Valuation overlays (different measures) 4 (max 10 pos)

Run 5f75ed4f · view hypothesis

completed
Trades
119
Win rate
52.10%
Avg return
2.59%
Median return
0.34%
Avg abnormal
0.88%
Median abnormal
-2.32%
Best trade
189.44%
Worst trade
-36.97%
Sharpe (per-trade)
0.11
Max drawdown
-94.45%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023167.90%5.08%75.00%
2024401.36%-1.45%57.50%
202540-1.84%-2.43%40.00%
2026238.73%7.78%47.83%
Trades (119)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.P/SRev. growthReturnBenchmarkAbnormal
CAPL2023-08-072023-08-082023-09-0618.9018.900.00%market140.00%0.6512.72%2.97%-0.42%3.39%
GHM2023-08-072023-08-082023-09-0615.7015.700.00%market725.00%2.9710.56%4.07%-0.42%4.48%
MTW2023-08-072023-08-082023-09-0619.2019.200.00%market141.94%1.1018.59%-15.72%-0.42%-15.31%
PLUS2023-08-072023-08-082023-09-0675.9075.900.00%market42.42%2.6016.66%-13.47%-0.42%-13.05%
PRIM2023-08-072023-08-082023-09-0633.4533.450.00%market33.33%1.1512.45%1.32%-0.42%1.74%
AEO2023-09-062023-09-072023-10-0517.4317.430.00%market56.25%2.2711.10%-7.26%-4.20%-3.06%
CASY2023-09-112023-09-122023-10-10255.92255.920.00%market34.12%2.4416.24%7.81%-2.78%10.59%
CCL2023-09-292023-10-022023-10-3013.5013.500.00%market14.67%2.9239.56%-15.76%-2.59%-13.17%
CUBB2023-10-262023-10-272023-11-2718.0018.000.00%market62.26%1.4113.85%1.74%9.73%-7.98%
CUBI2023-10-262023-10-272023-11-2736.7936.790.00%market62.26%2.7614.32%21.41%9.73%11.68%
GVA2023-10-312023-11-012023-11-3040.7240.720.00%market16.55%1.5024.29%12.64%8.87%3.77%
HNI2023-10-312023-11-012023-11-3035.0735.070.00%market47.62%2.2726.28%11.21%8.87%2.33%
ACR2023-11-012023-11-022023-12-017.457.450.00%market37.74%2.9210.46%3.29%7.62%-4.33%
SUPV2023-11-272023-11-282023-12-273.353.350.00%market33.18%0.0939.74%26.67%4.94%21.73%
GCT2023-11-302023-12-012024-01-0210.9610.960.00%market55.26%2.0216.35%82.83%3.70%79.13%
FGN2023-09-292023-12-122024-01-1125.3725.370.00%market140.20%2.7034.41%2.56%3.19%-0.63%
CCS2024-01-312024-02-012024-03-0192.0092.000.00%market26.84%2.4035.55%-5.27%5.82%-11.09%
CMPR2024-01-312024-02-012024-03-0189.8089.800.00%market72.58%2.3621.67%10.76%5.82%4.93%
EZPW2024-01-312024-02-012024-03-019.239.230.00%market24.14%1.6010.91%10.63%5.82%4.81%
TEVA2024-01-312024-02-012024-03-0112.1712.170.00%market33.33%2.6315.77%10.73%5.82%4.91%
UGI2024-01-312024-02-012024-03-0122.7422.740.00%market16.50%2.4351.07%7.98%5.82%2.16%
BMA2024-02-292024-03-012024-04-0139.9239.920.00%market225.50%0.5429.18%22.90%2.59%20.31%
DFH2024-02-292024-03-012024-04-0139.8739.870.00%market40.85%2.9127.03%7.37%2.59%4.79%
SATS2024-02-292024-03-012024-04-0111.9311.930.00%market5950.00%0.26282.34%17.49%2.59%14.90%
DAVE2024-03-052024-03-062024-04-0435.0135.010.00%market101.46%1.3911.10%7.68%0.49%7.19%
TGT2024-03-052024-03-062024-04-04172.22172.220.00%market23.14%2.1025.68%-0.20%0.49%-0.69%
HUM2024-04-242024-04-252024-05-23314.73314.730.00%market18.14%1.4411.90%11.71%5.36%6.35%
VIRT2024-04-242024-04-252024-05-2321.8621.860.00%market43.40%2.9119.94%3.05%5.36%-2.32%
TAL2024-04-252024-04-262024-05-2413.7013.700.00%market166.67%2.3915.22%-16.77%4.56%-21.33%
CLW2024-04-292024-04-302024-05-2941.7241.720.00%market28.83%1.4684.74%25.42%3.45%21.97%
BZH2024-05-012024-05-022024-05-3127.8727.870.00%market38.46%1.8440.00%2.85%4.61%-1.76%
BMA2024-05-232024-05-242024-06-2557.8757.870.00%market130.28%0.8222.84%0.80%3.22%-2.41%
APPS2024-05-282024-05-292024-06-272.002.000.00%market82.37%1.8713.40%-25.70%3.94%-29.64%
THO2024-06-052024-06-062024-07-0894.9094.900.00%market14.52%1.8926.90%-2.99%3.79%-6.79%
LZB2024-06-172024-06-182024-07-1839.0939.090.00%market35.71%2.5210.62%7.63%1.01%6.62%
WS2024-06-262024-06-272024-07-2633.1933.190.00%market26.19%1.7913.06%19.26%-0.17%19.43%
FLEX2024-07-242024-07-252024-08-2231.9431.940.00%market23.88%1.8740.16%-1.39%2.75%-4.14%
LUV2024-07-252024-07-262024-08-2328.0828.080.00%market13.73%2.2916.20%0.16%3.66%-3.50%
LYG2024-07-252024-07-262024-08-233.043.040.00%market34.63%2.45223.59%2.76%3.66%-0.90%
NWL2024-07-262024-07-292024-08-268.978.970.00%market71.43%1.2922.99%-19.38%2.71%-22.08%
OIS2024-07-292024-07-302024-08-275.455.450.00%market100.00%1.4511.43%-3.50%2.80%-6.30%
KSS2024-08-282024-08-292024-09-2719.3619.360.00%market31.11%0.6010.35%7.75%1.99%5.76%
TLYS2024-09-052024-09-062024-10-044.744.740.00%market97.13%0.9740.58%-2.10%4.19%-6.29%
GCO2024-09-062024-09-092024-10-0725.5125.510.00%market25.89%0.5714.77%7.05%4.25%2.80%
BNED2024-09-102024-09-112024-10-0910.2510.250.00%market96.21%1.0311.66%-13.66%5.18%-18.85%
FGN2024-09-302024-10-012024-10-2927.2127.210.00%market42.20%2.3224.06%-1.12%1.46%-2.58%
VLRS2024-10-222024-10-232024-11-207.247.240.00%market68.42%0.9011.98%10.99%1.59%9.40%
GBX2024-10-232024-10-242024-11-2155.9055.900.00%market45.45%1.4328.46%17.78%2.36%15.42%
TAL2024-10-242024-10-252024-11-2210.5910.590.00%market64.20%0.8849.54%-8.32%2.41%-10.73%
RNGR2024-10-282024-10-292024-11-2612.5812.580.00%market34.48%1.7310.79%32.31%3.59%28.72%
VFC2024-10-282024-10-292024-11-2620.3120.310.00%market58.86%2.7655.90%0.39%3.59%-3.20%
SNEX2024-11-202024-11-212024-12-2030.4730.470.00%market13.87%0.0415.03%-7.75%-0.38%-7.37%
ZIM2024-11-202024-11-212024-12-2026.0026.000.00%market32.48%1.1243.08%-29.85%-0.38%-29.47%
FLNC2024-11-252024-11-262024-12-2621.0021.000.00%market17.24%2.38154.11%-24.96%0.42%-25.39%
MEI2024-12-052024-12-062025-01-0714.2314.230.00%market187.50%1.1013.19%-20.51%-3.10%-17.41%
MOV2024-12-052024-12-062025-01-0721.1321.130.00%market15.62%2.2814.98%-7.54%-3.10%-4.44%
ALK2025-01-222025-01-232025-02-2169.7669.760.00%market115.56%2.3115.04%0.40%-0.97%1.37%
ALGT2025-02-042025-02-052025-03-0697.2097.200.00%market337.50%2.7011.65%-35.62%-4.65%-30.97%
UGI2025-02-052025-02-062025-03-0731.6231.620.00%market25.69%2.9963.45%4.23%-4.96%9.19%
SLQT2025-02-102025-02-112025-03-125.645.640.00%market275.00%1.3264.60%-36.02%-7.25%-28.77%
LUXE2025-02-112025-02-122025-03-1312.0012.000.00%market99.13%2.6810.55%-29.53%-7.97%-21.56%
CCU2025-02-252025-02-262025-03-2613.3013.300.00%market90.91%2.1645.40%15.21%-4.59%19.80%
ACR2025-03-052025-03-062025-04-0319.6919.690.00%market118.18%2.6018.87%4.98%-6.74%11.72%
COOK2025-03-062025-03-072025-04-04101.50101.500.00%market789.66%1.8338.17%-26.80%-11.49%-15.31%
KSS2025-03-112025-03-122025-04-099.159.150.00%market31.94%0.2745.47%-15.39%-2.41%-12.98%
CIG2025-03-202025-03-212025-04-211.931.930.00%market34.55%2.5522.35%-10.56%-8.12%-2.45%
GLXY2025-03-282025-03-312025-04-2910.8610.860.00%market75.70%0.1387.69%40.13%0.82%39.31%
PTEN2025-04-232025-04-242025-05-226.216.210.00%market106.50%2.4810.19%-8.57%8.64%-17.21%
HZO2025-04-242025-04-252025-05-2322.3522.350.00%market43.75%0.7734.81%-5.21%5.94%-11.15%
CNC2025-04-252025-04-282025-05-2757.9557.950.00%market15.08%0.6514.25%-0.72%7.21%-7.93%
CWH2025-04-292025-04-302025-05-2912.9612.960.00%market30.43%0.7117.36%31.44%7.76%23.68%
PUMP2025-04-292025-04-302025-05-295.365.360.00%market50.00%2.1112.12%3.34%7.76%-4.41%
AAP2025-05-222025-05-232025-06-2449.4949.490.00%market72.84%0.7429.41%-2.69%5.35%-8.03%
THO2025-06-042025-06-052025-07-0783.1283.120.00%market54.75%1.3343.45%9.39%3.86%5.53%
NX2025-06-052025-06-062025-07-0820.8020.800.00%market25.00%1.6913.11%-3.52%3.62%-7.14%
KMX2025-06-202025-06-232025-07-2267.9467.940.00%market18.97%1.3025.71%-6.69%5.68%-12.37%
WS2025-06-252025-06-262025-07-2531.6631.660.00%market26.51%1.4821.17%0.34%4.62%-4.28%
GBX2025-07-012025-07-022025-07-3153.7553.750.00%market116.28%1.6710.23%-15.55%2.40%-17.95%
AIR2025-07-162025-07-172025-08-1478.1878.180.00%market16.00%2.8811.25%-1.52%3.29%-4.81%
MAN2025-07-172025-07-182025-08-1544.5244.520.00%market13.04%0.4210.49%-7.50%2.25%-9.75%
ALK2025-07-232025-07-242025-08-2152.3652.360.00%market14.10%1.6218.07%4.69%0.15%4.54%
AAL2025-07-242025-07-252025-08-2211.5511.550.00%market21.79%0.5114.67%17.12%1.61%15.51%
NMRK2025-07-302025-07-312025-08-2815.1215.120.00%market19.23%2.8514.07%19.51%1.48%18.03%
BORR2025-08-132025-08-142025-09-122.392.390.00%market46.54%1.6323.59%25.74%2.27%23.47%
AMCR2025-08-142025-08-152025-09-1543.8043.800.00%market368.82%2.8752.48%-5.68%2.31%-7.99%
NIO2025-09-022025-09-032025-10-016.386.380.00%market16.57%2.8857.95%19.71%4.01%15.69%
AEO2025-09-032025-09-042025-10-0217.7517.750.00%market125.00%1.4317.81%-4.71%3.85%-8.56%
TLYS2025-09-032025-09-042025-10-022.192.190.00%market350.00%0.3440.56%-8.88%3.85%-12.72%
LUXE2025-09-112025-09-122025-10-109.099.090.00%market3261.11%1.44142.38%-14.94%-0.70%-14.25%
GLXY2025-10-212025-10-222025-11-1940.7440.740.00%market194.74%0.20222.62%-36.97%-1.39%-35.58%
STC2025-10-222025-10-232025-11-2075.5675.560.00%market22.39%2.6210.35%-5.94%-2.33%-3.61%
CAR2025-10-272025-10-282025-11-25161.15161.150.00%market24.66%1.6115.79%-17.01%-1.75%-15.26%
VLRS2025-10-272025-10-282025-11-257.187.180.00%market266.67%1.0513.13%-2.71%-1.75%-0.96%
FOR2025-10-282025-10-292025-11-2628.3928.390.00%market34.92%2.0271.70%-9.36%-1.31%-8.05%
BNED2025-11-252025-11-262025-12-269.309.300.00%market16.05%0.48123.63%3.56%1.87%1.69%
KEP2025-12-182025-12-192026-01-2116.7716.770.00%market28.66%0.8525.61%38.50%1.30%37.20%
BNED2026-01-202026-01-212026-02-198.828.820.00%market41.98%0.48123.63%-6.32%0.71%-7.03%
CCS2026-01-282026-01-292026-02-2765.9265.920.00%market14.39%1.4224.23%1.79%-1.49%3.28%
CMPR2026-01-282026-01-292026-02-2769.1969.190.00%market21.12%1.5720.73%5.38%-1.49%6.87%
PMTU2026-01-292026-01-302026-03-0225.8625.860.00%market20.79%2.5646.58%-0.78%-0.78%0.00%
VIRT2026-01-292026-01-302026-03-0241.0041.000.00%market44.53%2.9217.59%4.02%-0.78%4.80%
JLL2026-02-182026-02-192026-03-19311.00311.000.00%market20.14%2.0816.87%-3.70%-3.52%-0.19%
AVAL2026-02-262026-02-272026-03-274.224.220.00%market20.00%1.5822.53%-2.33%-7.17%4.84%
FLOC2026-02-262026-02-272026-03-2724.6324.630.00%market135.48%2.7311.46%-14.94%-7.17%-7.76%
AMRC2026-03-022026-03-032026-03-3131.0031.000.00%market21.88%2.6610.46%-17.94%-3.66%-14.28%
TGT2026-03-032026-03-042026-04-01123.96123.960.00%market12.96%1.5720.51%-3.03%-3.87%0.84%
PUK2026-03-182026-03-192026-04-1728.3828.380.00%market46.48%2.6222.00%8.68%8.09%0.59%
VATE2026-03-262026-03-272026-04-274.154.150.00%market41.58%0.1610.26%189.44%11.31%178.13%
GNE2026-03-312026-04-012026-04-3014.0814.080.00%market128.57%2.5917.04%-0.98%9.90%-10.88%
KALU2026-04-222026-04-232026-05-21168.64168.640.00%market90.82%1.7719.14%0.24%4.68%-4.44%
AMBP2026-04-232026-04-242026-05-223.953.950.00%market25.00%1.6111.74%2.08%4.91%-2.83%
SANM2026-04-272026-04-282026-05-27204.98204.980.00%market30.58%1.7725.82%27.53%5.43%22.10%
BP2026-04-282026-04-292026-05-2846.7946.790.00%market36.26%2.3210.28%-11.31%6.13%-17.45%
CSTM2026-04-292026-04-302026-05-2932.0932.090.00%market129.03%1.3511.81%6.56%5.86%0.71%
AAP2026-05-212026-05-222026-06-2358.0158.010.00%market97.44%1.3432.49%-5.72%-1.70%-4.02%
BBAR2026-05-262026-05-272026-06-2516.8216.820.00%market58.82%2.5018.76%13.12%-2.21%15.33%
NX2026-06-042026-06-052026-07-0717.6917.690.00%market13.64%1.9613.02%-6.36%-0.61%-5.75%
KMX2026-06-172026-06-182026-07-2048.3048.300.00%market35.75%0.8034.77%15.56%-0.76%16.31%
MEI2026-06-242026-06-252026-07-2415.3115.310.00%market109.09%1.0327.56%-0.20%0.00%-0.20%