Quality overlays 4 (hold 10d)
Run 5f76283b · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
92
Win rate
55.43%
Avg return
3.19%
Median return
1.84%
Avg abnormal
2.53%
Median abnormal
0.73%
Best trade
64.57%
Worst trade
-35.18%
Sharpe (per-trade)
0.22
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 9 | 4.75% | 2.82% | 66.67% |
| 2024 | 30 | 7.91% | 6.33% | 73.33% |
| 2025 | 30 | 0.40% | 0.68% | 43.33% |
| 2026 | 23 | 0.07% | -0.13% | 43.48% |
Trades (92)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | ROIC | Debt / equity | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IHG | 2023-08-08 | 2023-08-09 | 2023-08-23 | — | 76.70 | 76.70 | 0.00% | market | 59.04% | — | — | -0.60% | -1.34% | 0.73% |
| TEO | 2023-08-09 | 2023-08-10 | 2023-08-24 | — | 5.70 | 5.70 | 0.00% | market | 25.00% | — | — | -2.48% | -2.52% | 0.04% |
| CEPU | 2023-08-11 | 2023-08-14 | 2023-08-28 | — | 6.83 | 6.83 | 0.00% | market | 366.67% | — | — | 8.58% | -0.44% | 9.02% |
| DAO | 2023-08-24 | 2023-08-25 | 2023-09-11 | — | 3.71 | 3.71 | 0.00% | market | 12.68% | — | — | 7.35% | 2.23% | 5.12% |
| MANH | 2023-10-24 | 2023-10-25 | 2023-11-08 | — | 183.13 | 183.13 | 0.00% | market | 36.36% | — | — | 15.48% | 3.64% | 11.84% |
| PLMR | 2023-11-01 | 2023-11-02 | 2023-11-16 | — | 56.80 | 56.80 | 0.00% | market | 24.32% | — | — | 2.95% | 5.54% | -2.59% |
| TGTX | 2023-11-01 | 2023-11-02 | 2023-11-16 | — | 10.12 | 10.12 | 0.00% | market | 508.33% | — | — | 11.06% | 5.54% | 5.52% |
| BAM | 2023-11-06 | 2023-11-07 | 2023-11-21 | — | 31.07 | 31.07 | 0.00% | market | 12.90% | — | — | 7.17% | 4.03% | 3.14% |
| NVDA | 2023-11-21 | 2023-11-22 | 2023-12-07 | — | 49.85 | 49.85 | 0.00% | market | 17.65% | — | — | -6.72% | 0.71% | -7.43% |
| KSPI | 2023-09-30 | 2024-01-19 | 2024-02-02 | — | 92.50 | 92.50 | 0.00% | market | 30.93% | — | — | -0.63% | 3.50% | -4.13% |
| CB | 2024-01-30 | 2024-01-31 | 2024-02-14 | — | 247.20 | 247.20 | 0.00% | market | 63.71% | — | — | 0.17% | 2.04% | -1.86% |
| MANH | 2024-01-30 | 2024-01-31 | 2024-02-14 | — | 255.65 | 255.65 | 0.00% | market | 28.75% | — | — | -2.88% | 2.04% | -4.92% |
| RDY | 2024-01-31 | 2024-02-01 | 2024-02-15 | — | 14.32 | 14.32 | 0.00% | market | 13.25% | — | — | 4.55% | 3.59% | 0.96% |
| DECK | 2024-02-01 | 2024-02-02 | 2024-02-16 | — | 139.29 | 139.29 | 0.00% | market | 32.63% | — | — | 3.06% | 2.01% | 1.05% |
| CINF | 2024-02-06 | 2024-02-07 | 2024-02-22 | — | 107.97 | 107.97 | 0.00% | market | 18.13% | — | — | 3.63% | 2.26% | 1.38% |
| ROIV | 2024-02-13 | 2024-02-14 | 2024-02-29 | — | 10.80 | 10.80 | 0.00% | market | 32.04% | — | — | 5.73% | 2.27% | 3.45% |
| PLMR | 2024-02-14 | 2024-02-15 | 2024-03-01 | — | 66.93 | 66.93 | 0.00% | market | 18.09% | — | — | 12.54% | 2.72% | 9.83% |
| NVDA | 2024-02-21 | 2024-02-22 | 2024-03-07 | — | 75.03 | 75.03 | 0.00% | market | 13.04% | — | — | 23.31% | 2.14% | 21.17% |
| UVE | 2024-02-22 | 2024-02-23 | 2024-03-08 | — | 18.67 | 18.67 | 0.00% | market | 86.96% | — | — | 8.32% | 0.48% | 7.84% |
| UGP | 2024-02-28 | 2024-02-29 | 2024-03-14 | — | 5.91 | 5.91 | 0.00% | market | 81.82% | — | — | -2.23% | 1.35% | -3.58% |
| GPGI | 2024-03-06 | 2024-03-07 | 2024-03-21 | — | 4.98 | 4.98 | 0.00% | market | 12.98% | — | — | 13.86% | 1.77% | 12.09% |
| HCI | 2024-03-07 | 2024-03-08 | 2024-03-22 | — | 113.52 | 113.52 | 0.00% | market | 128.37% | — | — | 4.38% | 1.12% | 3.27% |
| HRTG | 2024-03-11 | 2024-03-12 | 2024-03-26 | — | 8.85 | 8.85 | 0.00% | market | 150.00% | — | — | 21.49% | 1.04% | 20.45% |
| MANH | 2024-04-23 | 2024-04-24 | 2024-05-08 | — | 208.49 | 208.49 | 0.00% | market | 18.39% | — | — | 2.74% | 2.10% | 0.64% |
| KOF | 2024-04-24 | 2024-04-25 | 2024-05-09 | — | 96.18 | 96.18 | 0.00% | market | 16.67% | — | — | 4.94% | 4.20% | 0.73% |
| MCY | 2024-04-30 | 2024-05-01 | 2024-05-15 | — | 53.10 | 53.10 | 0.00% | market | 420.00% | — | — | 7.92% | 5.66% | 2.25% |
| PTGX | 2024-05-07 | 2024-05-08 | 2024-05-22 | — | 27.08 | 27.08 | 0.00% | market | 173.95% | — | — | 16.90% | 2.83% | 14.07% |
| MANH | 2024-07-23 | 2024-07-24 | 2024-08-07 | — | 247.39 | 247.39 | 0.00% | market | 23.30% | — | — | -3.46% | -5.50% | 2.04% |
| CINF | 2024-07-25 | 2024-07-26 | 2024-08-09 | — | 116.00 | 116.00 | 0.00% | market | 34.24% | — | — | 10.30% | -1.71% | 12.01% |
| ORI | 2024-07-25 | 2024-07-26 | 2024-08-09 | — | 33.05 | 33.05 | 0.00% | market | 24.59% | — | — | 2.19% | -1.71% | 3.90% |
| HCI | 2024-08-08 | 2024-08-09 | 2024-08-23 | — | 92.98 | 92.98 | 0.00% | market | 20.98% | — | — | 1.99% | 6.10% | -4.11% |
| GCTS | 2024-08-14 | 2024-08-15 | 2024-08-29 | — | 3.35 | 3.35 | 0.00% | market | 87.50% | — | — | -16.02% | 1.61% | -17.63% |
| DAO | 2024-08-22 | 2024-08-23 | 2024-09-09 | — | 3.29 | 3.29 | 0.00% | market | 57.87% | — | — | -1.11% | -2.34% | 1.23% |
| MANH | 2024-10-22 | 2024-10-23 | 2024-11-06 | — | 280.00 | 280.00 | 0.00% | market | 27.36% | — | — | 0.17% | 1.68% | -1.51% |
| FPI | 2024-10-30 | 2024-10-31 | 2024-11-14 | — | 11.24 | 11.24 | 0.00% | market | 152.53% | — | — | 7.27% | 3.09% | 4.18% |
| ABXL | 2024-11-07 | 2024-11-08 | 2024-11-22 | — | 26.94 | 26.94 | 0.00% | market | 47.93% | — | — | -2.35% | -0.11% | -2.24% |
| INOD | 2024-11-07 | 2024-11-08 | 2024-11-22 | — | 30.34 | 30.34 | 0.00% | market | 400.00% | — | — | 47.36% | -0.11% | 47.47% |
| SBS | 2024-11-12 | 2024-11-13 | 2024-11-27 | — | 3.32 | 3.32 | 0.00% | market | 122.22% | — | — | -1.40% | 0.24% | -1.65% |
| EVTL | 2024-11-15 | 2024-11-18 | 2024-12-03 | — | 4.57 | 4.57 | 0.00% | market | 30.27% | — | — | 64.57% | 3.02% | 61.55% |
| PTGX | 2025-02-21 | 2025-02-24 | 2025-03-10 | — | 38.75 | 38.75 | 0.00% | market | 3200.00% | — | — | 44.19% | -6.88% | 51.07% |
| ACAD | 2025-02-26 | 2025-02-27 | 2025-03-13 | — | 19.44 | 19.44 | 0.00% | market | 30.77% | — | — | -13.88% | -7.61% | -6.27% |
| CDNA | 2025-02-26 | 2025-02-27 | 2025-03-13 | — | 22.38 | 22.38 | 0.00% | market | 260.00% | — | — | -21.38% | -7.61% | -13.77% |
| HCI | 2025-02-27 | 2025-02-28 | 2025-03-14 | — | 126.00 | 126.00 | 0.00% | market | 111.27% | — | — | 9.86% | -3.89% | 13.75% |
| HIPO | 2025-03-05 | 2025-03-06 | 2025-03-20 | — | 31.76 | 31.76 | 0.00% | market | 53.33% | — | — | -17.45% | -1.74% | -15.72% |
| GCTS | 2025-03-25 | 2025-03-26 | 2025-04-09 | — | 2.03 | 2.03 | 0.00% | market | 26.67% | — | — | -35.18% | -4.62% | -30.56% |
| MANH | 2025-04-22 | 2025-04-23 | 2025-05-07 | — | 178.47 | 178.47 | 0.00% | market | 15.53% | — | — | 2.85% | 3.83% | -0.99% |
| PTCT | 2025-05-06 | 2025-05-07 | 2025-05-21 | — | 39.40 | 39.40 | 0.00% | market | 1029.63% | — | — | 17.08% | 4.05% | 13.03% |
| SEZL | 2025-05-07 | 2025-05-08 | 2025-05-22 | — | 68.82 | 68.82 | 0.00% | market | 212.50% | — | — | 47.52% | 3.16% | 44.36% |
| SOUN | 2025-05-08 | 2025-05-09 | 2025-05-23 | — | 9.70 | 9.70 | 0.00% | market | 542.86% | — | — | -1.44% | 2.23% | -3.67% |
| UI | 2025-05-09 | 2025-05-12 | 2025-05-27 | — | 429.00 | 429.00 | 0.00% | market | 52.28% | — | — | -5.65% | 1.66% | -7.32% |
| EVTL | 2025-05-13 | 2025-05-14 | 2025-05-29 | — | 5.02 | 5.02 | 0.00% | market | 1210.00% | — | — | 7.77% | 0.38% | 7.39% |
| P | 2025-05-28 | 2025-05-29 | 2025-06-12 | — | 51.58 | 51.58 | 0.00% | market | 17.98% | — | — | 5.44% | 1.80% | 3.64% |
| EVTL | 2025-06-10 | 2025-06-11 | 2025-06-26 | — | 5.82 | 5.82 | 0.00% | market | 2165.00% | — | — | 6.33% | 1.27% | 5.06% |
| SLDE | 2025-05-23 | 2025-06-18 | 2025-07-03 | — | 21.00 | 21.00 | 0.00% | market | 71.23% | — | — | -1.20% | 4.50% | -5.70% |
| MANH | 2025-07-22 | 2025-07-23 | 2025-08-06 | — | 245.00 | 245.00 | 0.00% | market | 15.93% | — | — | -12.04% | 0.19% | -12.24% |
| STRK | 2025-07-30 | 2025-07-31 | 2025-08-14 | — | 104.80 | 104.80 | 0.00% | market | 33324.86% | — | — | -0.49% | 0.86% | -1.34% |
| MSTR | 2025-07-31 | 2025-08-01 | 2025-08-15 | — | 390.41 | 390.41 | 0.00% | market | 33253.67% | — | — | -6.37% | 2.74% | -9.11% |
| STRD | 2025-07-31 | 2025-08-01 | 2025-08-15 | — | 85.11 | 85.11 | 0.00% | market | 33253.67% | — | — | -0.47% | 2.74% | -3.21% |
| STRF | 2025-07-31 | 2025-08-01 | 2025-08-15 | — | 117.35 | 117.35 | 0.00% | market | 33253.67% | — | — | -2.21% | 2.74% | -4.95% |
| HG | 2025-08-06 | 2025-08-07 | 2025-08-21 | — | 22.35 | 22.35 | 0.00% | market | 53.47% | — | — | 7.59% | -0.11% | 7.69% |
| UI | 2025-08-22 | 2025-08-25 | 2025-09-09 | — | 513.01 | 513.01 | 0.00% | market | 58.74% | — | — | 16.50% | 0.98% | 15.53% |
| LUXE | 2025-09-11 | 2025-09-12 | 2025-09-26 | — | 9.09 | 9.09 | 0.00% | market | 3261.11% | — | — | -8.67% | 0.64% | -9.31% |
| MANH | 2025-10-21 | 2025-10-22 | 2025-11-05 | — | 198.79 | 198.79 | 0.00% | market | 14.29% | — | — | -9.59% | 0.83% | -10.42% |
| QCRH | 2025-10-22 | 2025-10-23 | 2025-11-06 | — | 74.21 | 74.21 | 0.00% | market | 25.43% | — | — | 2.59% | 0.33% | 2.26% |
| MAX | 2025-10-29 | 2025-10-30 | 2025-11-13 | — | 13.24 | 13.24 | 0.00% | market | 23.81% | — | — | -3.75% | -1.73% | -2.02% |
| INDV | 2025-10-30 | 2025-10-31 | 2025-11-14 | — | 29.68 | 29.68 | 0.00% | market | 89.47% | — | — | 2.53% | -1.91% | 4.44% |
| AFL | 2025-11-04 | 2025-11-05 | 2025-11-19 | — | 110.74 | 110.74 | 0.00% | market | 40.68% | — | — | -1.41% | -1.83% | 0.42% |
| HLNE | 2025-11-04 | 2025-11-05 | 2025-11-19 | — | 124.17 | 124.17 | 0.00% | market | 42.59% | — | — | 0.69% | -1.83% | 2.52% |
| HIPO | 2025-11-05 | 2025-11-06 | 2025-11-20 | — | 38.28 | 38.28 | 0.00% | market | 1650.00% | — | — | -17.70% | -3.54% | -14.16% |
| QCRH | 2026-01-27 | 2026-01-28 | 2026-02-11 | — | 89.08 | 89.08 | 0.00% | market | 12.76% | — | — | 2.64% | -0.73% | 3.37% |
| DECK | 2026-01-29 | 2026-01-30 | 2026-02-13 | — | 114.90 | 114.90 | 0.00% | market | 20.22% | — | — | 0.52% | -1.45% | 1.97% |
| SONO | 2026-02-03 | 2026-02-04 | 2026-02-19 | — | 16.10 | 16.10 | 0.00% | market | 26.56% | — | — | -2.93% | -0.85% | -2.08% |
| UI | 2026-02-06 | 2026-02-09 | 2026-02-24 | — | 617.57 | 617.57 | 0.00% | market | 25.97% | — | — | 22.65% | -0.30% | 22.95% |
| LYFT | 2026-02-10 | 2026-02-11 | 2026-02-26 | — | 14.22 | 14.22 | 0.00% | market | 53.85% | — | — | -1.04% | -1.02% | -0.03% |
| STAG | 2026-02-11 | 2026-02-12 | 2026-02-27 | — | 39.80 | 39.80 | 0.00% | market | 175.00% | — | — | -1.66% | -1.19% | -0.47% |
| FPI | 2026-02-18 | 2026-02-19 | 2026-03-05 | — | 12.12 | 12.12 | 0.00% | market | 19.05% | — | — | 5.66% | -0.37% | 6.03% |
| IIPR | 2026-02-23 | 2026-02-24 | 2026-03-10 | — | 47.60 | 47.60 | 0.00% | market | 79.05% | — | — | 12.34% | -0.69% | 13.03% |
| LKFT | 2026-02-23 | 2026-02-24 | 2026-03-10 | — | 35.73 | 35.73 | 0.00% | market | 11077.73% | — | — | -7.25% | -0.69% | -6.56% |
| BCRX | 2026-02-26 | 2026-02-27 | 2026-03-13 | — | 7.95 | 7.95 | 0.00% | market | 1500.00% | — | — | 3.20% | -3.04% | 6.24% |
| INDV | 2026-02-26 | 2026-02-27 | 2026-03-13 | — | 33.15 | 33.15 | 0.00% | market | 26.15% | — | — | -6.35% | -3.04% | -3.31% |
| ANRO | 2026-03-16 | 2026-03-17 | 2026-03-31 | — | 24.32 | 24.32 | 0.00% | market | 19.64% | — | — | -7.77% | -3.28% | -4.49% |
| ANDG | 2026-03-17 | 2026-03-18 | 2026-04-01 | — | 26.22 | 26.22 | 0.00% | market | 53.57% | — | — | 11.17% | -1.96% | 13.13% |
| MU | 2026-03-18 | 2026-03-19 | 2026-04-02 | — | 424.97 | 424.97 | 0.00% | market | 32.75% | — | — | -14.02% | -0.17% | -13.85% |
| GCTS | 2026-03-25 | 2026-03-26 | 2026-04-10 | — | 1.11 | 1.11 | 0.00% | market | 31.82% | — | — | 16.02% | 4.20% | 11.81% |
| MANH | 2026-04-21 | 2026-04-22 | 2026-05-06 | — | 149.00 | 149.00 | 0.00% | market | 12.73% | — | — | -7.72% | 3.48% | -11.20% |
| FICO | 2026-04-28 | 2026-04-29 | 2026-05-13 | — | 1,088.78 | 1,088.78 | 0.00% | market | 14.78% | — | — | -2.42% | 4.40% | -6.82% |
| IRT | 2026-04-29 | 2026-04-30 | 2026-05-14 | — | 15.95 | 15.95 | 0.00% | market | 766.67% | — | — | 1.68% | 4.69% | -3.01% |
| INDV | 2026-04-30 | 2026-05-01 | 2026-05-15 | — | 37.39 | 37.39 | 0.00% | market | 50.00% | — | — | -1.88% | 2.48% | -4.37% |
| KIM | 2026-04-30 | 2026-05-01 | 2026-05-15 | — | 23.65 | 23.65 | 0.00% | market | 19.36% | — | — | -2.95% | 2.48% | -5.43% |
| OSCR | 2026-05-06 | 2026-05-07 | 2026-05-21 | — | 19.79 | 19.79 | 0.00% | market | 71.07% | — | — | 11.67% | 1.04% | 10.63% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-10 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | — | -20.78% | 2.17% | -22.95% |
| SKHY | 2026-04-22 | 2026-07-10 | 2026-07-24 | — | 170.00 | 170.00 | 0.00% | market | 50.20% | — | — | -9.28% | -1.74% | -7.53% |