Quality compounder beat (hold 10d)

Run 5f763393 · view hypothesis

completed
Trades
142
Win rate
52.11%
Avg return
0.93%
Median return
0.64%
Avg abnormal
0.01%
Median abnormal
-1.09%
Best trade
61.30%
Worst trade
-34.97%
Sharpe (per-trade)
0.08
Max drawdown
-80.86%
Equity curve
Breakdowns
BucketTradesAvg returnAvg abnormalWin rate
2023234.20%2.64%52.17%
2024511.15%-0.48%47.06%
202541-1.33%-1.72%51.22%
2026271.15%1.31%62.96%
Trades (142)
SymbolEventEntry dateExit dateΔ daysMarket entryActual buy-inDiff %Fill sourceEPS surp.ROEDebt / equityReturnBenchmarkAbnormal
CAPL2023-08-072023-08-082023-08-2218.9018.900.00%market140.00%51.28%32.654.14%-2.22%6.35%
HALO2023-08-082023-08-092023-08-2342.4242.420.00%market17.46%49.50%9.91-1.28%-1.34%0.05%
WMG2023-08-082023-08-092023-08-2332.8932.890.00%market15.00%43.42%15.28-1.23%-1.34%0.10%
ATMU2023-08-092023-08-102023-08-2423.6423.640.00%market14.58%3080.00%451.07-6.97%-2.52%-4.45%
BLBD2023-08-092023-08-102023-08-2421.9021.900.00%market69.23%89.60%13.09-3.53%-2.52%-1.01%
SPHR2023-08-222023-08-232023-09-0739.7039.700.00%market2652.50%20.77%0.51-12.14%1.27%-13.41%
VEON2023-08-292023-08-302023-09-1416.4516.450.00%market635.29%31.97%7.2416.76%0.19%16.57%
JILL2023-08-312023-09-012023-09-1825.2825.280.00%market37.50%79.64%16.292.57%-2.11%4.67%
LUCK2023-09-112023-09-122023-09-2610.4210.420.00%market5464.08%48.81%7.53-12.87%-4.71%-8.15%
KMB2023-10-242023-10-252023-11-08120.94120.940.00%market9.43%86.32%11.90-0.43%3.64%-4.07%
KOF2023-10-242023-10-252023-11-0872.4072.400.00%market19.05%75.26%0.5514.28%3.64%10.63%
SHW2023-10-242023-10-252023-11-08235.20235.200.00%market15.52%20.15%3.148.68%3.64%5.04%
TNET2023-10-252023-10-262023-11-09110.65110.650.00%market37.41%940.00%113.60-2.89%4.18%-7.07%
WU2023-10-252023-10-262023-11-0912.7412.740.00%market10.26%27.87%3.76-8.44%4.18%-12.62%
CAPL2023-11-072023-11-082023-11-2221.1821.180.00%market82.35%55.34%41.525.75%3.99%1.76%
DVA2023-11-072023-11-082023-11-2287.0087.000.00%market29.70%20.57%9.2814.14%3.99%10.15%
RRR2023-11-072023-11-082023-11-2240.9440.940.00%market25.00%28.80%26.8610.69%3.99%6.70%
UGP2023-11-082023-11-092023-11-244.904.900.00%market100.00%34.08%1.101.02%3.85%-2.82%
TEO2023-11-092023-11-102023-11-275.355.350.00%market157.50%2010.48%0.5361.30%4.24%57.05%
NTAP2023-11-282023-11-292023-12-1386.8986.890.00%market12.86%30.26%3.462.85%2.92%-0.07%
JILL2023-12-052023-12-062023-12-2026.1326.130.00%market27.87%36.69%9.57-4.83%2.06%-6.89%
BNED2023-12-062023-12-072023-12-21130.50130.500.00%market12400.00%22.82%4.91-8.25%3.46%-11.70%
BLBD2023-12-112023-12-122023-12-2724.0024.000.00%market37.50%46.55%3.3017.22%3.22%13.99%
LMT2024-01-232024-01-242024-02-07439.52439.520.00%market8.54%27.30%2.55-2.34%2.11%-4.45%
COR2024-01-312024-02-012024-02-15232.65232.650.00%market13.49%65.98%5.24-0.02%3.59%-3.60%
AAMI2024-02-012024-02-022024-02-1621.8021.800.00%market30.51%56.72%8.61-1.03%2.01%-3.04%
CLX2024-02-012024-02-022024-02-16158.50158.500.00%market100.00%175.47%59.04-4.90%2.01%-6.91%
SPG2024-02-052024-02-062024-02-21137.49137.490.00%market10.48%24.76%8.779.10%0.75%8.35%
LLY2024-02-062024-02-072024-02-22710.38710.380.00%market12.16%20.33%2.348.14%2.26%5.88%
PEGA2024-02-142024-02-152024-03-0130.5530.550.00%market77.00%40.32%1.648.83%2.72%6.12%
TNET2024-02-152024-02-162024-03-04118.11118.110.00%market34.45%85.90%14.587.47%2.11%5.36%
VAL2024-02-212024-02-222024-03-0769.1669.160.00%market110.34%42.02%0.58-2.59%2.14%-4.73%
BWMX2024-02-222024-02-232024-03-0815.2615.260.00%market121.43%27.54%3.7320.38%0.48%19.90%
CQP2024-02-222024-02-232024-03-0851.2151.210.00%market62.10%87.28%15.41-4.83%0.48%-5.31%
ESTC2024-02-292024-03-012024-03-15115.96115.960.00%market16.13%24.88%0.84-13.03%0.17%-13.20%
BOX2024-03-052024-03-062024-03-2028.9528.950.00%market10.53%162.59%8.06-2.31%1.94%-4.25%
BURL2024-03-072024-03-082024-03-22223.60223.600.00%market10.91%22.82%4.821.17%1.12%0.06%
MANU2024-03-122024-03-132024-03-2714.2714.270.00%market184.22%20.83%8.14-1.25%1.17%-2.42%
TSHA2024-03-192024-03-202024-04-042.952.950.00%market488.89%63.71%0.82-9.35%-0.52%-8.83%
KMB2024-04-232024-04-242024-05-08135.66135.660.00%market23.31%61.97%7.63-0.00%2.10%-2.10%
LMT2024-04-232024-04-242024-05-08462.70462.700.00%market9.79%23.23%2.920.55%2.10%-1.55%
KOF2024-04-242024-04-252024-05-0996.1896.180.00%market16.67%69.80%0.564.94%4.20%0.73%
LII2024-04-242024-04-252024-05-09463.56463.560.00%market9.81%33.70%4.495.22%4.20%1.02%
PI2024-04-242024-04-252024-05-09130.28130.280.00%market110.00%38.81%3.4221.45%4.20%17.25%
DAVE2024-05-072024-05-082024-05-2252.2052.200.00%market321.43%26.90%0.60-15.03%2.83%-17.86%
HALO2024-05-072024-05-082024-05-2241.9541.950.00%market12.86%43.21%8.448.21%2.83%5.39%
APP2024-05-082024-05-092024-05-2383.2783.270.00%market17.54%31.07%4.64-5.02%1.66%-6.67%
BLBD2024-05-082024-05-092024-05-2344.3444.340.00%market81.63%24.60%0.9320.73%1.66%19.07%
CHH2024-05-082024-05-092024-05-23114.46114.460.00%market11.30%460.96%268.430.34%1.66%-1.32%
IBTA2024-05-302024-05-312024-06-14104.33104.330.00%market80.00%21.08%1.48-25.67%3.67%-29.33%
JILL2024-06-072024-06-102024-06-2537.9937.990.00%market11.93%31.44%5.46-10.57%2.19%-12.76%
PAC2024-07-222024-07-232024-08-06163.30163.300.00%market24.51%232.60%2.35-8.16%-5.84%-2.32%
KMB2024-07-232024-07-242024-08-07134.77134.770.00%market14.62%47.89%7.013.70%-5.50%9.20%
KLAC2024-07-252024-07-262024-08-0978.9478.940.00%market8.20%24.83%2.02-5.60%-1.71%-3.88%
MMM2024-07-262024-07-292024-08-12128.00128.000.00%market14.88%29.24%3.50-3.83%-2.34%-1.49%
TNET2024-07-262024-07-292024-08-12110.94110.940.00%market19.53%60.00%11.05-16.77%-2.34%-14.43%
TDC2024-08-052024-08-062024-08-2025.0025.000.00%market33.33%49.33%8.139.72%7.60%2.12%
BL2024-08-062024-08-072024-08-2148.8048.800.00%market16.00%23.54%3.564.10%6.08%-1.98%
EXPE2024-08-082024-08-092024-08-23130.00130.000.00%market14.71%43.42%7.376.05%6.10%-0.05%
HRB2024-08-152024-08-162024-08-3064.8064.800.00%market8.62%284.59%24.59-2.50%2.22%-4.72%
BOX2024-08-272024-08-282024-09-1230.0030.000.00%market10.00%38.13%8.929.43%-0.38%9.81%
CHWY2024-08-282024-08-292024-09-1328.7228.720.00%market257.14%61.45%1.0611.15%0.30%10.85%
CCL2024-09-302024-10-012024-10-1518.7018.700.00%market9.48%20.18%3.5215.04%1.11%13.93%
LII2024-10-232024-10-242024-11-07613.97613.970.00%market11.33%31.70%1.891.15%2.69%-1.55%
BAH2024-10-252024-10-282024-11-11184.08184.080.00%market23.13%32.49%3.01-0.57%2.78%-3.35%
KOF2024-10-252024-10-282024-11-1186.6986.690.00%market10.53%81.84%0.53-5.88%2.78%-8.65%
FER2024-10-292024-10-302024-11-1340.3440.340.00%market751.91%23.25%1.91-5.65%2.74%-8.39%
AMGN2024-10-302024-10-312024-11-14317.69317.690.00%market9.20%37.60%8.02-7.05%3.09%-10.14%
APP2024-11-062024-11-072024-11-21230.00230.000.00%market35.87%46.30%3.7438.17%0.10%38.07%
UI2024-11-082024-11-112024-11-25316.99316.990.00%market31.29%68.03%3.1914.23%-0.38%14.61%
SBS2024-11-122024-11-132024-11-273.323.320.00%market122.22%87.80%0.63-1.40%0.24%-1.65%
GFF2024-11-132024-11-142024-11-2980.4980.490.00%market24.58%27.79%7.594.53%0.88%3.66%
VVV2024-11-192024-11-202024-12-0538.1238.120.00%market9.52%49.73%8.76-0.38%2.76%-3.14%
ZIM2024-11-202024-11-212024-12-0626.0026.000.00%market32.48%28.65%1.49-19.58%2.43%-22.01%
EAT2025-01-292025-01-302025-02-13183.00183.000.00%market104.38%90.11%14.11-12.65%0.96%-13.61%
LII2025-01-292025-01-302025-02-13599.84599.840.00%market35.92%23.25%1.753.15%0.96%2.20%
BEPC2025-01-312025-02-032025-02-1825.9425.940.00%market81.82%56.75%10.519.09%3.18%5.92%
IT2025-02-042025-02-052025-02-20541.76541.760.00%market67.18%29.32%2.13-7.32%1.62%-8.95%
PJT2025-02-042025-02-052025-02-20174.42174.420.00%market59.66%27.43%1.90-4.96%1.62%-6.59%
APP2025-02-122025-02-132025-02-28499.34499.340.00%market54.46%54.98%3.26-34.97%-1.70%-33.26%
PEGA2025-02-122025-02-132025-02-2849.9049.900.00%market9.52%20.34%0.94-21.52%-1.70%-19.82%
LYV2025-02-202025-02-212025-03-07156.77156.770.00%market160.22%116.00%47.74-18.86%-5.61%-13.25%
TDAY2025-02-202025-02-212025-03-074.644.640.00%market333.33%42.00%8.41-25.42%-5.61%-19.80%
AIV2025-02-242025-02-252025-03-118.988.980.00%market33.33%462.53%15.37-0.98%-6.90%5.92%
FER2025-02-282025-03-032025-03-1744.4444.440.00%market1325.55%23.25%1.91-1.55%-4.87%3.32%
VSCO2025-03-052025-03-062025-03-2020.8620.860.00%market13.04%30.22%4.224.07%-1.74%5.80%
LMT2025-04-222025-04-232025-05-07467.00467.000.00%market14.83%25.62%3.040.73%3.83%-3.11%
TNET2025-04-252025-04-282025-05-1277.6377.630.00%market19.16%134.92%16.178.61%5.73%2.88%
LTM2025-04-292025-04-302025-05-1431.7531.750.00%market93.44%37.40%7.4614.13%7.31%6.82%
PJT2025-04-292025-04-302025-05-14139.37139.370.00%market11.70%36.29%2.766.14%7.31%-1.17%
AMGN2025-05-012025-05-022025-05-16291.50291.500.00%market14.75%27.87%9.24-6.75%5.22%-11.97%
HALO2025-05-062025-05-072025-05-2163.6963.690.00%market16.84%24.49%3.13-15.52%4.05%-19.58%
UI2025-05-092025-05-122025-05-27429.00429.000.00%market52.28%41.37%0.88-5.65%1.66%-7.32%
LII2025-07-232025-07-242025-08-07662.50662.500.00%market13.99%30.83%1.72-10.56%-0.37%-10.19%
LVS2025-07-232025-07-242025-08-0751.2751.270.00%market48.78%23.15%7.953.19%-0.37%3.56%
BWMX2025-07-242025-07-252025-08-0810.1510.150.00%market50.00%27.81%4.6431.52%0.33%31.20%
RELX2025-07-242025-07-252025-08-0853.1553.150.00%market28.06%44.77%3.46-9.89%0.33%-10.22%
TNET2025-07-252025-07-282025-08-1169.2869.280.00%market15.00%34.58%9.67-9.51%-0.24%-9.27%
APP2025-08-062025-08-072025-08-21397.25397.250.00%market15.31%70.22%3.015.21%-0.11%5.32%
LLY2025-08-072025-08-082025-08-22655.00655.000.00%market12.68%30.98%2.188.45%1.77%6.68%
LNG2025-08-072025-08-082025-08-22235.30235.300.00%market193.17%24.24%3.970.76%1.77%-1.01%
SEZL2025-08-072025-08-082025-08-22103.51103.510.00%market18.97%21.17%1.01-7.77%1.77%-9.55%
DDD2025-08-112025-08-122025-08-261.881.880.00%market46.15%43.29%0.7614.16%1.08%13.09%
LMT2025-10-212025-10-222025-11-05491.47491.470.00%market8.93%26.19%3.59-3.93%0.83%-4.76%
LVS2025-10-222025-10-232025-11-0654.5654.560.00%market26.42%26.67%10.0414.88%0.33%14.56%
CVI2025-10-292025-10-302025-11-1340.1340.130.00%market100.00%44.52%2.21-9.54%-1.73%-7.81%
EAT2025-10-292025-10-302025-11-13112.60112.600.00%market9.66%28.93%5.293.85%-1.73%5.58%
MUSA2025-10-292025-10-302025-11-13378.24378.240.00%market9.85%23.79%5.09-4.01%-1.73%-2.28%
AMGN2025-11-042025-11-052025-11-19303.13303.130.00%market12.35%33.43%5.6712.75%-1.83%14.58%
FTNT2025-11-052025-11-062025-11-2076.0576.050.00%market17.27%64.47%1.352.42%-3.54%5.96%
ARCO2025-11-122025-11-132025-11-287.607.600.00%market20.00%20.20%2.77-0.33%0.42%-0.76%
NTAP2025-11-252025-11-262025-12-11116.52116.520.00%market9.04%30.93%2.782.02%1.70%0.32%
PD2025-11-252025-11-262025-12-1112.9612.960.00%market32.53%50.42%1.270.34%1.70%-1.36%
DOO2025-05-292025-12-022025-12-1669.3669.360.00%market37.67%32.36%6.498.19%-0.45%8.64%
ORCL2025-12-102025-12-112025-12-26190.62190.620.00%market37.80%20.48%4.153.67%0.75%2.91%
HDB2026-01-172026-01-202026-02-0332.1832.180.00%market10.26%317.85%1.094.12%1.18%2.94%
BA2026-01-272026-01-282026-02-11244.09244.090.00%market2362.05%150.72%9.98-3.40%-0.73%-2.67%
STX2026-01-272026-01-282026-02-11395.19395.190.00%market11.87%129.19%10.472.85%-0.73%3.58%
EAT2026-01-282026-01-292026-02-12158.25158.250.00%market13.44%33.88%4.652.51%-2.17%4.68%
LVS2026-01-282026-01-292026-02-1255.5055.500.00%market11.11%24.84%10.152.20%-2.17%4.37%
SPG2026-02-022026-02-032026-02-18190.54190.540.00%market392.11%58.54%5.604.57%-1.42%6.00%
GCMG2026-02-102026-02-112026-02-2611.5511.550.00%market29.17%70.30%17.792.83%-1.02%3.85%
HAS2026-02-102026-02-112026-02-26103.79103.790.00%market52.53%37.44%6.32-3.50%-1.02%-2.49%
APP2026-02-112026-02-122026-02-27404.00404.000.00%market9.83%51.64%1.667.42%-1.19%8.60%
MATV2026-02-182026-02-192026-03-0514.4214.420.00%market66.67%20.21%2.25-31.68%-0.37%-31.31%
VRSK2026-02-182026-02-192026-03-05184.69184.690.00%market13.04%63.82%16.3014.16%-0.37%14.53%
SEZL2026-02-252026-02-262026-03-1278.3078.300.00%market26.04%25.14%0.83-16.82%-3.93%-12.89%
CQP2026-02-262026-02-272026-03-1360.7660.760.00%market114.41%40.46%4.655.28%-3.04%8.33%
LNG2026-02-262026-02-272026-03-13231.10231.100.00%market181.84%29.08%3.618.96%-3.04%12.01%
LQDA2026-03-052026-03-062026-03-2034.6534.650.00%market87.50%32.53%4.424.88%-3.69%8.57%
VSCO2026-03-052026-03-062026-03-2050.1650.160.00%market11.69%21.45%3.32-10.77%-3.69%-7.08%
BOBS2026-03-172026-03-182026-04-0113.6413.640.00%market16.67%25.03%2.43-12.74%-1.96%-10.77%
AVAH2026-03-192026-03-202026-04-066.036.030.00%market10.53%91.92%7.797.43%0.37%7.06%
MMM2026-04-212026-04-222026-05-06150.62150.620.00%market8.08%20.01%3.85-2.91%3.48%-6.39%
LVS2026-04-222026-04-232026-05-0751.3251.320.00%market20.37%47.25%13.104.59%3.11%1.48%
AMT2026-04-282026-04-292026-05-13177.54177.540.00%market15.00%22.91%12.36-2.27%4.40%-6.67%
CVLT2026-04-282026-04-292026-05-1398.4798.470.00%market17.43%195.48%122.431.16%4.40%-3.24%
STX2026-04-282026-04-292026-05-13667.98667.980.00%market16.81%68.31%3.8222.16%4.40%17.76%
DAVE2026-05-052026-05-062026-05-20245.12245.120.00%market40.56%28.43%1.32-0.74%1.80%-2.54%
FTNT2026-05-062026-05-072026-05-21105.26105.260.00%market32.47%54.01%0.5022.79%1.04%21.75%
MAIR2026-05-122026-05-132026-05-2840.9840.980.00%market31.71%302.70%510.882.85%2.18%0.67%
HAS2026-05-202026-05-212026-06-0588.4388.430.00%market22.50%30.77%5.97-5.01%-0.15%-4.86%