Cash / margin quality 2 (hold 5d) (lookback 50y) (fill vwap)
Run 5f764b2a · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
1017
Win rate
50.84%
Avg return
0.27%
Median return
0.09%
Avg abnormal
-0.05%
Median abnormal
-0.16%
Best trade
42.38%
Worst trade
-37.19%
Sharpe (per-trade)
0.04
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 98 | 0.47% | -0.26% | 57.14% |
| 2022 | 202 | 0.55% | 0.79% | 54.46% |
| 2023 | 207 | -0.10% | -0.66% | 46.86% |
| 2024 | 197 | 0.02% | -0.39% | 47.21% |
| 2025 | 201 | 0.41% | 0.13% | 52.24% |
| 2026 | 112 | 0.42% | 0.02% | 50.00% |
Trades (page 3: 17 of 1,017)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Op. margin | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MKC-V | 2026-06-25 | 2026-06-26 | 2026-07-06 | — | 48.44 | 48.44 | 0.00% | market | 15.61% | — | 5.68% | 3.06% | 2.62% |
| GIS | 2026-07-01 | 2026-07-02 | 2026-07-10 | — | 38.00 | 38.00 | 0.00% | market | 19.20% | — | -4.78% | 1.01% | -5.79% |
| EPAC | 2026-07-07 | 2026-07-08 | 2026-07-15 | — | 35.82 | 35.82 | 0.00% | market | 19.28% | — | -3.87% | 1.57% | -5.44% |
| LEVI | 2026-07-08 | 2026-07-09 | 2026-07-16 | — | 23.46 | 23.46 | 0.00% | market | 14.80% | — | 6.42% | 0.45% | 5.97% |
| WDFC | 2026-07-09 | 2026-07-10 | 2026-07-17 | — | 292.09 | 292.09 | 0.00% | market | 49.36% | — | -15.61% | -1.16% | -14.44% |
| C | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 134.08 | 134.08 | 0.00% | market | 15.81% | — | -1.46% | -0.91% | -0.56% |
| EQBK | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 49.99 | 49.99 | 0.00% | market | 13.71% | — | -0.16% | -0.91% | 0.75% |
| GS | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 1,148.42 | 1,148.42 | 0.00% | market | 44.99% | — | -4.47% | -0.91% | -3.57% |
| BNY | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 162.75 | 162.75 | 0.00% | market | 10.31% | — | -1.72% | -1.94% | 0.21% |
| ISRG | 2026-07-16 | 2026-07-17 | 2026-07-24 | — | 365.03 | 365.03 | 0.00% | market | 12.90% | — | -7.64% | -0.42% | -7.22% |
| OFG | 2026-07-21 | 2026-07-22 | 2026-07-29 | — | 53.16 | 53.16 | 0.00% | market | 18.80% | — | -1.64% | -2.30% | 0.66% |
| QCRH | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 93.94 | 93.94 | 0.00% | market | 14.66% | — | 9.65% | 0.31% | 9.34% |
| AMTB | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 26.60 | 26.60 | 0.00% | market | 35.03% | — | 11.18% | 1.15% | 10.02% |
| AVBC | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 20.85 | 20.85 | 0.00% | market | 14.71% | — | 6.85% | 1.15% | 5.70% |
| BY | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 38.39 | 38.39 | 0.00% | market | 15.48% | — | 2.19% | 1.15% | 1.04% |
| CBNA | 2026-07-28 | 2026-07-29 | 2026-08-05 | — | 44.01 | 44.01 | 0.00% | market | 16.94% | — | 8.06% | 4.03% | 4.03% |
| BHC | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 4.97 | 4.97 | 0.00% | market | 31.25% | — | 18.81% | 4.42% | 14.40% |