Surprise magnitude ladder 1 (max 10 pos)

Run 5f75ea8c · view hypothesis

completed
Trades
183
Win rate
48.63%
Avg return
2.37%
Median return
-0.46%
Avg abnormal
0.89%
Median abnormal
-2.05%
Best trade
127.61%
Worst trade
-36.97%
Sharpe (per-trade)
0.13
Max drawdown
-87.42%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202325-3.82%-5.03%32.00%
2024653.08%1.19%46.15%
2025604.02%2.84%55.00%
2026332.69%1.25%54.55%
Trades (183)
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%
ANAB2023-08-072023-08-082023-09-0612.7112.710.00%market11.53%4.28%-0.42%4.70%
ASTH2023-08-072023-08-082023-09-0637.6737.670.00%market12.40%-17.61%-0.42%-17.20%
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%
BRC2023-09-052023-09-062023-10-0456.5056.500.00%market11.83%-1.69%-5.29%3.61%
GTLB2023-09-052023-09-062023-10-0452.1452.140.00%market134.19%-14.39%-5.29%-9.10%
PERF2023-10-032023-10-042023-11-013.003.000.00%market80.00%-15.53%0.14%-15.67%
AYI2023-10-042023-10-052023-11-02179.27179.270.00%market11.20%-7.09%1.51%-8.60%
AEHR2023-10-052023-10-062023-11-0338.7538.750.00%market12.50%-36.97%3.01%-39.99%
CAG2023-10-052023-10-062023-11-0326.0126.010.00%market10.00%6.72%3.01%3.71%
LW2023-10-052023-10-062023-11-0397.3997.390.00%market49.54%-3.59%3.01%-6.60%
ABEV2023-10-312023-11-012023-11-302.532.530.00%market25.00%8.10%8.87%-0.77%
ABNB2023-11-012023-11-022023-12-01122.51122.510.00%market14.90%10.01%7.62%2.39%
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%
CRDO2023-11-292023-11-302023-12-2918.4618.460.00%market509.76%5.27%4.35%0.92%
AMBA2023-11-302023-12-012024-01-0260.7560.750.00%market28.21%-1.20%3.70%-4.91%
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%
EMA2023-12-312024-01-022024-01-3136.2436.240.00%market107.94%-2.63%2.27%-4.90%
JBTM2023-12-312024-01-022024-01-3198.7598.750.00%market33.82%-0.19%2.27%-2.46%
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%
ASH2024-01-302024-01-312024-02-2989.7489.740.00%market136.84%4.15%3.98%0.16%
AX2024-01-302024-01-312024-02-2960.0060.000.00%market15.11%-13.33%3.98%-17.32%
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%
ACEL2024-02-282024-02-292024-03-2810.9910.990.00%market52.94%7.08%2.95%4.13%
ACMR2024-02-282024-02-292024-03-2831.7131.710.00%market330.00%-8.30%2.95%-11.26%
ATLC2024-03-042024-03-052024-04-0330.6830.680.00%market10.42%-6.46%1.80%-8.26%
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%
BRZE2024-03-272024-03-282024-04-2645.3145.310.00%market20.00%-8.15%-2.86%-5.29%
CCL2024-03-272024-03-282024-04-2617.0017.000.00%market20.73%-11.49%-2.86%-8.64%
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%
AEM2024-04-252024-04-262024-05-2466.9566.950.00%market26.67%0.94%4.56%-3.62%
AMBP2024-04-252024-04-262024-05-244.014.010.00%market975.27%-1.95%4.56%-6.51%
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%
BEKE2024-05-232024-05-242024-06-2516.7016.700.00%market33.33%-8.76%3.22%-11.98%
BILI2024-05-232024-05-242024-06-2513.8113.810.00%market13.27%24.78%3.22%21.57%
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%
CCL2024-06-252024-06-262024-07-2517.9017.900.00%market765.46%-4.67%-0.97%-3.70%
GHG2024-06-252024-06-262024-07-252.562.560.00%market14.29%-2.54%-0.97%-1.57%
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%
ARR2024-07-242024-07-252024-08-2220.4220.420.00%market18.68%-2.21%2.75%-4.95%
BELFB2024-07-242024-07-252024-08-2268.0068.000.00%market65.59%-5.41%2.75%-8.15%
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%
BBAR2024-08-212024-08-222024-09-2010.0110.010.00%market134.62%18.18%1.01%17.17%
GDS2024-08-212024-08-222024-09-2014.9014.900.00%market28.00%31.01%1.01%30.00%
GFI2024-08-232024-08-262024-09-2414.5814.580.00%market27.76%6.66%1.44%5.22%
PDD2024-08-262024-08-272024-09-2599.9999.990.00%market10.73%13.75%1.89%11.87%
AMBA2024-08-272024-08-282024-09-2663.5063.500.00%market31.58%-10.31%1.98%-12.29%
LEN2024-09-192024-09-202024-10-18185.49185.490.00%market17.36%1.65%2.95%-1.30%
PRGS2024-09-242024-09-252024-10-2361.1661.160.00%market10.53%5.87%1.20%4.67%
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%
BANF2024-10-172024-10-182024-11-15114.35114.350.00%market10.76%6.30%0.29%6.01%
ASR2024-10-222024-10-232024-11-20276.87276.870.00%market10.19%-3.43%1.59%-5.02%
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%
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%
ATAT2024-11-192024-11-202024-12-1926.2726.270.00%market18.18%3.80%-0.72%4.52%
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%
AMTM2024-12-162024-12-172025-01-1724.2024.200.00%market88.00%-6.03%-1.09%-4.93%
BIRK2024-12-182024-12-192025-01-2257.2057.200.00%market10.34%2.07%2.55%-0.48%
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%
FHN2025-01-162025-01-172025-02-1821.2821.280.00%market13.16%3.98%2.43%1.55%
AGYS2025-01-212025-01-222025-02-2095.0095.000.00%market11.76%-15.01%0.74%-15.75%
COF2025-01-212025-01-222025-02-20196.74196.740.00%market11.15%4.19%0.74%3.45%
AA2025-01-222025-01-232025-02-2137.6037.600.00%market11.83%-8.71%-0.97%-7.74%
AXS2025-01-292025-01-302025-02-2889.5489.540.00%market10.82%8.00%-1.62%9.62%
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%
BMRN2025-02-192025-02-202025-03-2070.0070.000.00%market70.37%2.09%-7.53%9.62%
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%
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%
ALMS2025-03-192025-03-202025-04-174.284.280.00%market83.57%16.62%-6.55%23.18%
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%
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%
ALV2025-04-162025-04-172025-05-1685.8585.850.00%market27.98%18.55%12.61%5.94%
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%
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%
BTDR2025-05-152025-05-162025-06-1613.9613.960.00%market11.69%-3.07%1.93%-5.00%
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%
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%
RNW2025-06-162025-06-172025-07-177.007.000.00%market156.87%7.94%4.64%3.31%
JBL2025-06-172025-06-182025-07-18199.76199.760.00%market10.39%11.92%4.87%7.06%
ATEX2025-06-242025-06-252025-07-2429.4529.450.00%market16.28%-27.30%4.36%-31.66%
BLK2025-07-152025-07-162025-08-131,054.591,054.590.00%market11.78%9.80%3.39%6.41%
AA2025-07-162025-07-172025-08-1429.1229.120.00%market20.97%7.39%3.29%4.10%
AIR2025-07-162025-07-172025-08-1478.1878.180.00%market16.00%-1.52%3.29%-4.81%
BANF2025-07-172025-07-182025-08-15136.85136.850.00%market10.78%-10.25%2.25%-12.50%
ALK2025-07-232025-07-242025-08-2152.3652.360.00%market14.10%4.69%0.15%4.54%
ATEX2025-08-122025-08-132025-09-1122.6722.670.00%market11.11%-4.96%1.97%-6.94%
ARCO2025-08-132025-08-142025-09-127.617.610.00%market120.00%-10.98%2.27%-13.25%
BORR2025-08-132025-08-142025-09-122.392.390.00%market46.54%25.74%2.27%23.47%
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%
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%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%-14.94%-0.70%-14.25%
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%
APLD2025-10-092025-10-102025-11-0737.0237.020.00%market14.66%-16.52%-0.17%-16.34%
LEVI2025-10-092025-10-102025-11-0722.2922.290.00%market11.11%-9.40%-0.17%-9.22%
NEOG2025-10-092025-10-102025-11-076.886.880.00%market154.05%-7.18%-0.17%-7.00%
ACI2025-10-142025-10-152025-11-1219.2119.210.00%market10.52%-7.23%2.48%-9.71%
ALLY2025-10-172025-10-202025-11-1740.8240.820.00%market15.00%-7.82%-0.25%-7.57%
AAOI2025-11-062025-11-072025-12-0825.0025.000.00%market10.00%11.16%2.35%8.81%
AAON2025-11-062025-11-072025-12-0899.8399.830.00%market12.12%-17.03%2.35%-19.38%
ABX2025-11-062025-11-072025-12-085.715.710.00%market11.11%29.22%2.35%26.87%
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%
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%
CMP2025-12-082025-12-092026-01-0819.7519.750.00%market25.13%13.57%0.93%12.64%
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%
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%
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%
FHN2026-01-152026-01-162026-02-1724.6724.670.00%market13.04%0.25%-1.56%1.80%
ADNT2026-02-042026-02-052026-03-0625.0025.000.00%market90.22%-15.08%-1.26%-13.82%
ALGN2026-02-042026-02-052026-03-06176.06176.060.00%market10.03%-1.37%-1.26%-0.11%
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%
AAP2026-02-132026-02-172026-03-1758.3858.380.00%market109.76%-11.27%-1.37%-9.89%
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%
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%
ANRO2026-03-162026-03-172026-04-1524.3224.320.00%market19.64%4.53%4.10%0.43%
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%
AEHR2026-04-072026-04-082026-05-0657.3557.350.00%market28.57%68.47%8.49%59.97%
BB2026-04-092026-04-102026-05-083.903.900.00%market20.00%63.13%8.26%54.87%
ACI2026-04-142026-04-152026-05-1316.2216.220.00%market11.63%1.77%6.77%-4.99%
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%
ADPT2026-05-052026-05-062026-06-0414.6414.640.00%market18.75%23.30%3.97%19.32%
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%
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%
AI2026-06-032026-06-042026-07-0611.2211.220.00%market13.16%-17.49%-0.11%-17.38%
GHM2026-06-082026-06-092026-07-0997.2697.260.00%market10.00%11.45%1.09%10.36%
CHWY2026-06-102026-06-112026-07-1319.1119.110.00%market77.39%6.13%2.80%3.33%
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%
EPAC2026-07-072026-07-082026-08-0535.8235.820.00%market19.28%3.01%3.58%-0.57%