Quality overlays 4 (max 10 pos)
Run 5f75ebb4 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
76
Win rate
53.95%
Avg return
4.10%
Median return
1.58%
Avg abnormal
1.97%
Median abnormal
-1.52%
Best trade
91.74%
Worst trade
-29.26%
Sharpe (per-trade)
0.23
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 9 | 5.95% | 2.76% | 44.44% |
| 2024 | 25 | 6.34% | 3.29% | 72.00% |
| 2025 | 26 | 1.32% | 0.54% | 38.46% |
| 2026 | 16 | 4.10% | 1.78% | 56.25% |
Trades (76)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROIC | Debt / equity | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IHG | 2023-08-08 | 2023-08-09 | 2023-09-07 | — | 76.70 | 76.70 | 0.00% | market | 59.04% | — | — | -0.24% | -0.93% | 0.69% |
| TEO | 2023-08-09 | 2023-08-10 | 2023-09-08 | — | 5.70 | 5.70 | 0.00% | market | 25.00% | — | — | -8.97% | -0.60% | -8.38% |
| CEPU | 2023-08-11 | 2023-08-14 | 2023-09-12 | — | 6.83 | 6.83 | 0.00% | market | 366.67% | — | — | -10.30% | 0.29% | -10.59% |
| DAO | 2023-08-24 | 2023-08-25 | 2023-09-25 | — | 3.71 | 3.71 | 0.00% | market | 12.68% | — | — | -0.20% | -1.47% | 1.27% |
| MANH | 2023-10-24 | 2023-10-25 | 2023-11-22 | — | 183.13 | 183.13 | 0.00% | market | 36.36% | — | — | 21.03% | 7.85% | 13.17% |
| PLMR | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 56.80 | 56.80 | 0.00% | market | 24.32% | — | — | 3.39% | 7.62% | -4.23% |
| TGTX | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 10.12 | 10.12 | 0.00% | market | 508.33% | — | — | 36.46% | 7.62% | 28.84% |
| BAM | 2023-11-06 | 2023-11-07 | 2023-12-06 | — | 31.07 | 31.07 | 0.00% | market | 12.90% | — | — | 14.28% | 4.38% | 9.91% |
| NVDA | 2023-11-21 | 2023-11-22 | 2023-12-21 | — | 49.85 | 49.85 | 0.00% | market | 17.65% | — | — | -1.93% | 3.89% | -5.82% |
| KSPI | 2023-09-30 | 2024-01-19 | 2024-02-16 | — | 92.50 | 92.50 | 0.00% | market | 30.93% | — | — | 3.10% | 4.58% | -1.48% |
| CB | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 247.20 | 247.20 | 0.00% | market | 63.71% | — | — | 1.61% | 3.98% | -2.37% |
| MANH | 2024-01-30 | 2024-01-31 | 2024-02-29 | — | 255.65 | 255.65 | 0.00% | market | 28.75% | — | — | -1.11% | 3.98% | -5.09% |
| RDY | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 14.32 | 14.32 | 0.00% | market | 13.25% | — | — | 4.27% | 5.82% | -1.55% |
| DECK | 2024-02-01 | 2024-02-02 | 2024-03-04 | — | 139.29 | 139.29 | 0.00% | market | 32.63% | — | — | 10.67% | 4.63% | 6.04% |
| NVDA | 2024-02-21 | 2024-02-22 | 2024-03-21 | — | 75.03 | 75.03 | 0.00% | market | 13.04% | — | — | 21.67% | 3.61% | 18.06% |
| UGP | 2024-02-28 | 2024-02-29 | 2024-03-28 | — | 5.91 | 5.91 | 0.00% | market | 81.82% | — | — | -3.41% | 2.95% | -6.37% |
| GPGI | 2024-03-06 | 2024-03-07 | 2024-04-05 | — | 4.98 | 4.98 | 0.00% | market | 12.98% | — | — | 14.46% | 1.03% | 13.43% |
| HCI | 2024-03-07 | 2024-03-08 | 2024-04-08 | — | 113.52 | 113.52 | 0.00% | market | 128.37% | — | — | 1.99% | 0.63% | 1.36% |
| HRTG | 2024-03-11 | 2024-03-12 | 2024-04-10 | — | 8.85 | 8.85 | 0.00% | market | 150.00% | — | — | 11.66% | 0.13% | 11.53% |
| MANH | 2024-04-23 | 2024-04-24 | 2024-05-22 | — | 208.49 | 208.49 | 0.00% | market | 18.39% | — | — | 7.23% | 4.59% | 2.64% |
| KOF | 2024-04-24 | 2024-04-25 | 2024-05-23 | — | 96.18 | 96.18 | 0.00% | market | 16.67% | — | — | -0.21% | 5.36% | -5.58% |
| MCY | 2024-04-30 | 2024-05-01 | 2024-05-30 | — | 53.10 | 53.10 | 0.00% | market | 420.00% | — | — | 5.24% | 4.23% | 1.01% |
| PTGX | 2024-05-07 | 2024-05-08 | 2024-06-06 | — | 27.08 | 27.08 | 0.00% | market | 173.95% | — | — | 25.43% | 3.77% | 21.66% |
| MANH | 2024-07-23 | 2024-07-24 | 2024-08-21 | — | 247.39 | 247.39 | 0.00% | market | 23.30% | — | — | 5.48% | 2.14% | 3.34% |
| CINF | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 116.00 | 116.00 | 0.00% | market | 34.24% | — | — | 14.29% | 3.66% | 10.63% |
| ORI | 2024-07-25 | 2024-07-26 | 2024-08-23 | — | 33.05 | 33.05 | 0.00% | market | 24.59% | — | — | 6.43% | 3.66% | 2.77% |
| HCI | 2024-08-08 | 2024-08-09 | 2024-09-09 | — | 92.98 | 92.98 | 0.00% | market | 20.98% | — | — | 7.30% | 3.13% | 4.16% |
| GCTS | 2024-08-14 | 2024-08-15 | 2024-09-13 | — | 3.35 | 3.35 | 0.00% | market | 87.50% | — | — | -15.72% | 2.28% | -18.00% |
| DAO | 2024-08-22 | 2024-08-23 | 2024-09-23 | — | 3.29 | 3.29 | 0.00% | market | 57.87% | — | — | -5.06% | 1.81% | -6.88% |
| MANH | 2024-10-22 | 2024-10-23 | 2024-11-20 | — | 280.00 | 280.00 | 0.00% | market | 27.36% | — | — | -3.21% | 1.59% | -4.80% |
| FPI | 2024-10-30 | 2024-10-31 | 2024-11-29 | — | 11.24 | 11.24 | 0.00% | market | 152.53% | — | — | 12.88% | 4.69% | 8.19% |
| ABXL | 2024-11-07 | 2024-11-08 | 2024-12-09 | — | 26.94 | 26.94 | 0.00% | market | 47.93% | — | — | 0.02% | 1.43% | -1.40% |
| INOD | 2024-11-07 | 2024-11-08 | 2024-12-09 | — | 30.34 | 30.34 | 0.00% | market | 400.00% | — | — | 43.60% | 1.43% | 42.18% |
| SBS | 2024-11-12 | 2024-11-13 | 2024-12-12 | — | 3.32 | 3.32 | 0.00% | market | 122.22% | — | — | -10.14% | 1.17% | -11.30% |
| PTGX | 2025-02-21 | 2025-02-24 | 2025-03-24 | — | 38.75 | 38.75 | 0.00% | market | 3200.00% | — | — | 35.36% | -4.64% | 40.00% |
| ACAD | 2025-02-26 | 2025-02-27 | 2025-03-27 | — | 19.44 | 19.44 | 0.00% | market | 30.77% | — | — | -11.77% | -4.99% | -6.79% |
| CDNA | 2025-02-26 | 2025-02-27 | 2025-03-27 | — | 22.38 | 22.38 | 0.00% | market | 260.00% | — | — | -18.21% | -4.99% | -13.22% |
| HCI | 2025-02-27 | 2025-02-28 | 2025-03-28 | — | 126.00 | 126.00 | 0.00% | market | 111.27% | — | — | 19.22% | -5.11% | 24.33% |
| HIPO | 2025-03-05 | 2025-03-06 | 2025-04-03 | — | 31.76 | 31.76 | 0.00% | market | 53.33% | — | — | -23.85% | -6.74% | -17.11% |
| GCTS | 2025-03-25 | 2025-03-26 | 2025-04-24 | — | 2.03 | 2.03 | 0.00% | market | 26.67% | — | — | -29.26% | -4.95% | -24.31% |
| MANH | 2025-04-22 | 2025-04-23 | 2025-05-21 | — | 178.47 | 178.47 | 0.00% | market | 15.53% | — | — | 5.12% | 7.85% | -2.73% |
| PTCT | 2025-05-06 | 2025-05-07 | 2025-06-05 | — | 39.40 | 39.40 | 0.00% | market | 1029.63% | — | — | 31.09% | 5.87% | 25.22% |
| SEZL | 2025-05-07 | 2025-05-08 | 2025-06-06 | — | 68.82 | 68.82 | 0.00% | market | 212.50% | — | — | 91.74% | 6.00% | 85.74% |
| SOUN | 2025-05-08 | 2025-05-09 | 2025-06-09 | — | 9.70 | 9.70 | 0.00% | market | 542.86% | — | — | 3.10% | 5.86% | -2.76% |
| UI | 2025-05-09 | 2025-05-12 | 2025-06-10 | — | 429.00 | 429.00 | 0.00% | market | 52.28% | — | — | -5.85% | 3.72% | -9.57% |
| P | 2025-05-28 | 2025-05-29 | 2025-06-27 | — | 51.58 | 51.58 | 0.00% | market | 17.98% | — | — | 7.21% | 3.68% | 3.52% |
| EVTL | 2025-06-10 | 2025-06-11 | 2025-07-11 | — | 5.82 | 5.82 | 0.00% | market | 2165.00% | — | — | -15.84% | 3.22% | -19.05% |
| SLDE | 2025-05-23 | 2025-06-18 | 2025-07-18 | — | 21.00 | 21.00 | 0.00% | market | 71.23% | — | — | -12.58% | 4.87% | -17.45% |
| MANH | 2025-07-22 | 2025-07-23 | 2025-08-20 | — | 245.00 | 245.00 | 0.00% | market | 15.93% | — | — | -13.66% | 1.04% | -14.70% |
| STRK | 2025-07-30 | 2025-07-31 | 2025-08-28 | — | 104.80 | 104.80 | 0.00% | market | 33324.86% | — | — | -9.12% | 1.48% | -10.60% |
| MSTR | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 390.41 | 390.41 | 0.00% | market | 33253.67% | — | — | -14.54% | 2.99% | -17.54% |
| STRD | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 85.11 | 85.11 | 0.00% | market | 33253.67% | — | — | -7.07% | 2.99% | -10.07% |
| STRF | 2025-07-31 | 2025-08-01 | 2025-08-29 | — | 117.35 | 117.35 | 0.00% | market | 33253.67% | — | — | -5.86% | 2.99% | -8.85% |
| UI | 2025-08-22 | 2025-08-25 | 2025-09-23 | — | 513.01 | 513.01 | 0.00% | market | 58.74% | — | — | 27.61% | 2.98% | 24.64% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-10-10 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | — | -14.94% | -0.70% | -14.25% |
| MANH | 2025-10-21 | 2025-10-22 | 2025-11-19 | — | 198.79 | 198.79 | 0.00% | market | 14.29% | — | — | -13.93% | -1.39% | -12.53% |
| QCRH | 2025-10-22 | 2025-10-23 | 2025-11-20 | — | 74.21 | 74.21 | 0.00% | market | 25.43% | — | — | 2.80% | -2.33% | 5.14% |
| MAX | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 13.24 | 13.24 | 0.00% | market | 23.81% | — | — | -3.83% | -0.07% | -3.75% |
| INDV | 2025-10-30 | 2025-10-31 | 2025-12-01 | — | 29.68 | 29.68 | 0.00% | market | 89.47% | — | — | 13.01% | -0.70% | 13.70% |
| AFL | 2025-11-04 | 2025-11-05 | 2025-12-04 | — | 110.74 | 110.74 | 0.00% | market | 40.68% | — | — | -1.55% | 1.39% | -2.95% |
| QCRH | 2026-01-27 | 2026-01-28 | 2026-02-26 | — | 89.08 | 89.08 | 0.00% | market | 12.76% | — | — | 0.48% | -1.11% | 1.60% |
| DECK | 2026-01-29 | 2026-01-30 | 2026-03-02 | — | 114.90 | 114.90 | 0.00% | market | 20.22% | — | — | -0.54% | -0.78% | 0.24% |
| SONO | 2026-02-03 | 2026-02-04 | 2026-03-05 | — | 16.10 | 16.10 | 0.00% | market | 26.56% | — | — | -5.79% | -1.31% | -4.48% |
| UI | 2026-02-06 | 2026-02-09 | 2026-03-10 | — | 617.57 | 617.57 | 0.00% | market | 25.97% | — | — | 24.41% | -1.78% | 26.19% |
| LYFT | 2026-02-10 | 2026-02-11 | 2026-03-12 | — | 14.22 | 14.22 | 0.00% | market | 53.85% | — | — | -9.13% | -4.36% | -4.78% |
| BCRX | 2026-02-26 | 2026-02-27 | 2026-03-27 | — | 7.95 | 7.95 | 0.00% | market | 1500.00% | — | — | 17.16% | -7.17% | 24.33% |
| ANRO | 2026-03-16 | 2026-03-17 | 2026-04-15 | — | 24.32 | 24.32 | 0.00% | market | 19.64% | — | — | 4.53% | 4.10% | 0.43% |
| ANDG | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 26.22 | 26.22 | 0.00% | market | 53.57% | — | — | 26.57% | 4.98% | 21.59% |
| MU | 2026-03-18 | 2026-03-19 | 2026-04-17 | — | 424.97 | 424.97 | 0.00% | market | 32.75% | — | — | 6.88% | 8.09% | -1.21% |
| GCTS | 2026-03-25 | 2026-03-26 | 2026-04-24 | — | 1.11 | 1.11 | 0.00% | market | 31.82% | — | — | 21.42% | 9.49% | 11.93% |
| MANH | 2026-04-21 | 2026-04-22 | 2026-05-20 | — | 149.00 | 149.00 | 0.00% | market | 12.73% | — | — | -8.20% | 4.53% | -12.73% |
| FICO | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 1,088.78 | 1,088.78 | 0.00% | market | 14.78% | — | — | 18.87% | 6.13% | 12.73% |
| IRT | 2026-04-29 | 2026-04-30 | 2026-05-29 | — | 15.95 | 15.95 | 0.00% | market | 766.67% | — | — | 1.56% | 5.86% | -4.30% |
| INDV | 2026-04-30 | 2026-05-01 | 2026-06-01 | — | 37.39 | 37.39 | 0.00% | market | 50.00% | — | — | -6.91% | 5.17% | -12.08% |
| KIM | 2026-04-30 | 2026-05-01 | 2026-06-01 | — | 23.65 | 23.65 | 0.00% | market | 19.36% | — | — | -0.24% | 5.17% | -5.41% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-24 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | — | -25.51% | 0.00% | -25.51% |