-09-122024-10-1015.7015.700.00%market25.93%2.35%3.81%-1.46%
LEN2024-09-192024-09-202024-10-18185.49185.490.00%market17.36%1.65%2.95%-1.30%
THO2024-09-242024-09-252024-10-23108.83108.830.00%market29.23%-4.41%1.20%-5.61%
CTAS2024-09-252024-09-262024-10-24208.82208.820.00%market15.79%-0.05%0.85%-0.90%
FGN2024-09-302024-10-012024-10-2927.2127.210.00%market42.20%-1.12%1.46%-2.58%
APLD2024-10-092024-10-102024-11-077.497.490.00%market89.01%3.81%3.45%0.36%
MCB2024-10-172024-10-182024-11-1563.0063.000.00%market20.00%2.20%0.29%1.91%
BANC2024-10-222024-10-232024-11-2015.6915.690.00%market76.68%2.22%1.59%0.63%
AMTB2024-10-232024-10-242024-11-2121.2621.260.00%market17.39%17.02%2.36%14.66%
CALX2024-10-282024-10-292024-11-2639.1039.100.00%market44.44%-17.64%3.59%-21.23%
ACAD2024-11-062024-11-072024-12-0615.6915.690.00%market42.86%9.93%2.48%7.45%
DAO2024-11-142024-11-152024-12-165.025.020.00%market94.00%54.98%2.89%52.08%
AS2024-11-192024-11-202024-12-1921.2821.280.00%market40.00%29.03%-0.72%29.75%
BBAR2024-11-202024-11-212024-12-2017.6817.680.00%market15.56%3.31%-0.38%3.69%
BLBD2024-11-252024-11-262024-12-2638.8738.870.00%market18.46%2.76%0.42%2.33%
AGX2024-12-052024-12-062025-01-07156.25156.250.00%market58.73%-4.12%-3.10%-1.02%
AMTM2024-12-162024-12-172025-01-1724.2024.200.00%market88.00%-6.03%-1.09%-4.93%
BB2024-12-192024-12-202025-01-233.003.000.00%market300.00%38.80%4.81%33.99%
KMX2024-12-192024-12-202025-01-2385.4085.400.00%market37.29%-4.19%4.81%-9.00%
LAR2023-08-092024-12-302025-01-302.752.750.00%market391.24%-4.56%2.92%-7.48%
CALM2025-01-072025-01-082025-02-07109.78109.780.00%market21.47%-1.55%2.05%-3.60%
MS2025-01-162025-01-172025-02-18136.16136.160.00%market37.04%3.14%2.43%0.71%
ALK2025-01-222025-01-232025-02-2169.7669.760.00%market115.56%0.40%-0.97%1.37%
ALLY2025-01-222025-01-232025-02-2138.8238.820.00%market36.36%-3.63%-0.97%-2.66%
EAT2025-01-292025-01-302025-02-28183.00183.000.00%market104.38%-10.13%-1.62%-8.51%
AAMI2025-02-062025-02-072025-03-1024.8624.860.00%market26.21%-5.11%-7.63%2.52%
CBL2025-02-142025-02-182025-03-1832.9832.980.00%market238.89%-17.33%-8.16%-9.17%
AEG2025-02-202025-02-212025-03-216.106.100.00%market124.68%7.67%-7.57%15.24%
AMH2025-02-202025-02-212025-03-2135.5035.500.00%market200.00%2.28%-7.57%9.85%
ABCL2025-02-272025-02-282025-03-282.722.720.00%market26.67%-15.27%-5.11%-10.17%
GRND2025-03-072025-03-102025-04-0714.7814.780.00%market28.57%15.29%-11.14%26.43%
BALY2025-03-172025-03-182025-04-1517.5117.510.00%market176.32%-12.71%-4.81%-7.89%
CAL2025-03-202025-03-212025-04-2116.4816.480.00%market22.22%-7.48%-8.12%0.64%
CIG2025-03-202025-03-212025-04-211.931.930.00%market34.55%-10.56%-8.12%-2.45%
ABX2025-03-272025-03-282025-04-287.737.730.00%market23.08%6.40%-2.60%8.99%
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%
BMI2025-04-172025-04-212025-05-19199.35199.350.00%market21.50%21.87%14.14%7.73%
CNC2025-04-252025-04-282025-05-2757.9557.950.00%market15.08%-0.72%7.21%-7.93%
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%
GSL2025-05-192025-05-202025-06-1826.3526.350.00%market16.74%1.39%0.73%0.66%
JOYY2025-05-262025-05-272025-06-2542.0042.000.00%market29.10%20.09%3.59%16.49%
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%
TEN2025-06-172025-06-182025-07-1820.6320.630.00%market217.24%-7.86%4.87%-12.73%
ATEX2025-06-242025-06-252025-07-2429.4529.450.00%market16.28%-27.30%4.36%-31.66%
AEHR2025-07-082025-07-092025-08-0612.4412.440.00%market33.33%45.94%1.61%44.33%
C2025-07-152025-07-162025-08-1391.4891.480.00%market18.07%3.27%3.39%-0.13%
GE2025-07-172025-07-182025-08-15265.40265.400.00%market16.08%0.72%2.25%-1.52%
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%
ACHC2025-08-052025-08-062025-09-0420.7820.780.00%market16.90%13.61%3.19%10.42%
BKV2025-08-122025-08-132025-09-1121.6921.690.00%market160.00%2.24%1.97%0.27%
AAP2025-08-142025-08-152025-09-1556.8556.850.00%market16.95%12.68%2.31%10.37%
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%
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%
FERG2025-09-162025-09-172025-10-15232.39232.390.00%market15.61%3.65%0.78%2.87%
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%
CAG2025-10-012025-10-022025-10-3019.0919.090.00%market16.77%-8.95%1.40%-10.35%
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%
BGSI2024-08-082025-10-202025-11-20149.67149.670.00%market15.92%1.54%-2.22%3.76%
ACR2025-10-292025-10-302025-11-2820.5020.500.00%market638.84%3.26%-0.07%3.34%
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%
GDS2025-11-192025-11-202025-12-1931.0731.070.00%market850.00%15.44%1.14%14.30%
CRDO2025-12-012025-12-022025-12-31195.64195.640.00%market36.23%-26.65%0.00%-26.65%
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%
CIEN2025-12-112025-12-122026-01-13236.00236.000.00%market16.67%4.22%0.81%3.40%
BB2025-12-182025-12-192026-01-214.084.080.00%market25.88%-7.06%1.30%-8.36%
AIR2026-01-062026-01-072026-02-0594.9194.910.00%market15.69%12.40%-2.10%14.51%
PENG2026-01-062026-01-072026-02-0523.6623.660.00%market19.51%-26.49%-2.10%-24.38%
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%
ADNT2026-02-042026-02-052026-03-0625.0025.000.00%market90.22%-15.08%-1.26%-13.82%
ALGT2026-02-042026-02-052026-03-06102.28102.280.00%market42.29%-22.47%-1.26%-21.22%
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%
ALNT2026-03-052026-03-062026-04-0661.6561.650.00%market19.57%-2.50%-2.15%-0.35%
AMBQ2026-03-052026-03-062026-04-0629.5029.500.00%market17.95%-4.34%-2.15%-2.19%
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%
AYA2024-08-142026-04-072026-05-0516.1216.120.00%market1065.50%6.00%10.22%-4.22%
AYA2025-05-132026-04-072026-05-0516.1216.120.00%market270.37%6.00%10.22%-4.22%
BB2026-04-092026-04-102026-05-083.903.900.00%market20.00%63.13%8.26%54.87%
PLGO2024-05-092026-04-142026-05-1219.9319.930.00%market18.78%1.91%7.34%-5.43%
NFLX2026-04-162026-04-172026-05-1596.3796.370.00%market61.21%-9.90%4.68%-14.58%
ADEA2026-05-042026-05-052026-06-0330.2830.280.00%market15.75%5.65%4.50%1.15%
BCC2026-05-042026-05-052026-06-0375.9375.930.00%market16.28%-9.75%4.50%-14.25%
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%
GME2026-06-022026-06-032026-07-0223.2823.280.00%market87.50%-2.18%-1.76%-0.41%
GOTU2026-06-022026-06-032026-07-021.711.710.00%market2452.94%2.14%-1.76%3.90%
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%
HCM2026-07-022026-07-062026-08-0311.6311.630.00%market112.85%-0.89%1.19%-2.08%
EPAC2026-07-072026-07-082026-08-0535.8235.820.00%market19.28%3.01%3.58%-0.57%