High-quality earnings beat (profitability + surprise) 2 (lookback 30y) (5)
Run 5f75f89a · view hypothesis
completed
Trades
66
Win rate
50.00%
Avg return
7.11%
Median return
0.00%
Avg abnormal
5.29%
Median abnormal
-0.95%
Best trade
125.24%
Worst trade
-26.18%
Sharpe (per-trade)
0.28
Max drawdown
-56.40%
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 5 | -7.70% | -7.23% | 20.00% |
| 2022 | 8 | -2.14% | -1.30% | 37.50% |
| 2023 | 15 | 8.09% | 5.20% | 46.67% |
| 2024 | 15 | 5.97% | 2.67% | 46.67% |
| 2025 | 16 | 18.55% | 17.19% | 68.75% |
| 2026 | 7 | 2.44% | 0.37% | 57.14% |
Trades (66)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CDW | 2021-08-04 | 2021-08-05 | 2021-09-02 | — | 190.01 | 190.01 | 0.00% | market | 12.22% | 26.13% | 7.19% | 6.77% | 2.95% | 3.83% |
| TEAM | 2021-10-28 | 2021-10-29 | 2021-11-29 | — | 452.50 | 452.50 | 0.00% | market | 17.95% | 1509.78% | 9.20% | -12.31% | 1.92% | -14.23% |
| RHP | 2021-11-01 | 2021-11-02 | 2021-12-01 | — | 84.50 | 84.50 | 0.00% | market | 17.50% | 21.78% | 8.37% | -12.18% | -2.11% | -10.06% |
| VSCO | 2021-11-17 | 2021-11-18 | 2021-12-17 | — | 55.14 | 55.14 | 0.00% | market | 14.08% | 29.85% | 7.49% | -10.37% | -2.00% | -8.38% |
| BJ | 2021-11-18 | 2021-11-19 | 2021-12-20 | — | 72.18 | 72.18 | 0.00% | market | 13.75% | 22.28% | 3.99% | -10.41% | -3.12% | -7.30% |
| EXTR | 2022-01-27 | 2022-01-28 | 2022-02-28 | — | 12.41 | 12.41 | 0.00% | market | 16.67% | 19.17% | 6.43% | -7.61% | 0.91% | -8.53% |
| IRON | 2022-03-10 | 2022-03-11 | 2022-04-08 | — | 14.50 | 14.50 | 0.00% | market | 17.51% | 27.76% | 0.00% | -5.03% | 4.54% | -9.57% |
| ULTA | 2022-03-10 | 2022-03-11 | 2022-04-08 | — | 385.00 | 385.00 | 0.00% | market | 18.12% | 18.85% | 11.91% | 4.10% | 4.54% | -0.44% |
| NSP | 2022-08-01 | 2022-08-02 | 2022-08-30 | — | 113.20 | 113.20 | 0.00% | market | 17.17% | 95.64% | 3.38% | -4.47% | -2.67% | -1.80% |
| CWH | 2022-08-02 | 2022-08-03 | 2022-08-31 | — | 28.71 | 28.71 | 0.00% | market | 15.51% | 44.05% | 11.72% | 4.71% | -3.69% | 8.40% |
| WYNN | 2022-08-09 | 2022-08-10 | 2022-09-08 | — | 64.86 | 64.86 | 0.00% | market | 12.77% | 21.34% | -5.72% | -5.12% | -4.39% | -0.72% |
| VSCO | 2022-08-24 | 2022-08-25 | 2022-09-23 | — | 36.81 | 36.81 | 0.00% | market | 14.74% | 28.34% | 6.44% | -18.67% | -11.39% | -7.28% |
| PII | 2022-10-25 | 2022-10-26 | 2022-11-23 | — | 97.90 | 97.90 | 0.00% | market | 14.84% | 18.38% | 10.33% | 15.00% | 5.45% | 9.55% |
| EXTR | 2023-01-25 | 2023-01-26 | 2023-02-24 | — | 17.04 | 17.04 | 0.00% | market | 12.50% | 21.20% | 7.36% | 10.36% | -1.67% | 12.04% |
| CVI | 2023-02-21 | 2023-02-22 | 2023-03-22 | — | 32.50 | 32.50 | 0.00% | market | 12.75% | 21.09% | 8.84% | -4.78% | -1.85% | -2.93% |
| ESTA | 2023-02-27 | 2023-02-28 | 2023-03-28 | — | 68.64 | 68.64 | 0.00% | market | 19.12% | 165.69% | -30.04% | -0.16% | -0.41% | 0.25% |
| MLCO | 2023-03-01 | 2023-03-02 | 2023-03-30 | — | 13.50 | 13.50 | 0.00% | market | 15.00% | 29.63% | -59.18% | -8.50% | 2.81% | -11.30% |
| QBTS | 2023-03-16 | 2023-03-17 | 2023-04-17 | — | 0.52 | 0.52 | 0.00% | market | 14.29% | 46.37% | -900.21% | -1.93% | 5.27% | -7.20% |
| ACI | 2023-04-11 | 2023-04-12 | 2023-05-10 | — | 20.82 | 20.82 | 0.00% | market | 17.91% | 19.31% | 2.37% | -1.83% | 0.24% | -2.07% |
| IMOS | 2023-05-04 | 2023-05-05 | 2023-06-05 | — | 24.76 | 24.76 | 0.00% | market | 18.11% | 24.60% | 3.79% | 5.82% | 4.45% | 1.37% |
| REAL | 2023-05-09 | 2023-05-10 | 2023-06-08 | — | 1.28 | 1.28 | 0.00% | market | 16.28% | 33.88% | -57.64% | 32.61% | 3.68% | 28.93% |
| AVAH | 2023-05-11 | 2023-05-12 | 2023-06-12 | — | 1.06 | 1.06 | 0.00% | market | 16.67% | 94.86% | 3.78% | 20.55% | 4.93% | 15.63% |
| JD | 2023-05-11 | 2023-05-12 | 2023-06-12 | — | 36.94 | 36.94 | 0.00% | market | 15.00% | 20.34% | 2.65% | -0.85% | 4.93% | -5.78% |
| TSHA | 2023-05-11 | 2023-05-12 | 2023-06-12 | — | 0.79 | 0.79 | 0.00% | market | 20.00% | 117.89% | -351.87% | 3.99% | 4.93% | -0.94% |
| LW | 2023-07-25 | 2023-07-26 | 2023-08-23 | — | 105.55 | 105.55 | 0.00% | market | 16.19% | 35.34% | 11.03% | -8.63% | -2.52% | -6.11% |
| MAX | 2023-11-01 | 2023-11-02 | 2023-12-01 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | 83.11% | -19.78% | 6.65% | 7.62% | -0.97% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-12-08 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 73.03% | 4.97% | 68.06% |
| INDV | 2023-11-09 | 2023-11-10 | 2023-12-11 | — | 15.86 | 15.86 | 0.00% | market | 13.33% | 562.50% | -67.53% | -5.05% | 5.97% | -11.02% |
| COR | 2024-01-31 | 2024-02-01 | 2024-03-01 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | 65.98% | 1.04% | 1.68% | 5.82% | -4.14% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-03-07 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | 24.56% | -149.33% | 6.25% | 3.73% | 2.52% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-04-01 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | 24.88% | -8.05% | -13.48% | 2.59% | -16.07% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-04-16 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | 165.32% | -60.57% | -17.56% | -2.04% | -15.52% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-06-05 | — | 16.97 | 16.97 | 0.00% | market | 12.94% | 27.33% | 0.51% | -22.83% | 3.31% | -26.13% |
| INSM | 2024-05-09 | 2024-05-10 | 2024-06-10 | — | 26.57 | 26.57 | 0.00% | market | 14.52% | 33.80% | -192.72% | 125.24% | 2.65% | 122.59% |
| PACS | 2024-05-13 | 2024-05-14 | 2024-06-12 | — | 25.79 | 25.79 | 0.00% | market | 13.71% | 38.39% | 8.55% | 14.34% | 3.89% | 10.45% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-07-12 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | 142.26% | -386.96% | -7.64% | 3.39% | -11.03% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-26 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | 60.00% | 6.44% | -9.09% | 2.71% | -11.79% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-30 | — | 28.23 | 28.23 | 0.00% | market | 16.13% | 95.48% | -26.76% | 14.71% | 5.21% | 9.50% |
| ADCT | 2024-08-06 | 2024-08-07 | 2024-09-05 | — | 2.95 | 2.95 | 0.00% | market | 13.64% | 27.75% | -166.81% | -4.27% | 4.00% | -8.27% |
| BL | 2024-08-06 | 2024-08-07 | 2024-09-05 | — | 48.80 | 48.80 | 0.00% | market | 16.00% | 23.54% | 1.38% | -1.12% | 4.00% | -5.12% |
| GH | 2024-08-07 | 2024-08-08 | 2024-09-06 | — | 32.06 | 32.06 | 0.00% | market | 15.79% | 6362.55% | -56.77% | -26.18% | 3.14% | -29.32% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-10-08 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | 35.44% | -82.11% | 15.81% | 4.52% | 11.29% |
| GH | 2024-11-06 | 2024-11-07 | 2024-12-06 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | 179.30% | -61.28% | 13.63% | 2.48% | 11.15% |
| GH | 2025-02-20 | 2025-02-21 | 2025-03-21 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | 79.49% | -62.42% | -5.15% | -7.57% | 2.42% |
| BCO | 2025-02-26 | 2025-02-27 | 2025-03-27 | — | 94.78 | 94.78 | 0.00% | market | 13.98% | 20.82% | 8.27% | -7.34% | -4.99% | -2.36% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-28 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | 93.83% | 0.00% | 66.97% | -2.60% | 69.57% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | 37.36% | -16.33% | 60.08% | 7.21% | 52.87% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-27 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | 134.92% | 9.98% | 6.00% | 7.21% | -1.21% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-30 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | 37.94% | -54.57% | -23.05% | 5.18% | -28.23% |
| PGEN | 2025-05-14 | 2025-05-15 | 2025-06-13 | — | 1.27 | 1.27 | 0.00% | market | 12.50% | 385.16% | -1685.01% | 19.49% | 1.95% | 17.53% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-20 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | 39.00% | -1.03% | 10.82% | 0.99% | 9.82% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-25 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | 34.58% | 5.33% | -1.22% | 0.78% | -2.01% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-28 | — | 44.86 | 44.86 | 0.00% | market | 15.38% | 32.70% | -45.85% | 43.51% | 1.48% | 42.03% |
| CYTK | 2025-08-07 | 2025-08-08 | 2025-09-08 | — | 35.85 | 35.85 | 0.00% | market | 16.42% | 36.44% | -167.00% | 45.10% | 2.33% | 42.77% |
| GPGI | 2025-08-07 | 2025-08-08 | 2025-09-08 | — | 15.46 | 15.46 | 0.00% | market | 19.05% | 24.56% | 0.00% | 25.29% | 2.33% | 22.96% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-10-01 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | 426.42% | -25.82% | 19.71% | 4.01% | 15.69% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-28 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | 26.16% | -37.33% | 20.28% | -0.07% | 20.35% |
| HRB | 2025-11-06 | 2025-11-07 | 2025-12-08 | — | 51.81 | 51.81 | 0.00% | market | 14.29% | 30.10% | -46.89% | -20.58% | 2.35% | -22.94% |
| BHVN | 2025-11-10 | 2025-11-11 | 2025-12-10 | — | 7.73 | 7.73 | 0.00% | market | 14.14% | 1010.74% | 0.00% | 36.93% | 1.12% | 35.81% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-27 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | 33.88% | 11.60% | -6.55% | -1.49% | -5.06% |
| MUSA | 2026-02-04 | 2026-02-05 | 2026-03-06 | — | 436.86 | 436.86 | 0.00% | market | 12.89% | 22.76% | 4.58% | 0.16% | -1.26% | 1.42% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-04-16 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | 25.03% | 9.19% | -12.96% | 4.98% | -17.94% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-28 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | 195.48% | 11.31% | 12.25% | 6.13% | 6.12% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-06-04 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | 60.14% | -8.11% | 28.04% | 3.97% | 24.06% |
| URGN | 2026-05-06 | 2026-05-07 | 2026-06-05 | — | 26.41 | 26.41 | 0.00% | market | 16.07% | 18.97% | -39.76% | 1.47% | 0.34% | 1.13% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-06-15 | — | 5.63 | 5.63 | 0.00% | market | 16.67% | 75.32% | 0.00% | -5.35% | 1.76% | -7.11% |