Beat + forward optimism proxy (Copy) (Copy)
Run 5f763852 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
597
Win rate
49.58%
Avg return
0.42%
Median return
-0.08%
Avg abnormal
0.03%
Median abnormal
-0.44%
Best trade
53.29%
Worst trade
-31.55%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2023 | 79 | 0.91% | 0.43% | 51.90% |
| 2024 | 195 | 0.93% | 0.47% | 51.28% |
| 2025 | 203 | 0.11% | -0.17% | 47.78% |
| 2026 | 120 | -0.23% | -0.59% | 48.33% |
Trades (page 2: 97 of 597)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Curr. earn. vs next-Q est. | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DTB | 2026-02-17 | 2026-02-18 | 2026-02-25 | — | 17.70 | 17.70 | 0.00% | market | 8.55% | 25.90% | -0.60% | 1.33% | -1.93% |
| DTE | 2026-02-17 | 2026-02-18 | 2026-02-25 | — | 144.64 | 144.64 | 0.00% | market | 7.14% | 21.90% | 0.75% | 1.33% | -0.58% |
| ADI | 2026-02-18 | 2026-02-19 | 2026-02-26 | — | 344.97 | 344.97 | 0.00% | market | 6.49% | 17.36% | 2.52% | 0.80% | 1.72% |
| AD | 2026-02-20 | 2026-02-23 | 2026-03-02 | — | 49.28 | 49.28 | 0.00% | market | 50.00% | 90.13% | -2.17% | -0.21% | -1.96% |
| CAVA | 2026-02-24 | 2026-02-25 | 2026-03-04 | — | 78.55 | 78.55 | 0.00% | market | 33.33% | 356.82% | 1.03% | -0.73% | 1.77% |
| CDNA | 2026-02-24 | 2026-02-25 | 2026-03-04 | — | 17.08 | 17.08 | 0.00% | market | 503.02% | 11.28% | 11.39% | -0.73% | 12.12% |
| ELAN | 2026-02-24 | 2026-02-25 | 2026-03-04 | — | 26.56 | 26.56 | 0.00% | market | 18.18% | 165.82% | -8.18% | -0.73% | -7.45% |
| ACHC | 2026-02-25 | 2026-02-26 | 2026-03-05 | — | 21.22 | 21.22 | 0.00% | market | 133.33% | 278.43% | 16.01% | -1.73% | 17.74% |
| CLMT | 2026-02-27 | 2026-03-02 | 2026-03-09 | — | 27.51 | 27.51 | 0.00% | market | 35.82% | 22.56% | 6.45% | -0.06% | 6.52% |
| BWLP | 2026-03-03 | 2026-03-04 | 2026-03-11 | — | 17.80 | 17.80 | 0.00% | market | 14.43% | 64.34% | -13.40% | -0.78% | -12.62% |
| MRX | 2026-03-03 | 2026-03-04 | 2026-03-11 | — | 42.33 | 42.33 | 0.00% | market | 10.78% | 22.34% | -15.65% | -0.78% | -14.87% |
| THO | 2026-03-03 | 2026-03-04 | 2026-03-11 | — | 89.20 | 89.20 | 0.00% | market | 33.33% | 4698.37% | -5.23% | -0.78% | -4.46% |
| DY | 2026-03-04 | 2026-03-05 | 2026-03-12 | — | 381.00 | 381.00 | 0.00% | market | 6.28% | 34.01% | -6.43% | -2.35% | -4.08% |
| AQN | 2026-03-06 | 2026-03-09 | 2026-03-16 | — | 6.07 | 6.07 | 0.00% | market | 50.00% | 90.73% | 5.57% | 0.40% | 5.17% |
| AUNA | 2026-03-10 | 2026-03-11 | 2026-03-18 | — | 5.57 | 5.57 | 0.00% | market | 307.69% | 13.04% | 1.60% | -2.38% | 3.98% |
| FNV | 2026-03-10 | 2026-03-11 | 2026-03-18 | — | 268.41 | 268.41 | 0.00% | market | 10.12% | 13.98% | -9.54% | -2.38% | -7.16% |
| FOA | 2026-03-10 | 2026-03-11 | 2026-03-18 | — | 17.70 | 17.70 | 0.00% | market | 6.65% | 21.74% | -1.16% | -2.38% | 1.22% |
| CINT | 2026-03-11 | 2026-03-12 | 2026-03-19 | — | 5.36 | 5.36 | 0.00% | market | 10.00% | 324.65% | -5.61% | -1.69% | -3.92% |
| FINV | 2026-03-16 | 2026-03-17 | 2026-03-24 | — | 5.60 | 5.60 | 0.00% | market | 8.60% | 542.37% | -13.41% | -2.86% | -10.56% |
| ANDG | 2026-03-17 | 2026-03-18 | 2026-03-25 | — | 26.22 | 26.22 | 0.00% | market | 53.57% | 442.20% | -0.77% | -1.73% | 0.95% |
| ATAT | 2026-03-17 | 2026-03-18 | 2026-03-25 | — | 37.51 | 37.51 | 0.00% | market | 11.63% | 478.75% | -4.33% | -1.73% | -2.61% |
| HQY | 2026-03-17 | 2026-03-18 | 2026-03-25 | — | 79.40 | 79.40 | 0.00% | market | 6.74% | 17.34% | 3.67% | -1.73% | 5.39% |
| HTHT | 2026-03-18 | 2026-03-19 | 2026-03-26 | — | 49.85 | 49.85 | 0.00% | market | 41.46% | 425.39% | 0.82% | -1.81% | 2.63% |
| ABVX | 2026-03-23 | 2026-03-24 | 2026-03-31 | — | 116.16 | 116.16 | 0.00% | market | 30.00% | 29.58% | -4.34% | -0.15% | -4.19% |
| AIR | 2026-03-24 | 2026-03-25 | 2026-04-01 | — | 114.90 | 114.90 | 0.00% | market | 8.70% | 10.74% | -3.27% | -0.52% | -2.75% |
| CNM | 2026-03-24 | 2026-03-25 | 2026-04-01 | — | 50.63 | 50.63 | 0.00% | market | 14.18% | 40.42% | 0.63% | -0.52% | 1.15% |
| GCTS | 2026-03-25 | 2026-03-26 | 2026-04-02 | — | 1.11 | 1.11 | 0.00% | market | 31.82% | 17.78% | 7.91% | 0.58% | 7.33% |
| WGO | 2026-03-25 | 2026-03-26 | 2026-04-02 | — | 32.00 | 32.00 | 0.00% | market | 8.00% | 180.81% | -5.33% | 0.58% | -5.90% |
| SPCE | 2026-03-30 | 2026-03-31 | 2026-04-08 | — | 2.42 | 2.42 | 0.00% | market | 5.34% | 11.95% | 22.53% | 5.80% | 16.73% |
| GNE | 2026-03-31 | 2026-04-01 | 2026-04-09 | — | 14.08 | 14.08 | 0.00% | market | 128.57% | 56.25% | 3.00% | 3.98% | -0.98% |
| JILL | 2026-03-31 | 2026-04-01 | 2026-04-09 | — | 11.56 | 11.56 | 0.00% | market | 83.33% | 2181.70% | 4.47% | 3.98% | 0.49% |
| UNF | 2026-04-01 | 2026-04-02 | 2026-04-10 | — | 253.23 | 253.23 | 0.00% | market | 5.04% | 52.74% | 0.98% | 5.11% | -4.13% |
| AYA | 2025-05-13 | 2026-04-07 | 2026-04-14 | — | 16.12 | 16.12 | 0.00% | market | 270.37% | 20.00% | 13.51% | 5.76% | 7.75% |
| AEHR | 2026-04-07 | 2026-04-08 | 2026-04-15 | — | 57.35 | 57.35 | 0.00% | market | 28.57% | 85.00% | 27.47% | 3.48% | 23.99% |
| DAL | 2026-04-08 | 2026-04-09 | 2026-04-16 | — | 67.64 | 67.64 | 0.00% | market | 10.34% | 133.21% | 3.13% | 3.97% | -0.85% |
| RPM | 2026-04-08 | 2026-04-09 | 2026-04-16 | — | 106.48 | 106.48 | 0.00% | market | 61.43% | 220.99% | -0.98% | 3.97% | -4.95% |
| PLGO | 2025-08-13 | 2026-04-14 | 2026-04-21 | — | 19.93 | 19.93 | 0.00% | market | 131.03% | 894.45% | 3.41% | 2.38% | 1.03% |
| KMX | 2026-04-14 | 2026-04-15 | 2026-04-22 | — | 41.60 | 41.60 | 0.00% | market | 48.93% | 183.92% | -5.06% | 2.29% | -7.35% |
| TSM | 2026-04-15 | 2026-04-16 | 2026-04-23 | — | 368.86 | 368.86 | 0.00% | market | 5.44% | 3401.14% | 3.54% | 1.05% | 2.49% |
| ALLY | 2026-04-17 | 2026-04-20 | 2026-04-27 | — | 45.13 | 45.13 | 0.00% | market | 18.84% | 10.18% | -1.82% | 0.90% | -2.72% |
| ALV | 2026-04-17 | 2026-04-20 | 2026-04-27 | — | 119.61 | 119.61 | 0.00% | market | 12.02% | 19.85% | -3.23% | 0.90% | -4.14% |
| CLF | 2026-04-20 | 2026-04-21 | 2026-04-28 | — | 9.78 | 9.78 | 0.00% | market | 9.09% | 47.91% | 4.30% | 0.20% | 4.10% |
| CBSH | 2026-04-21 | 2026-04-22 | 2026-04-29 | — | 50.83 | 50.83 | 0.00% | market | 16.50% | 10.31% | 0.59% | 0.34% | 0.24% |
| AZZ | 2026-04-22 | 2026-04-23 | 2026-04-30 | — | 136.65 | 136.65 | 0.00% | market | 9.84% | 26.42% | 4.48% | 1.29% | 3.19% |
| CPAC | 2026-04-24 | 2026-04-27 | 2026-05-04 | — | 10.69 | 10.69 | 0.00% | market | 158.06% | 40.03% | -1.51% | 0.68% | -2.19% |
| FLG | 2026-04-24 | 2026-04-27 | 2026-05-04 | — | 13.82 | 13.82 | 0.00% | market | 33.33% | 59.79% | 0.09% | 0.68% | -0.59% |
| AMKR | 2026-04-27 | 2026-04-28 | 2026-05-05 | — | 66.06 | 66.06 | 0.00% | market | 43.48% | 44.68% | 15.92% | 1.68% | 14.24% |
| ARCB | 2026-04-28 | 2026-04-29 | 2026-05-06 | — | 129.20 | 129.20 | 0.00% | market | 18.52% | 606.37% | -5.91% | 3.21% | -9.12% |
| APH | 2026-04-29 | 2026-04-30 | 2026-05-07 | — | 151.94 | 151.94 | 0.00% | market | 12.65% | 10.99% | -10.28% | 2.37% | -12.65% |
| ATMU | 2026-05-01 | 2026-05-04 | 2026-05-11 | — | 52.30 | 52.30 | 0.00% | market | 6.15% | 12.91% | 8.02% | 2.67% | 5.35% |
| CVEO | 2026-05-01 | 2026-05-04 | 2026-05-11 | — | 31.40 | 31.40 | 0.00% | market | 44.26% | 11.76% | 1.39% | 2.67% | -1.28% |
| ALG | 2026-05-04 | 2026-05-05 | 2026-05-12 | — | 173.41 | 173.41 | 0.00% | market | 12.56% | 13.20% | -12.76% | 2.27% | -15.03% |
| ACEL | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 11.84 | 11.84 | 0.00% | market | 6.25% | 11.56% | -2.90% | 1.94% | -4.85% |
| APA | 2026-05-06 | 2026-05-07 | 2026-05-14 | — | 36.50 | 36.50 | 0.00% | market | 24.32% | 37.37% | 1.47% | 1.78% | -0.31% |
| CIG-C | 2026-05-08 | 2026-05-11 | 2026-05-18 | — | 3.38 | 3.38 | 0.00% | market | 32.98% | 264.80% | -3.16% | 0.30% | -3.46% |
| KOP | 2026-05-08 | 2026-05-11 | 2026-05-18 | — | 44.00 | 44.00 | 0.00% | market | 51.31% | 96.49% | -8.40% | 0.30% | -8.70% |
| ABCL | 2026-05-11 | 2026-05-12 | 2026-05-19 | — | 4.76 | 4.76 | 0.00% | market | 36.36% | 16.83% | -15.12% | -0.43% | -14.69% |
| AKA | 2026-05-12 | 2026-05-13 | 2026-05-20 | — | 12.40 | 12.40 | 0.00% | market | 32.65% | 47.98% | -21.01% | 0.38% | -21.38% |
| ATAT | 2026-05-13 | 2026-05-14 | 2026-05-21 | — | 37.24 | 37.24 | 0.00% | market | 29.73% | 702.40% | -4.09% | -0.13% | -3.97% |
| HTHT | 2026-05-15 | 2026-05-18 | 2026-05-26 | — | 46.57 | 46.57 | 0.00% | market | 6.52% | 910.04% | -7.59% | 1.45% | -9.04% |
| MFG | 2026-05-15 | 2026-05-18 | 2026-05-26 | — | 8.40 | 8.40 | 0.00% | market | 71.43% | 19552.47% | 9.80% | 1.45% | 8.35% |
| RNW | 2026-05-18 | 2026-05-19 | 2026-05-27 | — | 5.45 | 5.45 | 0.00% | market | 113.38% | 56411.89% | 13.01% | 2.13% | 10.88% |
| BEKE | 2026-05-19 | 2026-05-20 | 2026-05-28 | — | 18.11 | 18.11 | 0.00% | market | 42.86% | 988.04% | -9.86% | 2.57% | -12.43% |
| BZ | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 13.65 | 13.65 | 0.00% | market | 8.00% | 702.80% | -0.79% | 2.42% | -3.20% |
| AZO | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 3,100.26 | 3,100.26 | 0.00% | market | 5.11% | 43.24% | -1.45% | 0.45% | -1.89% |
| BBAR | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 16.82 | 16.82 | 0.00% | market | 58.82% | 257555.45% | 5.09% | 0.45% | 4.64% |
| CSW | 2026-05-26 | 2026-05-27 | 2026-06-03 | — | 276.28 | 276.28 | 0.00% | market | 30.29% | 10.76% | -2.05% | 0.45% | -2.49% |
| ANF | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 80.20 | 80.20 | 0.00% | market | 14.84% | 34.46% | -3.37% | 0.91% | -4.28% |
| AEO | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 14.65 | 14.65 | 0.00% | market | 15.61% | 52.83% | 12.02% | -2.43% | 14.45% |
| PANW | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 285.00 | 285.00 | 0.00% | market | 7.19% | 14.85% | -7.84% | -4.32% | -3.53% |
| SIG | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 87.74 | 87.74 | 0.00% | market | 13.04% | 10.36% | -2.27% | -4.32% | 2.04% |
| VSCO | 2026-06-02 | 2026-06-03 | 2026-06-10 | — | 75.55 | 75.55 | 0.00% | market | 106.90% | 25.96% | -1.93% | -4.32% | 2.38% |
| AI | 2026-06-03 | 2026-06-04 | 2026-06-11 | — | 11.22 | 11.22 | 0.00% | market | 13.16% | 24.51% | 0.25% | -1.91% | 2.15% |
| GWRE | 2026-06-04 | 2026-06-05 | 2026-06-12 | — | 131.13 | 131.13 | 0.00% | market | 10.36% | 13.64% | -6.74% | -1.40% | -5.33% |
| CASY | 2026-06-09 | 2026-06-10 | 2026-06-17 | — | 800.65 | 800.65 | 0.00% | market | 32.02% | 52.77% | 6.07% | 1.03% | 5.04% |
| DBI | 2026-06-09 | 2026-06-10 | 2026-06-17 | — | 6.81 | 6.81 | 0.00% | market | 250.00% | 264.40% | -8.86% | 1.03% | -9.90% |
| CNM | 2026-06-10 | 2026-06-11 | 2026-06-18 | — | 50.56 | 50.56 | 0.00% | market | 6.74% | 61.43% | -4.12% | 2.47% | -6.58% |
| MH | 2026-06-11 | 2026-06-12 | 2026-06-22 | — | 12.38 | 12.38 | 0.00% | market | 92.89% | 49.18% | -26.13% | 0.50% | -26.63% |
| RH | 2026-06-11 | 2026-06-12 | 2026-06-22 | — | 159.32 | 159.32 | 0.00% | market | 7.08% | 118.79% | -8.11% | 0.50% | -8.61% |
| SB | 2026-06-17 | 2026-06-18 | 2026-06-26 | — | 6.90 | 6.90 | 0.00% | market | 71.43% | 38.89% | -7.59% | -2.51% | -5.08% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-01 | — | 29.31 | 29.31 | 0.00% | market | 19.12% | 230.26% | -2.90% | 1.44% | -4.34% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-02 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | 24.09% | -21.08% | 0.79% | -21.87% |
| FC | 2026-07-01 | 2026-07-02 | 2026-07-10 | — | 19.29 | 19.29 | 0.00% | market | 12.50% | 118.52% | 8.51% | 1.01% | 7.50% |
| LEVI | 2026-07-08 | 2026-07-09 | 2026-07-16 | — | 23.46 | 23.46 | 0.00% | market | 14.80% | 28.61% | 6.32% | 0.45% | 5.87% |
| SKHY | 2024-07-25 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 6.46% | 170854.25% | -9.59% | -1.16% | -8.43% |
| SKHY | 2025-01-23 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 30.32% | 81088.18% | -9.59% | -1.16% | -8.43% |
| SKHY | 2025-04-24 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 78.09% | 111937.76% | -9.59% | -1.16% | -8.43% |
| SKHY | 2025-10-28 | 2026-07-10 | 2026-07-17 | — | 170.00 | 170.00 | 0.00% | market | 38.58% | 141024.11% | -9.59% | -1.16% | -8.43% |
| ASML | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 1,796.91 | 1,796.91 | 0.00% | market | 8.77% | 18.23% | 0.14% | -1.94% | 2.08% |
| TSM | 2026-07-16 | 2026-07-17 | 2026-07-24 | — | 392.12 | 392.12 | 0.00% | market | 11.37% | 3146.65% | 2.68% | -0.42% | 3.10% |
| CPAC | 2026-07-20 | 2026-07-21 | 2026-07-28 | — | 11.60 | 11.60 | 0.00% | market | 125.69% | 100.81% | 4.20% | -0.73% | 4.92% |
| SFB | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 19.79 | 19.79 | 0.00% | market | 6.77% | 11.49% | -1.01% | 0.31% | -1.32% |
| BWMX | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 17.32 | 17.32 | 0.00% | market | 6.62% | 1940.88% | -1.93% | 1.15% | -3.09% |
| IMAX | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 44.23 | 44.23 | 0.00% | market | 41.08% | 20.06% | 7.96% | 1.15% | 6.81% |
| QUAD | 2026-07-28 | 2026-07-29 | 2026-08-05 | — | 8.94 | 8.94 | 0.00% | market | 21.58% | 58.33% | 14.57% | 4.03% | 10.54% |
| CBZ | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 55.25 | 55.25 | 0.00% | market | 26.04% | 40.66% | -1.58% | 4.42% | -5.99% |
| CLB | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 10.44 | 10.44 | 0.00% | market | 26.63% | 46.84% | 6.89% | 4.42% | 2.47% |