High-quality earnings beat (profitability + surprise) 2 (lookback 30y) (4)
Run 5f75f8dd · view hypothesis
completed
Trades
66
Win rate
46.97%
Avg return
-0.80%
Median return
-0.96%
Avg abnormal
-1.33%
Median abnormal
-1.24%
Best trade
22.05%
Worst trade
-21.04%
Sharpe (per-trade)
-0.08
Max drawdown
-74.19%
Equity curve
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 5 | -0.47% | -0.91% | 40.00% |
| 2022 | 8 | -0.44% | -1.67% | 62.50% |
| 2023 | 15 | 1.43% | 0.43% | 53.33% |
| 2024 | 15 | -3.48% | -4.74% | 33.33% |
| 2025 | 16 | -1.24% | -0.35% | 43.75% |
| 2026 | 7 | 0.52% | 0.08% | 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 | 2021-08-12 | — | 190.01 | 190.01 | 0.00% | market | 12.22% | 26.13% | 7.19% | 3.96% | 1.11% | 2.85% |
| TEAM | 2021-10-28 | 2021-10-29 | 2021-11-05 | — | 452.50 | 452.50 | 0.00% | market | 17.95% | 1509.78% | 9.20% | -2.91% | 2.78% | -5.69% |
| RHP | 2021-11-01 | 2021-11-02 | 2021-11-09 | — | 84.50 | 84.50 | 0.00% | market | 17.50% | 21.78% | 8.37% | 7.99% | 1.56% | 6.43% |
| VSCO | 2021-11-17 | 2021-11-18 | 2021-11-26 | — | 55.14 | 55.14 | 0.00% | market | 14.08% | 29.85% | 7.49% | -2.49% | -2.19% | -0.30% |
| BJ | 2021-11-18 | 2021-11-19 | 2021-11-29 | — | 72.18 | 72.18 | 0.00% | market | 13.75% | 22.28% | 3.99% | -8.90% | -1.07% | -7.83% |
| EXTR | 2022-01-27 | 2022-01-28 | 2022-02-04 | — | 12.41 | 12.41 | 0.00% | market | 16.67% | 19.17% | 6.43% | -2.05% | 3.70% | -5.76% |
| IRON | 2022-03-10 | 2022-03-11 | 2022-03-18 | — | 14.50 | 14.50 | 0.00% | market | 17.51% | 27.76% | 0.00% | 2.56% | 3.83% | -1.27% |
| ULTA | 2022-03-10 | 2022-03-11 | 2022-03-18 | — | 385.00 | 385.00 | 0.00% | market | 18.12% | 18.85% | 11.91% | 1.42% | 3.83% | -2.41% |
| NSP | 2022-08-01 | 2022-08-02 | 2022-08-09 | — | 113.20 | 113.20 | 0.00% | market | 17.17% | 95.64% | 3.38% | -3.76% | 0.55% | -4.31% |
| CWH | 2022-08-02 | 2022-08-03 | 2022-08-10 | — | 28.71 | 28.71 | 0.00% | market | 15.51% | 44.05% | 11.72% | 4.29% | 2.36% | 1.93% |
| WYNN | 2022-08-09 | 2022-08-10 | 2022-08-17 | — | 64.86 | 64.86 | 0.00% | market | 12.77% | 21.34% | -5.72% | 0.66% | 1.88% | -1.22% |
| VSCO | 2022-08-24 | 2022-08-25 | 2022-09-01 | — | 36.81 | 36.81 | 0.00% | market | 14.74% | 28.34% | 6.44% | -9.06% | -4.53% | -4.52% |
| PII | 2022-10-25 | 2022-10-26 | 2022-11-02 | — | 97.90 | 97.90 | 0.00% | market | 14.84% | 18.38% | 10.33% | 2.40% | -1.77% | 4.17% |
| EXTR | 2023-01-25 | 2023-01-26 | 2023-02-02 | — | 17.04 | 17.04 | 0.00% | market | 12.50% | 21.20% | 7.36% | 10.19% | 3.39% | 6.80% |
| CVI | 2023-02-21 | 2023-02-22 | 2023-03-01 | — | 32.50 | 32.50 | 0.00% | market | 12.75% | 21.09% | 8.84% | 2.72% | -1.20% | 3.92% |
| ESTA | 2023-02-27 | 2023-02-28 | 2023-03-07 | — | 68.64 | 68.64 | 0.00% | market | 19.12% | 165.69% | -30.04% | 4.51% | 0.26% | 4.24% |
| MLCO | 2023-03-01 | 2023-03-02 | 2023-03-09 | — | 13.50 | 13.50 | 0.00% | market | 15.00% | 29.63% | -59.18% | -7.24% | -0.29% | -6.95% |
| QBTS | 2023-03-16 | 2023-03-17 | 2023-03-24 | — | 0.52 | 0.52 | 0.00% | market | 14.29% | 46.37% | -900.21% | -2.12% | 0.64% | -2.77% |
| ACI | 2023-04-11 | 2023-04-12 | 2023-04-19 | — | 20.82 | 20.82 | 0.00% | market | 17.91% | 19.31% | 2.37% | 0.23% | 0.55% | -0.32% |
| IMOS | 2023-05-04 | 2023-05-05 | 2023-05-12 | — | 24.76 | 24.76 | 0.00% | market | 18.11% | 24.60% | 3.79% | -2.06% | 0.66% | -2.71% |
| REAL | 2023-05-09 | 2023-05-10 | 2023-05-17 | — | 1.28 | 1.28 | 0.00% | market | 16.28% | 33.88% | -57.64% | 5.27% | 0.33% | 4.94% |
| AVAH | 2023-05-11 | 2023-05-12 | 2023-05-19 | — | 1.06 | 1.06 | 0.00% | market | 16.67% | 94.86% | 3.78% | 15.84% | 1.26% | 14.58% |
| JD | 2023-05-11 | 2023-05-12 | 2023-05-19 | — | 36.94 | 36.94 | 0.00% | market | 15.00% | 20.34% | 2.65% | -5.29% | 1.26% | -6.55% |
| TSHA | 2023-05-11 | 2023-05-12 | 2023-05-19 | — | 0.79 | 0.79 | 0.00% | market | 20.00% | 117.89% | -351.87% | -6.81% | 1.26% | -8.06% |
| LW | 2023-07-25 | 2023-07-26 | 2023-08-02 | — | 105.55 | 105.55 | 0.00% | market | 16.19% | 35.34% | 11.03% | -3.17% | -0.95% | -2.22% |
| MAX | 2023-11-01 | 2023-11-02 | 2023-11-09 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | 83.11% | -19.78% | -3.63% | 1.70% | -5.33% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-11-16 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | 76.22% | 0.45% | 7.28% | 2.69% | 4.59% |
| INDV | 2023-11-09 | 2023-11-10 | 2023-11-17 | — | 15.86 | 15.86 | 0.00% | market | 13.33% | 562.50% | -67.53% | 5.73% | 3.40% | 2.33% |
| COR | 2024-01-31 | 2024-02-01 | 2024-02-08 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | 65.98% | 1.04% | -1.20% | 2.82% | -4.03% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-02-14 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | 24.56% | -149.33% | 3.85% | 0.46% | 3.39% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-03-08 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | 24.88% | -8.05% | -9.02% | 0.54% | -9.56% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-03-25 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | 165.32% | -60.57% | 7.44% | 1.12% | 6.32% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-05-14 | — | 16.97 | 16.97 | 0.00% | market | 12.94% | 27.33% | 0.51% | -13.46% | 1.11% | -14.57% |
| INSM | 2024-05-09 | 2024-05-10 | 2024-05-17 | — | 26.57 | 26.57 | 0.00% | market | 14.52% | 33.80% | -192.72% | -6.97% | 1.46% | -8.44% |
| PACS | 2024-05-13 | 2024-05-14 | 2024-05-21 | — | 25.79 | 25.79 | 0.00% | market | 13.71% | 38.39% | 8.55% | 7.24% | 1.97% | 5.28% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-06-20 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | 142.26% | -386.96% | -19.07% | 0.99% | -20.06% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-05 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | 60.00% | 6.44% | -13.29% | -5.25% | -8.04% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-09 | — | 28.23 | 28.23 | 0.00% | market | 16.13% | 95.48% | -26.76% | -0.20% | -0.52% | 0.32% |
| ADCT | 2024-08-06 | 2024-08-07 | 2024-08-14 | — | 2.95 | 2.95 | 0.00% | market | 13.64% | 27.75% | -166.81% | -3.59% | 2.89% | -6.48% |
| BL | 2024-08-06 | 2024-08-07 | 2024-08-14 | — | 48.80 | 48.80 | 0.00% | market | 16.00% | 23.54% | 1.38% | 6.34% | 2.89% | 3.45% |
| GH | 2024-08-07 | 2024-08-08 | 2024-08-15 | — | 32.06 | 32.06 | 0.00% | market | 15.79% | 6362.55% | -56.77% | -11.18% | 5.57% | -16.75% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-09-17 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | 35.44% | -82.11% | 7.81% | 2.68% | 5.12% |
| GH | 2024-11-06 | 2024-11-07 | 2024-11-14 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | 179.30% | -61.28% | -6.93% | 0.05% | -6.98% |
| GH | 2025-02-20 | 2025-02-21 | 2025-02-28 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | 79.49% | -62.42% | -12.47% | -2.62% | -9.85% |
| BCO | 2025-02-26 | 2025-02-27 | 2025-03-06 | — | 94.78 | 94.78 | 0.00% | market | 13.98% | 20.82% | 8.27% | -8.51% | -4.04% | -4.47% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-04 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | 93.83% | 0.00% | -7.78% | -10.65% | 2.88% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-05 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | 37.36% | -16.33% | -16.51% | 2.20% | -18.71% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-05 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | 134.92% | 9.98% | 3.70% | 2.20% | 1.51% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-08 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | 37.94% | -54.57% | -21.04% | 0.84% | -21.87% |
| PGEN | 2025-05-14 | 2025-05-15 | 2025-05-22 | — | 1.27 | 1.27 | 0.00% | market | 12.50% | 385.16% | -1685.01% | 9.25% | -0.42% | 9.67% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-05-29 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | 39.00% | -1.03% | -0.72% | 0.27% | -0.99% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-04 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | 34.58% | 5.33% | -8.96% | -0.99% | -7.97% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-07 | — | 44.86 | 44.86 | 0.00% | market | 15.38% | 32.70% | -45.85% | 12.13% | -1.13% | 13.25% |
| CYTK | 2025-08-07 | 2025-08-08 | 2025-08-15 | — | 35.85 | 35.85 | 0.00% | market | 16.42% | 36.44% | -167.00% | 7.67% | 1.48% | 6.19% |
| GPGI | 2025-08-07 | 2025-08-08 | 2025-08-15 | — | 15.46 | 15.46 | 0.00% | market | 19.05% | 24.56% | 0.00% | 19.92% | 1.48% | 18.44% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-09-10 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | 426.42% | -25.82% | -10.54% | 1.48% | -12.03% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-06 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | 26.16% | -37.33% | 6.76% | -1.99% | 8.74% |
| HRB | 2025-11-06 | 2025-11-07 | 2025-11-14 | — | 51.81 | 51.81 | 0.00% | market | 14.29% | 30.10% | -46.89% | -14.75% | 0.60% | -15.36% |
| BHVN | 2025-11-10 | 2025-11-11 | 2025-11-18 | — | 7.73 | 7.73 | 0.00% | market | 14.14% | 1010.74% | 0.00% | 22.05% | -2.92% | 24.97% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-05 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | 33.88% | 11.60% | 1.31% | -2.70% | 4.01% |
| MUSA | 2026-02-04 | 2026-02-05 | 2026-02-12 | — | 436.86 | 436.86 | 0.00% | market | 12.89% | 22.76% | 4.58% | -12.11% | 0.05% | -12.16% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-03-25 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | 25.03% | 9.19% | -16.04% | -1.73% | -14.31% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-06 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | 195.48% | 11.31% | 2.58% | 3.21% | -0.63% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | 60.14% | -8.11% | 20.02% | 1.94% | 18.08% |
| URGN | 2026-05-06 | 2026-05-07 | 2026-05-14 | — | 26.41 | 26.41 | 0.00% | market | 16.07% | 18.97% | -39.76% | 12.18% | 1.78% | 10.40% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-05-22 | — | 5.63 | 5.63 | 0.00% | market | 16.67% | 75.32% | 0.00% | -4.29% | 0.52% | -4.80% |