High-quality earnings beat (profitability + surprise) 2
Run 5f75e5f4 · view hypothesis
completed
Trades
42
Win rate
45.24%
Avg return
-1.73%
Median return
-1.00%
Avg abnormal
-1.98%
Median abnormal
-1.03%
Best trade
15.97%
Worst trade
-15.87%
Sharpe (per-trade)
-0.20
Max drawdown
-67.74%
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 3 | 0.50% | -0.62% | 66.67% |
| 2024 | 15 | -1.99% | -2.35% | 46.67% |
| 2025 | 16 | -2.92% | -2.91% | 37.50% |
| 2026 | 8 | 0.32% | 0.05% | 50.00% |
Trades (42)
| 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 | 2023-11-03 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | 83.11% | -19.78% | 1.25% | 1.90% | -0.65% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-11-10 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 1.28% | 0.50% | 0.78% |
| INDV | 2023-11-09 | 2023-11-10 | 2023-11-13 | — | 15.86 | 15.86 | 0.00% | market | 13.33% | 562.50% | -67.53% | -1.02% | 0.97% | -1.99% |
| COR | 2024-01-31 | 2024-02-01 | 2024-02-02 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | 65.98% | 1.04% | 0.81% | 2.01% | -1.20% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-02-08 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | 24.56% | -149.33% | 0.44% | 0.41% | 0.03% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-03-04 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | 24.88% | -8.05% | -6.72% | 0.65% | -7.37% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-03-19 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | 165.32% | -60.57% | 12.65% | 0.33% | 12.31% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-05-08 | — | 16.97 | 16.97 | 0.00% | market | 12.94% | 27.33% | 0.51% | -15.87% | -0.07% | -15.80% |
| INSM | 2024-05-09 | 2024-05-10 | 2024-05-13 | — | 26.57 | 26.57 | 0.00% | market | 14.52% | 33.80% | -192.72% | -2.99% | -0.17% | -2.81% |
| PACS | 2024-05-13 | 2024-05-14 | 2024-05-15 | — | 25.79 | 25.79 | 0.00% | market | 13.71% | 38.39% | 8.55% | 9.73% | 1.66% | 8.06% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-06-13 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | 142.26% | -386.96% | -15.13% | 0.15% | -15.28% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-07-30 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | 60.00% | 6.44% | -4.26% | -0.74% | -3.52% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-05 | — | 28.23 | 28.23 | 0.00% | market | 16.13% | 95.48% | -26.76% | 1.32% | -3.43% | 4.75% |
| ADCT | 2024-08-06 | 2024-08-07 | 2024-08-08 | — | 2.95 | 2.95 | 0.00% | market | 13.64% | 27.75% | -166.81% | -4.95% | 0.41% | -5.36% |
| BL | 2024-08-06 | 2024-08-07 | 2024-08-08 | — | 48.80 | 48.80 | 0.00% | market | 16.00% | 23.54% | 1.38% | 4.68% | 0.41% | 4.26% |
| GH | 2024-08-07 | 2024-08-08 | 2024-08-09 | — | 32.06 | 32.06 | 0.00% | market | 15.79% | 6362.55% | -56.77% | -9.74% | 1.73% | -11.48% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-09-11 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | 35.44% | -82.11% | 12.03% | 1.11% | 10.92% |
| GH | 2024-11-06 | 2024-11-07 | 2024-11-08 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | 179.30% | -61.28% | -11.87% | 0.86% | -12.73% |
| GH | 2025-02-20 | 2025-02-21 | 2025-02-24 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | 79.49% | -62.42% | -12.69% | -2.12% | -10.57% |
| BCO | 2025-02-26 | 2025-02-27 | 2025-02-28 | — | 94.78 | 94.78 | 0.00% | market | 13.98% | 20.82% | 8.27% | -0.98% | -0.45% | -0.53% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-03-31 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | 93.83% | 0.00% | -13.33% | -1.09% | -12.25% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-04-29 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | 37.36% | -16.33% | -15.09% | 0.53% | -15.63% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-04-29 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | 134.92% | 9.98% | 0.74% | 0.53% | 0.21% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-02 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | 37.94% | -54.57% | -11.22% | 1.14% | -12.36% |
| PGEN | 2025-05-14 | 2025-05-15 | 2025-05-16 | — | 1.27 | 1.27 | 0.00% | market | 12.50% | 385.16% | -1685.01% | 13.97% | 1.48% | 12.50% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-05-22 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | 39.00% | -1.03% | -3.34% | -0.91% | -2.43% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-07-29 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | 34.58% | 5.33% | 1.13% | -0.35% | 1.48% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-01 | — | 44.86 | 44.86 | 0.00% | market | 15.38% | 32.70% | -45.85% | -7.87% | -2.77% | -5.09% |
| CYTK | 2025-08-07 | 2025-08-08 | 2025-08-11 | — | 35.85 | 35.85 | 0.00% | market | 16.42% | 36.44% | -167.00% | -7.51% | 0.29% | -7.80% |
| GPGI | 2025-08-07 | 2025-08-08 | 2025-08-11 | — | 15.46 | 15.46 | 0.00% | market | 19.05% | 24.56% | 0.00% | 15.97% | 0.29% | 15.68% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-09-04 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | 426.42% | -25.82% | -4.12% | 1.00% | -5.12% |
| GH | 2025-10-29 | 2025-10-30 | 2025-10-31 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | 26.16% | -37.33% | 3.17% | -0.27% | 3.44% |
| HRB | 2025-11-06 | 2025-11-07 | 2025-11-10 | — | 51.81 | 51.81 | 0.00% | market | 14.29% | 30.10% | -46.89% | -8.15% | 2.03% | -10.18% |
| BHVN | 2025-11-10 | 2025-11-11 | 2025-11-12 | — | 7.73 | 7.73 | 0.00% | market | 14.14% | 1010.74% | 0.00% | 2.65% | 0.50% | 2.14% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-01-30 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | 33.88% | 11.60% | -0.53% | -0.63% | 0.10% |
| MUSA | 2026-02-04 | 2026-02-05 | 2026-02-06 | — | 436.86 | 436.86 | 0.00% | market | 12.89% | 22.76% | 4.58% | -13.70% | 1.42% | -15.12% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-03-19 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | 25.03% | 9.19% | -1.59% | -1.28% | -0.31% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-04-30 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | 195.48% | 11.31% | 0.22% | 1.08% | -0.86% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-05-07 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | 60.14% | -8.11% | 8.73% | 0.47% | 8.26% |
| URGN | 2026-05-06 | 2026-05-07 | 2026-05-08 | — | 26.41 | 26.41 | 0.00% | market | 16.07% | 18.97% | -39.76% | 11.12% | 0.35% | 10.77% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-05-18 | — | 5.63 | 5.63 | 0.00% | market | 16.67% | 75.32% | 0.00% | -8.55% | -0.42% | -8.12% |
| JELD | 2026-08-03 | 2026-08-04 | 2026-08-05 | — | 1.69 | 1.69 | 0.00% | market | 18.99% | 131.97% | -0.62% | 6.90% | 1.20% | 5.70% |