High-quality earnings beat (profitability + surprise) 2
Run 5f75e576 · view hypothesis
completed
Trades
41
Win rate
56.10%
Avg return
2.42%
Median return
2.51%
Avg abnormal
0.98%
Median abnormal
2.88%
Best trade
61.22%
Worst trade
-23.35%
Sharpe (per-trade)
0.14
Max drawdown
-66.80%
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 3 | 19.99% | 15.45% | 66.67% |
| 2024 | 15 | -3.58% | -6.02% | 40.00% |
| 2025 | 16 | 4.11% | 3.96% | 62.50% |
| 2026 | 7 | 3.89% | 2.94% | 71.43% |
Trades (41)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAX | 2023-11-01 | 2023-11-02 | 2023-11-16 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | 83.11% | -19.78% | -2.48% | 5.54% | -8.03% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-11-24 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 61.22% | 3.85% | 57.37% |
| INDV | 2023-11-09 | 2023-11-10 | 2023-11-27 | — | 15.86 | 15.86 | 0.00% | market | 13.33% | 562.50% | -67.53% | 1.25% | 4.24% | -2.99% |
| COR | 2024-01-31 | 2024-02-01 | 2024-02-15 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | 65.98% | 1.04% | -0.02% | 3.59% | -3.60% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-02-22 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | 24.56% | -149.33% | 5.24% | 2.26% | 2.98% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-03-15 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | 24.88% | -8.05% | -13.03% | 0.17% | -13.20% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-04-02 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | 165.32% | -60.57% | 4.66% | 0.94% | 3.72% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-05-21 | — | 16.97 | 16.97 | 0.00% | market | 12.94% | 27.33% | 0.51% | -21.53% | 2.67% | -24.20% |
| INSM | 2024-05-09 | 2024-05-10 | 2024-05-24 | — | 26.57 | 26.57 | 0.00% | market | 14.52% | 33.80% | -192.72% | -17.40% | 1.46% | -18.86% |
| PACS | 2024-05-13 | 2024-05-14 | 2024-05-29 | — | 25.79 | 25.79 | 0.00% | market | 13.71% | 38.39% | 8.55% | 13.99% | 0.96% | 13.03% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-06-27 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | 142.26% | -386.96% | -16.39% | 0.88% | -17.26% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-12 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | 60.00% | 6.44% | -16.77% | -2.34% | -14.43% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-16 | — | 28.23 | 28.23 | 0.00% | market | 16.13% | 95.48% | -26.76% | 9.65% | 3.46% | 6.18% |
| ADCT | 2024-08-06 | 2024-08-07 | 2024-08-21 | — | 2.95 | 2.95 | 0.00% | market | 13.64% | 27.75% | -166.81% | -0.54% | 6.08% | -6.62% |
| BL | 2024-08-06 | 2024-08-07 | 2024-08-21 | — | 48.80 | 48.80 | 0.00% | market | 16.00% | 23.54% | 1.38% | 4.10% | 6.08% | -1.98% |
| GH | 2024-08-07 | 2024-08-08 | 2024-08-22 | — | 32.06 | 32.06 | 0.00% | market | 15.79% | 6362.55% | -56.77% | -13.27% | 6.17% | -19.44% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-09-24 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | 35.44% | -82.11% | 12.20% | 4.18% | 8.01% |
| GH | 2024-11-06 | 2024-11-07 | 2024-11-21 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | 179.30% | -61.28% | -4.55% | 0.10% | -4.65% |
| GH | 2025-02-20 | 2025-02-21 | 2025-03-07 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | 79.49% | -62.42% | -19.13% | -5.61% | -13.52% |
| BCO | 2025-02-26 | 2025-02-27 | 2025-03-13 | — | 94.78 | 94.78 | 0.00% | market | 13.98% | 20.82% | 8.27% | -12.22% | -7.61% | -4.61% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-11 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | 93.83% | 0.00% | -1.72% | -5.59% | 3.87% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-12 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | 37.36% | -16.33% | 15.83% | 5.73% | 10.10% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-12 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | 134.92% | 9.98% | 8.61% | 5.73% | 2.88% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-15 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | 37.94% | -54.57% | -23.35% | 5.37% | -28.72% |
| PGEN | 2025-05-14 | 2025-05-15 | 2025-05-30 | — | 1.27 | 1.27 | 0.00% | market | 12.50% | 385.16% | -1685.01% | 3.74% | 0.65% | 3.08% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-05 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | 39.00% | -1.03% | 7.32% | 0.78% | 6.53% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-11 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | 34.58% | 5.33% | -9.51% | -0.24% | -9.27% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-14 | — | 44.86 | 44.86 | 0.00% | market | 15.38% | 32.70% | -45.85% | 34.35% | 0.86% | 33.49% |
| CYTK | 2025-08-07 | 2025-08-08 | 2025-08-22 | — | 35.85 | 35.85 | 0.00% | market | 16.42% | 36.44% | -167.00% | 6.75% | 1.77% | 4.97% |
| GPGI | 2025-08-07 | 2025-08-08 | 2025-08-22 | — | 15.46 | 15.46 | 0.00% | market | 19.05% | 24.56% | 0.00% | 28.13% | 1.77% | 26.36% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-09-17 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | 426.42% | -25.82% | 16.57% | 2.57% | 14.00% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-13 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | 26.16% | -37.33% | 4.40% | -1.73% | 6.13% |
| HRB | 2025-11-06 | 2025-11-07 | 2025-11-21 | — | 51.81 | 51.81 | 0.00% | market | 14.29% | 30.10% | -46.89% | -15.51% | -1.33% | -14.18% |
| BHVN | 2025-11-10 | 2025-11-11 | 2025-11-25 | — | 7.73 | 7.73 | 0.00% | market | 14.14% | 1010.74% | 0.00% | 21.53% | -0.73% | 22.26% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-12 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | 33.88% | 11.60% | 2.51% | -2.17% | 4.68% |
| MUSA | 2026-02-04 | 2026-02-05 | 2026-02-20 | — | 436.86 | 436.86 | 0.00% | market | 12.89% | 22.76% | 4.58% | -10.93% | 1.25% | -12.18% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-04-01 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | 25.03% | 9.19% | -12.74% | -1.96% | -10.77% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-13 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | 195.48% | 11.31% | 1.16% | 4.40% | -3.24% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-05-20 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | 60.14% | -8.11% | 21.49% | 1.80% | 19.69% |
| URGN | 2026-05-06 | 2026-05-07 | 2026-05-21 | — | 26.41 | 26.41 | 0.00% | market | 16.07% | 18.97% | -39.76% | 12.94% | 1.04% | 11.90% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-06-01 | — | 5.63 | 5.63 | 0.00% | market | 16.67% | 75.32% | 0.00% | 12.77% | 2.26% | 10.51% |