High-quality earnings beat (profitability + surprise) 2 (hold 10d) (3)
Run 5f76259d · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
52
Win rate
53.85%
Avg return
1.03%
Median return
1.21%
Avg abnormal
-0.21%
Median abnormal
-0.96%
Best trade
61.22%
Worst trade
-23.35%
Sharpe (per-trade)
0.07
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 4 | 13.19% | 8.77% | 50.00% |
| 2024 | 19 | -3.45% | -5.64% | 42.11% |
| 2025 | 19 | 1.08% | 0.78% | 57.89% |
| 2026 | 10 | 4.60% | 4.66% | 70.00% |
Trades (52)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROE | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAX | 2023-11-01 | 2023-11-02 | 2023-11-16 | — | 9.63 | 9.63 | 0.00% | market | 14.71% | — | — | -2.48% | 5.54% | -8.03% |
| BHC | 2023-11-02 | 2023-11-03 | 2023-11-17 | — | 7.42 | 7.42 | 0.00% | market | 11.96% | — | — | -7.21% | 4.07% | -11.28% |
| EDN | 2023-11-08 | 2023-11-09 | 2023-11-24 | — | 10.16 | 10.16 | 0.00% | market | 12.48% | — | — | 61.22% | 3.85% | 57.37% |
| INDV | 2023-11-09 | 2023-11-10 | 2023-11-27 | — | 15.86 | 15.86 | 0.00% | market | 13.33% | — | — | 1.25% | 4.24% | -2.99% |
| COR | 2024-01-31 | 2024-02-01 | 2024-02-15 | — | 232.65 | 232.65 | 0.00% | market | 13.49% | — | — | -0.02% | 3.59% | -3.60% |
| HRB | 2024-02-06 | 2024-02-07 | 2024-02-22 | — | 45.42 | 45.42 | 0.00% | market | 19.62% | — | — | 5.24% | 2.26% | 2.98% |
| MUSA | 2024-02-07 | 2024-02-08 | 2024-02-23 | — | 377.60 | 377.60 | 0.00% | market | 12.00% | — | — | 9.30% | 1.96% | 7.34% |
| ESTC | 2024-02-29 | 2024-03-01 | 2024-03-15 | — | 115.96 | 115.96 | 0.00% | market | 16.13% | — | — | -13.03% | 0.17% | -13.20% |
| BOX | 2024-03-05 | 2024-03-06 | 2024-03-20 | — | 28.95 | 28.95 | 0.00% | market | 10.53% | — | — | -2.31% | 1.94% | -4.25% |
| BURL | 2024-03-07 | 2024-03-08 | 2024-03-22 | — | 223.60 | 223.60 | 0.00% | market | 10.91% | — | — | 1.17% | 1.12% | 0.06% |
| BLND | 2024-03-15 | 2024-03-18 | 2024-04-02 | — | 2.88 | 2.88 | 0.00% | market | 12.50% | — | — | 4.66% | 0.94% | 3.72% |
| CPS | 2024-05-06 | 2024-05-07 | 2024-05-21 | — | 16.97 | 16.97 | 0.00% | market | 12.94% | — | — | -21.53% | 2.67% | -24.20% |
| INSM | 2024-05-09 | 2024-05-10 | 2024-05-24 | — | 26.57 | 26.57 | 0.00% | market | 14.52% | — | — | -17.40% | 1.46% | -18.86% |
| PACS | 2024-05-13 | 2024-05-14 | 2024-05-29 | — | 25.79 | 25.79 | 0.00% | market | 13.71% | — | — | 13.99% | 0.96% | 13.03% |
| RBRK | 2024-06-11 | 2024-06-12 | 2024-06-27 | — | 36.57 | 36.57 | 0.00% | market | 13.66% | — | — | -16.39% | 0.88% | -17.26% |
| TNET | 2024-07-26 | 2024-07-29 | 2024-08-12 | — | 110.94 | 110.94 | 0.00% | market | 19.53% | — | — | -16.77% | -2.34% | -14.43% |
| APPN | 2024-08-01 | 2024-08-02 | 2024-08-16 | — | 28.23 | 28.23 | 0.00% | market | 16.13% | — | — | 9.65% | 3.46% | 6.18% |
| ADCT | 2024-08-06 | 2024-08-07 | 2024-08-21 | — | 2.95 | 2.95 | 0.00% | market | 13.64% | — | — | -0.54% | 6.08% | -6.62% |
| BL | 2024-08-06 | 2024-08-07 | 2024-08-21 | — | 48.80 | 48.80 | 0.00% | market | 16.00% | — | — | 4.10% | 6.08% | -1.98% |
| GH | 2024-08-07 | 2024-08-08 | 2024-08-22 | — | 32.06 | 32.06 | 0.00% | market | 15.79% | — | — | -13.27% | 6.17% | -19.44% |
| RBRK | 2024-09-09 | 2024-09-10 | 2024-09-24 | — | 29.85 | 29.85 | 0.00% | market | 17.70% | — | — | 12.20% | 4.18% | 8.01% |
| GH | 2024-11-06 | 2024-11-07 | 2024-11-21 | — | 32.39 | 32.39 | 0.00% | market | 18.18% | — | — | -4.55% | 0.10% | -4.65% |
| WTI | 2024-11-07 | 2024-11-08 | 2024-11-22 | — | 2.46 | 2.46 | 0.00% | market | 10.53% | — | — | -20.12% | -0.11% | -20.01% |
| GH | 2025-02-20 | 2025-02-21 | 2025-03-07 | — | 48.50 | 48.50 | 0.00% | market | 17.33% | — | — | -19.13% | -5.61% | -13.52% |
| BCO | 2025-02-26 | 2025-02-27 | 2025-03-13 | — | 94.78 | 94.78 | 0.00% | market | 13.98% | — | — | -12.22% | -7.61% | -4.61% |
| TMC | 2025-03-27 | 2025-03-28 | 2025-04-11 | — | 1.98 | 1.98 | 0.00% | market | 16.67% | — | — | -1.72% | -5.59% | 3.87% |
| EAF | 2025-04-25 | 2025-04-28 | 2025-05-12 | — | 7.05 | 7.05 | 0.00% | market | 13.33% | — | — | 15.83% | 5.73% | 10.10% |
| TNET | 2025-04-25 | 2025-04-28 | 2025-05-12 | — | 77.63 | 77.63 | 0.00% | market | 19.16% | — | — | 8.61% | 5.73% | 2.88% |
| GH | 2025-04-30 | 2025-05-01 | 2025-05-15 | — | 52.65 | 52.65 | 0.00% | market | 19.67% | — | — | -23.35% | 5.37% | -28.72% |
| OSCR | 2025-05-07 | 2025-05-08 | 2025-05-22 | — | 17.57 | 17.57 | 0.00% | market | 10.84% | — | — | -18.41% | 3.16% | -21.57% |
| PGEN | 2025-05-14 | 2025-05-15 | 2025-05-30 | — | 1.27 | 1.27 | 0.00% | market | 12.50% | — | — | 3.74% | 0.65% | 3.08% |
| VIK | 2025-05-20 | 2025-05-21 | 2025-06-05 | — | 44.57 | 44.57 | 0.00% | market | 18.36% | — | — | 7.32% | 0.78% | 6.53% |
| TNET | 2025-07-25 | 2025-07-28 | 2025-08-11 | — | 69.28 | 69.28 | 0.00% | market | 15.00% | — | — | -9.51% | -0.24% | -9.27% |
| BA | 2025-07-29 | 2025-07-30 | 2025-08-13 | — | 227.84 | 227.84 | 0.00% | market | 11.43% | — | — | 2.23% | 1.41% | 0.82% |
| GH | 2025-07-30 | 2025-07-31 | 2025-08-14 | — | 44.86 | 44.86 | 0.00% | market | 15.38% | — | — | 34.35% | 0.86% | 33.49% |
| ANAB | 2025-08-07 | 2025-08-08 | 2025-08-22 | — | 13.82 | 13.82 | 0.00% | market | 10.67% | — | — | -2.66% | 1.77% | -4.43% |
| CYTK | 2025-08-07 | 2025-08-08 | 2025-08-22 | — | 35.85 | 35.85 | 0.00% | market | 16.42% | — | — | 6.75% | 1.77% | 4.97% |
| NIO | 2025-09-02 | 2025-09-03 | 2025-09-17 | — | 6.38 | 6.38 | 0.00% | market | 16.57% | — | — | 16.57% | 2.57% | 14.00% |
| GH | 2025-10-29 | 2025-10-30 | 2025-11-13 | — | 89.99 | 89.99 | 0.00% | market | 18.75% | — | — | 4.40% | -1.73% | 6.13% |
| HRB | 2025-11-06 | 2025-11-07 | 2025-11-21 | — | 51.81 | 51.81 | 0.00% | market | 14.29% | — | — | -15.51% | -1.33% | -14.18% |
| STEP | 2025-11-06 | 2025-11-07 | 2025-11-21 | — | 59.44 | 59.44 | 0.00% | market | 11.32% | — | — | 1.63% | -1.33% | 2.96% |
| BHVN | 2025-11-10 | 2025-11-11 | 2025-11-25 | — | 7.73 | 7.73 | 0.00% | market | 14.14% | — | — | 21.53% | -0.73% | 22.26% |
| EAT | 2026-01-28 | 2026-01-29 | 2026-02-12 | — | 158.25 | 158.25 | 0.00% | market | 13.44% | — | — | 2.51% | -2.17% | 4.68% |
| MUSA | 2026-02-04 | 2026-02-05 | 2026-02-20 | — | 436.86 | 436.86 | 0.00% | market | 12.89% | — | — | -10.93% | 1.25% | -12.18% |
| MANE | 2026-02-25 | 2026-02-26 | 2026-03-12 | — | 42.17 | 42.17 | 0.00% | market | 10.31% | — | — | 22.09% | -3.93% | 26.02% |
| VSCO | 2026-03-05 | 2026-03-06 | 2026-03-20 | — | 50.16 | 50.16 | 0.00% | market | 11.69% | — | — | -10.77% | -3.69% | -7.08% |
| BOBS | 2026-03-17 | 2026-03-18 | 2026-04-01 | — | 13.64 | 13.64 | 0.00% | market | 16.67% | — | — | -12.74% | -1.96% | -10.77% |
| AVAH | 2026-03-19 | 2026-03-20 | 2026-04-06 | — | 6.03 | 6.03 | 0.00% | market | 10.53% | — | — | 7.43% | 0.37% | 7.06% |
| CVLT | 2026-04-28 | 2026-04-29 | 2026-05-13 | — | 98.47 | 98.47 | 0.00% | market | 17.43% | — | — | 1.16% | 4.40% | -3.24% |
| TDC | 2026-05-05 | 2026-05-06 | 2026-05-20 | — | 27.20 | 27.20 | 0.00% | market | 14.29% | — | — | 21.49% | 1.80% | 19.69% |
| URGN | 2026-05-06 | 2026-05-07 | 2026-05-21 | — | 26.41 | 26.41 | 0.00% | market | 16.07% | — | — | 12.94% | 1.04% | 11.90% |
| TMC | 2026-05-14 | 2026-05-15 | 2026-06-01 | — | 5.63 | 5.63 | 0.00% | market | 16.67% | — | — | 12.77% | 2.26% | 10.51% |