Forward-looking add-ons 1 (max 10 pos)

Run 5f75efad · view hypothesis

completed
Trades
170
Win rate
53.53%
Avg return
2.78%
Median return
1.71%
Avg abnormal
1.29%
Median abnormal
0.18%
Best trade
183.25%
Worst trade
-36.97%
Sharpe (per-trade)
0.13
Max drawdown
-73.41%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
202325-0.97%-2.23%48.00%
2024573.86%1.91%59.65%
2025584.99%3.76%51.72%
202630-0.41%-1.71%50.00%
Trades (170)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.Curr. earn. vs next-Q est.ReturnBenchmarkAbnormal
ANAB2023-08-072023-08-082023-09-0612.7112.710.00%market11.53%21.03%4.28%-0.42%4.70%
ASTH2023-08-072023-08-082023-09-0637.6737.670.00%market12.40%17.86%-17.61%-0.42%-17.20%
DK2023-08-072023-08-082023-09-0627.2727.270.00%market51.52%40.14%1.23%-0.42%1.65%
EVCM2023-08-072023-08-082023-09-0611.3611.360.00%market137.50%324.00%-10.76%-0.42%-10.35%
KD2023-08-072023-08-082023-09-0614.5014.500.00%market32.01%73.33%15.66%-0.42%16.08%
AEO2023-09-062023-09-072023-10-0517.4317.430.00%market56.25%92.72%-7.26%-4.20%-3.06%
WLY2023-09-072023-09-082023-10-0635.4535.450.00%market550.00%107.41%-3.53%-3.45%-0.08%
WLYB2023-09-072023-09-082023-10-0636.2736.270.00%market550.00%107.41%3.00%-3.45%6.45%
KEP2023-09-082023-09-112023-10-096.746.740.00%market12.09%58082.26%-4.95%-3.56%-1.39%
IREN2023-09-132023-09-142023-10-124.524.520.00%market27.94%89.66%-31.62%-3.43%-28.18%
AEHR2023-10-052023-10-062023-11-0338.7538.750.00%market12.50%1058.83%-36.97%3.01%-39.99%
CAG2023-10-052023-10-062023-11-0326.0126.010.00%market10.00%216.43%6.72%3.01%3.71%
LW2023-10-052023-10-062023-11-0397.3997.390.00%market49.54%28.12%-3.59%3.01%-6.60%
AZZ2023-10-102023-10-112023-11-0849.5049.500.00%market17.59%64.44%-6.56%0.37%-6.93%
PGR2023-10-132023-10-162023-11-13156.04156.040.00%market22.22%16.26%3.57%1.47%2.10%
AAMI2023-11-022023-11-032023-12-0415.8815.880.00%market52.54%31.11%12.58%5.44%7.15%
ACIW2023-11-022023-11-032023-12-0423.3523.350.00%market333.33%86.15%18.00%5.44%12.56%
ANAB2023-11-022023-11-032023-12-0411.7611.760.00%market18.02%24.33%-11.85%5.44%-17.29%
ASC2023-11-072023-11-082023-12-0712.9612.960.00%market11.36%24.31%4.97%4.73%0.24%
CEPU2023-11-122023-11-132023-12-126.176.170.00%market244.23%24905.80%49.72%5.66%44.06%
SIG2023-12-052023-12-062024-01-0592.2992.290.00%market33.33%2554.87%7.05%1.99%5.06%
BRZE2023-12-062023-12-072024-01-0858.5358.530.00%market61.54%9.53%-16.50%3.87%-20.37%
GME2023-12-062023-12-072024-01-0813.7113.710.00%market88.72%3006.40%14.97%3.87%11.10%
OLLI2023-12-062023-12-072024-01-0876.4576.450.00%market13.33%126.51%-7.68%3.87%-11.55%
SKM2023-12-132023-12-142024-01-1621.9121.910.00%market10.26%116649.64%-7.18%0.51%-7.70%
FC2024-01-042024-01-052024-02-0539.0039.000.00%market89.47%336.53%0.18%5.36%-5.18%
ACI2024-01-092024-01-102024-02-0823.1523.150.00%market19.70%99.55%-7.98%5.10%-13.07%
AEHR2024-01-092024-01-102024-02-0818.7718.770.00%market21.05%583.26%-10.54%5.10%-15.63%
AZZ2024-01-092024-01-102024-02-0861.8261.820.00%market19.00%32.47%8.50%5.10%3.41%
BNY2024-01-122024-01-162024-02-1355.0055.000.00%market14.29%11.19%-2.22%3.96%-6.18%
MFG2024-02-022024-02-052024-03-053.773.770.00%market50.00%1324.80%2.19%2.73%-0.54%
ASND2024-02-072024-02-082024-03-08140.82140.820.00%market24.14%10.63%3.92%2.73%1.18%
CENT2024-02-072024-02-082024-03-0847.4947.490.00%market105.88%7545.80%-13.36%2.73%-16.10%
CG2024-02-072024-02-082024-03-0844.4044.400.00%market14.67%12.39%6.44%2.73%3.71%
FRHC2024-02-122024-02-132024-03-1381.0881.080.00%market91.76%111.04%-9.40%4.34%-13.74%
BBAR2024-03-052024-03-062024-04-046.676.670.00%market555.56%36234.32%29.19%0.49%28.69%
NX2024-03-072024-03-082024-04-0835.3235.320.00%market63.64%194.44%9.09%0.63%8.45%
VHI2024-03-072024-03-082024-04-0814.4614.460.00%market180.00%494.29%11.56%0.63%10.92%
WLY2024-03-072024-03-082024-04-0837.6537.650.00%market31.11%37.29%1.58%0.63%0.95%
BZ2024-03-122024-03-132024-04-1120.1720.170.00%market17.65%407.30%-4.81%0.17%-4.98%
RPM2024-04-042024-04-052024-05-03112.06112.060.00%market13.04%199.27%-2.73%-0.62%-2.12%
GBX2024-04-052024-04-082024-05-0653.5853.580.00%market19.77%11.33%-2.96%-0.50%-2.47%
JD2024-04-082024-04-092024-05-0726.1026.100.00%market23.44%690.41%22.90%-0.65%23.55%
DAL2024-04-102024-04-112024-05-0946.7446.740.00%market21.56%427.63%12.66%0.87%11.79%
JPM2024-04-122024-04-152024-05-13184.50184.500.00%market11.03%27.08%7.51%1.12%6.39%
ACA2024-05-022024-05-032024-06-0380.4380.430.00%market40.38%13.97%6.97%3.26%3.72%
ACH2024-05-032024-05-062024-06-0418.2518.250.00%market11.76%73.88%-5.62%2.85%-8.47%
COHR2024-05-062024-05-072024-06-0561.0061.000.00%market23.60%13.74%9.23%3.31%5.92%
ABEV2024-05-082024-05-092024-06-072.342.340.00%market25.00%236.12%-7.46%3.21%-10.68%
BAP2024-05-102024-05-132024-06-11174.60174.600.00%market14.22%259.89%-9.93%2.75%-12.68%
GCO2024-05-312024-06-032024-07-0228.6528.650.00%market21.05%46.90%-18.35%3.78%-22.13%
GTLB2024-06-032024-06-042024-07-0346.9046.900.00%market179.07%230.29%13.17%4.75%8.42%
GWRE2024-06-042024-06-052024-07-05123.59123.590.00%market95.64%109.13%12.55%4.50%8.05%
AGX2024-06-062024-06-072024-07-0974.1574.150.00%market11.54%67.24%-5.28%4.15%-9.44%
CASY2024-06-112024-06-122024-07-12363.00363.000.00%market36.05%92.31%3.50%3.39%0.11%
BNED2024-07-012024-07-022024-07-316.336.330.00%market81.29%114.06%67.89%1.31%66.58%
PGR2024-07-162024-07-172024-08-14214.80214.800.00%market29.27%39.06%8.90%-2.69%11.59%
AA2024-07-172024-07-182024-08-1536.7036.700.00%market107.79%55.79%-12.76%-0.97%-11.79%
SYF2024-07-172024-07-182024-08-1551.7451.740.00%market14.81%16.65%-11.51%-0.97%-10.53%
NOK2024-07-182024-07-192024-08-163.633.630.00%market20.00%5.16%11.09%0.34%10.75%
AEIS2024-07-302024-07-312024-08-28114.42114.420.00%market23.19%6.66%-7.07%1.70%-8.77%
OUST2024-08-132024-08-142024-09-129.129.120.00%market14.52%50.00%-32.88%2.99%-35.87%
AAUC2023-12-312024-08-152024-09-136.896.890.00%market26.00%138.10%-0.49%2.28%-2.77%
IFS2024-08-142024-08-152024-09-1322.7922.790.00%market17.54%345.12%7.39%2.28%5.11%
GHG2024-08-152024-08-162024-09-162.732.730.00%market116.35%40.32%-12.29%2.07%-14.36%
AMBA2024-08-272024-08-282024-09-2663.5063.500.00%market31.58%126.65%-10.31%1.98%-12.29%
PENG2024-01-092024-09-162024-10-1419.1519.150.00%market52.09%5.83%8.68%4.02%4.66%
PENG2024-07-092024-09-162024-10-1419.1519.150.00%market23.33%8.24%8.68%4.02%4.66%
TRAK2024-09-302024-10-012024-10-2919.0019.000.00%market33.33%10.87%0.75%1.46%-0.71%
CALM2024-10-012024-10-022024-10-3076.2076.200.00%market31.33%32.46%16.60%2.17%14.43%
QUBT2024-10-022024-10-032024-10-310.650.650.00%market25.00%16.67%72.11%0.23%71.88%
ERIC2024-10-152024-10-162024-11-138.448.440.00%market22.22%1875.20%-5.53%3.00%-8.53%
AA2024-10-162024-10-172024-11-1442.8042.800.00%market128.64%66.30%-3.91%1.27%-5.18%
CDNS2024-10-282024-10-292024-11-26274.94274.940.00%market12.33%10.93%12.59%3.59%9.00%
CAKE2024-10-292024-10-302024-11-2746.5046.500.00%market18.37%58.31%6.77%3.02%3.75%
ALL2024-10-302024-10-312024-11-29195.00195.000.00%market65.68%60.42%6.15%4.69%1.46%
BKV2024-11-122024-11-132024-12-1220.8120.810.00%market15.62%44.68%12.29%1.17%11.13%
AVAL2024-11-132024-11-142024-12-132.002.000.00%market28.57%399341.82%6.80%1.15%5.65%
SMTC2024-11-252024-11-262024-12-2663.5063.500.00%market13.04%22.47%3.22%0.42%2.79%
JOYY2024-11-262024-11-272024-12-2735.8035.800.00%market15.80%5.14%17.76%-0.91%18.67%
MNSO2024-11-292024-12-022024-12-3123.0123.010.00%market603.23%691.90%3.62%-2.80%6.43%
M2024-12-112024-12-122025-01-1416.4116.410.00%market500.00%3743.55%-14.76%-4.02%-10.74%
AAUC2024-12-312025-01-022025-02-037.357.350.00%market85.62%1659.90%30.41%1.42%28.99%
CALM2025-01-072025-01-082025-02-07109.78109.780.00%market21.47%136.13%-1.55%2.05%-3.60%
LNN2025-01-072025-01-082025-02-07119.66119.660.00%market17.16%20.54%8.57%2.05%6.52%
KARO2025-01-142025-01-152025-02-1347.4047.400.00%market13.16%1495.96%1.64%3.29%-1.65%
C2025-01-152025-01-162025-02-1477.8377.830.00%market10.74%37.78%8.51%2.61%5.90%
BR2025-01-312025-02-032025-03-04237.12237.120.00%market18.18%54.58%1.79%-2.67%4.45%
ESE2025-02-062025-02-072025-03-10142.99142.990.00%market46.58%17.06%9.18%-7.63%16.81%
LION2025-02-062025-02-072025-03-108.008.000.00%market300.00%85.39%-1.58%-7.63%6.06%
AR2025-02-122025-02-132025-03-1438.7638.760.00%market45.00%43.82%-3.27%-6.89%3.62%
BCS2025-02-132025-02-142025-03-1714.7814.780.00%market78.95%78.95%5.42%-7.02%12.43%
EBS2025-03-032025-03-042025-04-015.565.560.00%market114.29%780.00%-14.95%-3.23%-11.72%
NX2025-03-102025-03-112025-04-0820.5220.520.00%market416.67%148.68%-21.06%-11.25%-9.81%
SUPV2025-03-102025-03-112025-04-0812.7112.710.00%market28.00%47267.02%-14.99%-11.25%-3.74%
ELVN2025-03-132025-03-142025-04-1121.1021.100.00%market13.21%5.80%-21.95%-3.99%-17.97%
LI2025-03-142025-03-172025-04-1426.6626.660.00%market31.09%162.16%-10.74%-4.21%-6.53%
BMA2025-04-022025-04-032025-05-0272.6072.600.00%market268.88%25374.02%14.40%3.97%10.43%
DAL2025-04-092025-04-102025-05-0942.2242.220.00%market20.89%347.97%14.30%6.05%8.25%
STZ2025-04-092025-04-102025-05-09175.93175.930.00%market15.86%25.78%7.84%6.05%1.79%
ERIC2025-04-152025-04-162025-05-157.987.980.00%market33.33%801.32%5.82%11.06%-5.24%
UAL2025-04-152025-04-162025-05-1569.6469.640.00%market21.33%318.68%9.71%11.06%-1.35%
ACCO2025-05-012025-05-022025-06-023.723.720.00%market50.00%1550.00%-6.92%4.95%-11.88%
ABCL2025-05-082025-05-092025-06-092.062.060.00%market11.76%10.56%21.64%5.86%15.78%
ACH2025-05-082025-05-092025-06-097.057.050.00%market15.00%19.65%12.28%5.86%6.42%
ATAI2025-05-142025-05-152025-06-131.431.430.00%market21.05%23.05%47.35%1.95%45.40%
ECO2025-05-142025-05-152025-06-1323.1523.150.00%market50.00%79.22%4.21%1.95%2.25%
CHA2025-05-302025-06-022025-07-0128.8628.860.00%market504.64%18.61%-9.42%5.09%-14.50%
MANU2025-06-062025-06-092025-07-0916.1216.120.00%market83.76%122.03%9.42%4.06%5.36%
CASY2025-06-092025-06-102025-07-10496.02496.020.00%market35.57%90.79%5.36%4.27%1.10%
JBS2024-05-142025-06-132025-07-1513.6513.650.00%market169.74%693.38%-5.11%3.95%-9.06%
RH2025-06-122025-06-132025-07-15211.00211.000.00%market243.11%2367.62%-11.32%3.95%-15.27%
FC2025-07-022025-07-032025-08-0122.2622.260.00%market325.00%147.22%-16.55%-0.12%-16.43%
AEHR2025-07-082025-07-092025-08-0612.4412.440.00%market33.33%133.33%45.94%1.61%44.33%
LEVI2025-07-102025-07-112025-08-0821.7521.750.00%market64.06%39.10%-8.20%2.32%-10.52%
ERIC2025-07-152025-07-162025-08-137.417.410.00%market16.67%1782.30%2.90%3.39%-0.49%
MCRI2025-07-162025-07-172025-08-14107.42107.420.00%market18.03%9.31%-5.51%3.29%-8.80%
AAMI2025-07-312025-08-012025-08-2940.6840.680.00%market23.08%20.31%25.09%2.99%22.10%
ADPT2025-08-052025-08-062025-09-0412.3512.350.00%market29.17%13.76%5.23%3.19%2.03%
ACA2025-08-072025-08-082025-09-0888.0088.000.00%market20.95%6.33%10.05%2.33%7.72%
MLYS2025-08-122025-08-132025-09-1113.1113.110.00%market15.38%7.14%183.25%1.97%181.28%
ARCO2025-08-132025-08-142025-09-127.617.610.00%market120.00%27.27%-10.98%2.27%-13.25%
AMBA2025-08-282025-08-292025-09-2983.5083.500.00%market150.00%35.55%-1.00%2.50%-3.51%
CPB2025-09-032025-09-042025-10-0233.7433.740.00%market10.52%18.58%-6.54%3.85%-10.39%
MANU2025-09-172025-09-182025-10-1615.4115.410.00%market55.56%33.43%16.22%-0.19%16.41%
KNOP2025-09-252025-09-262025-10-249.899.890.00%market17.65%22.11%-8.49%2.69%-11.18%
GHG2025-09-302025-10-012025-10-292.172.170.00%market153.61%175.76%-7.11%3.65%-10.76%
NBTX2025-09-302025-10-012025-10-2918.8618.860.00%market45.89%103.82%-4.81%3.65%-8.47%
CAG2025-10-012025-10-022025-10-3019.0919.090.00%market16.77%11.79%-8.95%1.40%-10.35%
AMX2025-10-152025-10-162025-11-1321.8321.830.00%market11.11%1739.43%6.35%0.78%5.57%
AAL2025-10-232025-10-242025-11-2113.0013.000.00%market38.94%316.12%-1.20%-2.58%1.38%
ARQT2025-10-282025-10-292025-11-2625.8425.840.00%market160.00%53.94%19.61%-1.31%20.93%
BE2025-10-282025-10-292025-11-26129.30129.300.00%market48.96%104.53%-21.98%-1.31%-20.67%
AEM2025-10-292025-10-302025-11-28157.35157.350.00%market22.73%22.95%10.65%-0.07%10.73%
ARCO2025-11-122025-11-132025-12-127.607.600.00%market20.00%68.12%-1.78%0.19%-1.96%
AUNA2025-11-202025-11-212025-12-224.814.810.00%market33.33%230.91%-5.40%4.55%-9.94%
BNED2025-11-252025-11-262025-12-269.309.300.00%market16.05%115.44%3.56%1.87%1.69%
KSS2025-11-252025-11-262025-12-2622.3222.320.00%market176.92%760.52%-3.56%1.87%-5.43%
CRDO2025-12-012025-12-022025-12-31195.64195.640.00%market36.23%36.06%-26.65%0.00%-26.65%
CIEN2025-12-112025-12-122026-01-13236.00236.000.00%market16.67%28.15%4.22%0.81%3.40%
GS2026-01-152026-01-162026-02-17973.00973.000.00%market19.74%17.57%-6.05%-1.56%-4.50%
IIIN2026-01-152026-01-162026-02-1732.3532.350.00%market18.18%64.10%15.13%-1.56%16.69%
MS2026-01-152026-01-162026-02-17190.56190.560.00%market10.29%12.80%-10.18%-1.56%-8.62%
HDB2026-01-172026-01-202026-02-1832.1832.180.00%market10.26%8752.73%3.44%0.70%2.73%
BNED2026-01-202026-01-212026-02-198.828.820.00%market41.98%122.34%-6.32%0.71%-7.03%
MDA2025-05-082026-02-172026-03-1725.6025.600.00%market17.36%7.53%24.33%-1.37%25.71%
DFIN2026-02-172026-02-182026-03-1844.6544.650.00%market75.00%92.38%3.09%-3.30%6.39%
ENLT2026-02-172026-02-182026-03-1876.2176.210.00%market242.86%118.03%0.51%-3.30%3.81%
EQT2026-02-172026-02-182026-03-1856.2856.280.00%market18.42%131.59%12.66%-3.30%15.97%
ECO2026-02-182026-02-192026-03-1945.1945.190.00%market36.92%41.67%4.14%-3.52%7.65%
FPS2026-03-162026-03-172026-04-1534.8234.820.00%market25.00%5.62%-7.18%4.10%-11.28%
ANDG2026-03-172026-03-182026-04-1626.2226.220.00%market53.57%442.20%26.57%4.98%21.59%
ATAT2026-03-172026-03-182026-04-1637.5137.510.00%market11.63%478.75%2.07%4.98%-2.92%
SBS2026-03-172026-03-182026-04-165.685.680.00%market12.33%323.08%17.76%4.98%12.78%
HTHT2026-03-182026-03-192026-04-1749.8549.850.00%market41.46%425.39%11.48%8.09%3.38%
KMX2026-04-142026-04-152026-05-1341.6041.600.00%market48.93%183.92%-11.09%6.77%-17.86%
ALLY2026-04-172026-04-202026-05-1845.1345.130.00%market18.84%10.18%-6.89%4.21%-11.11%
ALV2026-04-172026-04-202026-05-18119.61119.610.00%market12.02%19.85%-3.37%4.21%-7.58%
FITB2026-04-172026-04-202026-05-1849.9049.900.00%market244.98%457.89%-4.13%4.21%-8.34%
HDB2026-04-182026-04-202026-05-1826.7226.720.00%market10.26%8656.87%-8.02%4.21%-12.24%
AKA2026-05-122026-05-132026-06-1112.4012.400.00%market32.65%47.98%-27.94%-0.10%-27.85%
MFG2026-05-152026-05-182026-06-168.408.400.00%market71.43%19552.47%15.99%1.42%14.57%
RNW2026-05-182026-05-192026-06-175.455.450.00%market113.38%56411.89%13.38%0.84%12.54%
BEKE2026-05-192026-05-202026-06-1818.1118.110.00%market42.86%988.04%-17.87%1.50%-19.37%
BILI2026-05-192026-05-202026-06-1819.1019.100.00%market11.76%694.26%-10.15%1.50%-11.65%
MH2026-06-112026-06-122026-07-1412.3812.380.00%market92.89%49.18%-18.78%1.50%-20.28%
SB2026-06-172026-06-182026-07-206.906.900.00%market71.43%38.89%3.57%-0.76%4.33%
CCL2026-06-232026-06-242026-07-2329.3129.310.00%market19.12%230.26%-13.98%0.41%-14.39%
MU2026-06-242026-06-252026-07-241,233.001,233.000.00%market19.69%24.09%-25.51%0.00%-25.51%
FC2026-07-012026-07-022026-07-3119.2919.290.00%market12.50%118.52%11.00%-0.05%11.05%