Surprise magnitude ladder 1

Run 5f75e34f · view hypothesis

completed
Trades
182
Win rate
48.35%
Avg return
1.71%
Median return
-0.57%
Avg abnormal
0.24%
Median abnormal
-2.10%
Best trade
127.61%
Worst trade
-36.97%
Sharpe (per-trade)
0.10
Max drawdown
-87.62%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202325-4.61%-5.67%28.00%
2024653.03%1.07%49.23%
2025603.23%2.08%55.00%
2026321.14%-0.27%50.00%
Trades (182)
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%
ASTH2023-08-072023-08-082023-09-0637.6737.670.00%market12.40%-17.61%-0.42%-17.20%
AWR2023-08-072023-08-082023-09-0687.9887.980.00%market33.33%-7.27%-0.42%-6.85%
ASAN2023-09-052023-09-062023-10-0419.6719.670.00%market63.64%-13.57%-5.29%-8.28%
ASND2023-09-052023-09-062023-10-04103.42103.420.00%market12.31%-16.95%-5.29%-11.65%
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%
HQY2023-09-052023-09-062023-10-0467.9167.910.00%market12.77%5.97%-5.29%11.26%
PERF2023-10-032023-10-042023-11-013.003.000.00%market80.00%-15.53%0.14%-15.67%
AEHR2023-10-052023-10-062023-11-0338.7538.750.00%market12.50%-36.97%3.01%-39.99%
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%
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%
ACIW2023-11-022023-11-032023-12-0423.3523.350.00%market333.33%18.00%5.44%12.56%
ACEL2023-11-072023-11-082023-12-0710.6910.690.00%market37.50%-6.75%4.73%-11.47%
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%
ASAN2023-12-052023-12-062024-01-0519.2519.250.00%market63.64%-12.51%1.99%-14.50%
AI2023-12-062023-12-072024-01-0826.5126.510.00%market31.58%7.57%3.87%3.70%
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%
CMC2024-01-082024-01-092024-02-0751.2051.200.00%market12.41%3.51%5.56%-2.05%
ACI2024-01-092024-01-102024-02-0823.1523.150.00%market19.70%-7.98%5.10%-13.07%
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%
ACM2024-02-052024-02-062024-03-0688.8788.870.00%market14.13%0.44%3.29%-2.85%
AB2024-02-062024-02-072024-03-0734.0934.090.00%market21.84%-0.46%3.73%-4.20%
ALL2024-02-072024-02-082024-03-08163.00163.000.00%market45.86%-3.93%2.73%-6.66%
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%
ALNT2024-03-062024-03-072024-04-0535.6035.600.00%market71.88%-8.09%1.03%-9.12%
ABM2024-03-072024-03-082024-04-0843.4243.420.00%market21.13%1.62%0.63%0.99%
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%
RPM2024-04-042024-04-052024-05-03112.06112.060.00%market13.04%-2.73%-0.62%-2.12%
GBX2024-04-052024-04-082024-05-0653.5853.580.00%market19.77%-2.96%-0.50%-2.47%
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%
AAMI2024-05-022024-05-032024-06-0322.9622.960.00%market20.55%-1.42%3.26%-4.67%
ADNT2024-05-032024-05-062024-06-0427.7027.700.00%market38.46%1.35%2.85%-1.50%
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%
GCO2024-05-312024-06-032024-07-0228.6528.650.00%market21.05%-18.35%3.78%-22.13%
GTLB2024-06-032024-06-042024-07-0346.9046.900.00%market179.07%13.17%4.75%8.42%
CCL2024-06-252024-06-262024-07-2517.9017.900.00%market765.46%-4.67%-0.97%-3.70%
LNN2024-06-272024-06-282024-07-29130.30130.300.00%market12.80%-4.31%-0.44%-3.87%
EMA2024-06-302024-07-012024-07-3033.4533.450.00%market20.55%7.42%-0.67%8.09%
BNED2024-07-012024-07-022024-07-316.336.330.00%market81.29%67.89%1.31%66.58%
ZGN2024-07-052024-07-082024-08-0511.3911.390.00%market57.89%-6.35%-6.85%0.51%
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%
AAT2024-07-302024-07-312024-08-2825.9825.980.00%market13.21%3.57%1.70%1.87%
ASIX2024-08-022024-08-052024-09-0325.8825.880.00%market29.17%7.41%7.90%-0.49%
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%
AMBA2024-08-272024-08-282024-09-2663.5063.500.00%market31.58%-10.31%1.98%-12.29%
JKS2024-08-302024-09-032024-10-0118.9018.900.00%market1840.00%34.88%1.45%33.43%
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%
TRAK2024-09-302024-10-012024-10-2919.0019.000.00%market33.33%0.75%1.46%-0.71%
ISRG2024-10-172024-10-182024-11-15496.00496.000.00%market12.88%6.17%0.29%5.89%
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%
AGYS2024-10-282024-10-292024-11-26119.83119.830.00%market13.33%14.73%3.59%11.14%
BOH2024-10-282024-10-292024-11-2672.6372.630.00%market13.41%9.69%3.59%6.10%
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%
FLNC2024-11-252024-11-262024-12-2621.0021.000.00%market17.24%-24.96%0.42%-25.39%
AMTM2024-12-162024-12-172025-01-1724.2024.200.00%market88.00%-6.03%-1.09%-4.93%
GIS2024-12-182024-12-192025-01-2263.5063.500.00%market14.75%-6.78%2.55%-9.33%
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%
FHN2025-01-162025-01-172025-02-1821.2821.280.00%market13.16%3.98%2.43%1.55%
KEY2025-01-212025-01-222025-02-2017.5017.500.00%market18.75%0.26%0.74%-0.48%
ALK2025-01-222025-01-232025-02-2169.7669.760.00%market115.56%0.40%-0.97%1.37%
CALX2025-01-292025-01-302025-02-2840.0040.000.00%market14.29%-7.65%-1.62%-6.03%
CPF2025-01-292025-01-302025-02-2828.3328.330.00%market14.75%2.31%-1.62%3.93%
CBL2025-02-142025-02-182025-03-1832.9832.980.00%market238.89%-17.33%-8.16%-9.17%
ACVA2025-02-192025-02-202025-03-2018.5018.500.00%market93.33%-15.39%-7.53%-7.86%
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%
BALY2025-03-172025-03-182025-04-1517.5117.510.00%market176.32%-12.71%-4.81%-7.89%
AEVA2025-03-192025-03-202025-04-173.203.200.00%market15.52%127.61%-6.55%134.17%
ANRO2025-03-202025-03-212025-04-212.632.630.00%market13.85%-11.99%-8.12%-3.87%
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%
GS2025-04-142025-04-152025-05-14507.41507.410.00%market14.61%20.33%8.88%11.45%
AA2025-04-162025-04-172025-05-1623.8023.800.00%market27.98%23.33%12.61%10.71%
ALLY2025-04-172025-04-212025-05-1931.2031.200.00%market36.76%15.47%14.14%1.33%
CNC2025-04-252025-04-282025-05-2757.9557.950.00%market15.08%-0.72%7.21%-7.93%
CRI2025-04-252025-04-282025-05-2733.1233.120.00%market24.53%-2.25%7.21%-9.46%
ECG2025-05-132025-05-142025-06-1259.3059.300.00%market67.44%1.72%2.71%-0.99%
BABA2025-05-152025-05-162025-06-16125.78125.780.00%market16.89%-8.01%1.93%-9.94%
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%
BOX2025-05-272025-05-282025-06-2634.8634.860.00%market15.96%-2.27%3.43%-5.70%
CHWY2025-06-112025-06-122025-07-1440.8040.800.00%market109.83%-7.53%4.13%-11.66%
APPS2025-06-162025-06-172025-07-175.545.540.00%market100.00%-6.34%4.64%-10.97%
SLDE2025-05-232025-06-182025-07-1821.0021.000.00%market71.23%-12.58%4.87%-17.45%
ATEX2025-06-242025-06-252025-07-2429.4529.450.00%market16.28%-27.30%4.36%-31.66%
MU2025-06-252025-06-262025-07-25129.53129.530.00%market19.37%-14.30%4.62%-18.92%
C2025-07-152025-07-162025-08-1391.4891.480.00%market18.07%3.27%3.39%-0.13%
AA2025-07-162025-07-172025-08-1429.1229.120.00%market20.97%7.39%3.29%4.10%
GE2025-07-172025-07-182025-08-15265.40265.400.00%market16.08%0.72%2.25%-1.52%
ALK2025-07-232025-07-242025-08-2152.3652.360.00%market14.10%4.69%0.15%4.54%
AAL2025-07-242025-07-252025-08-2211.5511.550.00%market21.79%17.12%1.61%15.51%
BKV2025-08-122025-08-132025-09-1121.6921.690.00%market160.00%2.24%1.97%0.27%
ARCO2025-08-132025-08-142025-09-127.617.610.00%market120.00%-10.98%2.27%-13.25%
AAP2025-08-142025-08-152025-09-1556.8556.850.00%market16.95%12.68%2.31%10.37%
DY2025-08-202025-08-212025-09-19259.00259.000.00%market14.04%3.88%4.31%-0.42%
NMM2025-08-212025-08-222025-09-2246.5046.500.00%market23.56%1.58%4.56%-2.97%
CHWY2025-09-102025-09-112025-10-0935.9135.910.00%market131.25%8.74%2.60%6.14%
FIZZ2025-09-112025-09-122025-10-1040.4540.450.00%market18.11%-8.41%-0.70%-7.71%
FERG2025-09-162025-09-172025-10-15232.39232.390.00%market15.61%3.65%0.78%2.87%
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%
APLD2025-10-092025-10-102025-11-0737.0237.020.00%market14.66%-16.52%-0.17%-16.34%
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%
ALLY2025-10-172025-10-202025-11-1740.8240.820.00%market15.00%-7.82%-0.25%-7.57%
CCK2025-10-202025-10-212025-11-18101.31101.310.00%market13.13%-6.23%-1.69%-4.54%
AAON2025-11-062025-11-072025-12-0899.8399.830.00%market12.12%-17.03%2.35%-19.38%
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%
MFG2025-11-142025-11-172025-12-166.876.870.00%market17.65%7.22%1.37%5.85%
JJSF2025-11-172025-11-182025-12-1784.2284.220.00%market27.42%12.14%1.40%10.73%
VSCO2025-12-052025-12-082026-01-0749.5149.510.00%market53.92%22.91%0.44%22.47%
VSXY2025-12-052025-12-082026-01-0749.5149.510.00%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%
NAVN2025-12-152025-12-162026-01-1513.6913.690.00%market281.77%7.62%1.92%5.70%
MU2025-12-172025-12-182026-01-20256.53256.530.00%market20.71%42.08%-0.00%42.09%
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%
FHN2026-01-152026-01-162026-02-1724.6724.670.00%market13.04%0.25%-1.56%1.80%
PNC2026-01-162026-01-202026-02-18219.79219.790.00%market15.37%5.69%0.70%4.99%
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%
AAP2026-02-132026-02-172026-03-1758.3858.380.00%market109.76%-11.27%-1.37%-9.89%
ACLS2026-02-172026-02-182026-03-1879.2879.280.00%market33.04%7.95%-3.30%11.25%
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%
ANRO2026-03-162026-03-172026-04-1524.3224.320.00%market19.64%4.53%4.10%0.43%
ANDG2026-03-172026-03-182026-04-1626.2226.220.00%market53.57%26.57%4.98%21.59%
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%
C2026-04-142026-04-152026-05-13131.25131.250.00%market15.47%-5.65%6.77%-12.41%
MS2026-04-152026-04-162026-05-14190.93190.930.00%market13.58%1.69%6.72%-5.03%
ADEA2026-05-042026-05-052026-06-0330.2830.280.00%market15.75%5.65%4.50%1.15%
ALG2026-05-042026-05-052026-06-03173.41173.410.00%market12.56%-13.63%4.50%-18.13%
AAON2026-05-072026-05-082026-06-08132.50132.500.00%market64.55%-0.54%0.58%-1.12%
AKA2026-05-122026-05-132026-06-1112.4012.400.00%market32.65%-27.94%-0.10%-27.85%
ATAT2026-05-132026-05-142026-06-1237.2437.240.00%market29.73%-9.36%-0.26%-9.10%
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%
CHWY2026-06-102026-06-112026-07-1319.1119.110.00%market77.39%6.13%2.80%3.33%
ANGX2026-06-112026-06-122026-07-142.902.900.00%market41.43%40.83%1.50%39.33%
FC2026-07-012026-07-022026-07-3119.2919.290.00%market12.50%11.00%-0.05%11.05%
HCM2026-07-022026-07-062026-08-0311.6311.630.00%market112.85%-0.89%1.19%-2.08%