Large beat + not expensive 2 (max 10 pos) (hold 5d) (lookback 50y) (fill vwap)
Run 5f766d4f · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
1058
Win rate
50.38%
Avg return
0.87%
Median return
0.09%
Avg abnormal
0.58%
Median abnormal
-0.18%
Best trade
99.27%
Worst trade
-42.85%
Sharpe (per-trade)
0.08
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 98 | -1.13% | -1.81% | 39.80% |
| 2022 | 211 | 1.14% | 1.38% | 51.66% |
| 2023 | 214 | 1.46% | 0.91% | 53.74% |
| 2024 | 199 | 1.08% | 0.68% | 51.26% |
| 2025 | 217 | 0.88% | 0.54% | 51.15% |
| 2026 | 119 | 0.61% | 0.42% | 47.90% |
Trades (page 3: 58 of 1,058)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AGNC | 2026-04-20 | 2026-04-21 | 2026-04-28 | — | 10.83 | 10.83 | 0.00% | market | 16.57% | — | 2.21% | 0.20% | 2.01% |
| CBSH | 2026-04-21 | 2026-04-22 | 2026-04-29 | — | 50.83 | 50.83 | 0.00% | market | 16.50% | — | 0.69% | 0.34% | 0.34% |
| MCB | 2026-04-21 | 2026-04-22 | 2026-04-29 | — | 90.09 | 90.09 | 0.00% | market | 26.41% | — | -1.64% | 0.34% | -1.99% |
| MLI | 2026-04-21 | 2026-04-22 | 2026-04-29 | — | 68.15 | 68.15 | 0.00% | market | 44.39% | — | -2.61% | 0.34% | -2.95% |
| CPAC | 2026-04-24 | 2026-04-27 | 2026-05-04 | — | 10.69 | 10.69 | 0.00% | market | 158.06% | — | -1.41% | 0.68% | -2.09% |
| ARE | 2026-04-27 | 2026-04-28 | 2026-05-05 | — | 43.90 | 43.90 | 0.00% | market | 21.39% | — | -0.33% | 1.68% | -2.01% |
| ARCB | 2026-04-28 | 2026-04-29 | 2026-05-06 | — | 129.20 | 129.20 | 0.00% | market | 18.52% | — | -5.81% | 3.21% | -9.02% |
| BEN | 2026-04-28 | 2026-04-29 | 2026-05-06 | — | 29.86 | 29.86 | 0.00% | market | 29.09% | — | 4.25% | 3.21% | 1.04% |
| BP | 2026-04-28 | 2026-04-29 | 2026-05-06 | — | 46.79 | 46.79 | 0.00% | market | 36.26% | — | -4.72% | 3.21% | -7.93% |
| BTSG | 2026-05-01 | 2026-05-04 | 2026-05-11 | — | 52.52 | 52.52 | 0.00% | market | 34.48% | — | 4.76% | 2.67% | 2.08% |
| BRCC | 2026-05-04 | 2026-05-05 | 2026-05-12 | — | 1.24 | 1.24 | 0.00% | market | 99.00% | — | 3.93% | 2.27% | 1.66% |
| ADPT | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 14.64 | 14.64 | 0.00% | market | 18.75% | — | -10.41% | 1.94% | -12.36% |
| AES | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 14.43 | 14.43 | 0.00% | market | 34.00% | — | -0.10% | 1.94% | -2.04% |
| ALIT | 2026-05-05 | 2026-05-06 | 2026-05-13 | — | 20.70 | 20.70 | 0.00% | market | 43.03% | — | -23.63% | 1.94% | -25.57% |
| AD | 2026-05-08 | 2026-05-11 | 2026-05-18 | — | 53.14 | 53.14 | 0.00% | market | 127.82% | — | -4.90% | 0.30% | -5.20% |
| ABCL | 2026-05-11 | 2026-05-12 | 2026-05-19 | — | 4.76 | 4.76 | 0.00% | market | 36.36% | — | -15.02% | -0.43% | -14.59% |
| AKA | 2026-05-12 | 2026-05-13 | 2026-05-20 | — | 12.40 | 12.40 | 0.00% | market | 32.65% | — | -20.91% | 0.38% | -21.28% |
| ATAI | 2026-05-12 | 2026-05-13 | 2026-05-20 | — | 4.14 | 4.14 | 0.00% | market | 27.27% | — | -1.31% | 0.38% | -1.68% |
| DRVN | 2026-05-12 | 2026-05-13 | 2026-05-20 | — | 12.73 | 12.73 | 0.00% | market | 41.67% | — | 1.94% | 0.38% | 1.57% |
| MUFG | 2026-05-15 | 2026-05-18 | 2026-05-26 | — | 19.19 | 19.19 | 0.00% | market | 40.10% | — | 0.63% | 1.45% | -0.82% |
| CMBT | 2026-05-19 | 2026-05-20 | 2026-05-28 | — | 16.73 | 16.73 | 0.00% | market | 378.16% | — | -7.27% | 2.57% | -9.84% |
| ARCO | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 9.02 | 9.02 | 0.00% | market | 54.55% | — | -3.65% | 2.42% | -6.06% |
| AVEX | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 27.00 | 27.00 | 0.00% | market | 59.54% | — | 42.38% | 2.42% | 39.97% |
| BLTE | 2026-05-20 | 2026-05-21 | 2026-05-29 | — | 144.78 | 144.78 | 0.00% | market | 43.33% | — | -0.51% | 2.42% | -2.93% |
| ABVX | 2026-05-22 | 2026-05-26 | 2026-06-02 | — | 126.63 | 126.63 | 0.00% | market | 33.64% | — | -42.85% | 1.27% | -44.12% |
| CPRI | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 17.57 | 17.57 | 0.00% | market | 86.44% | — | 7.07% | 0.91% | 6.16% |
| ASAN | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 7.40 | 7.40 | 0.00% | market | 25.00% | — | 5.85% | -2.43% | 8.27% |
| BBW | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 39.48 | 39.48 | 0.00% | market | 35.53% | — | -14.06% | -2.43% | -11.63% |
| DELL | 2026-05-28 | 2026-05-29 | 2026-06-05 | — | 418.00 | 418.00 | 0.00% | market | 64.19% | — | -5.75% | -2.43% | -3.32% |
| SAIC | 2026-06-01 | 2026-06-02 | 2026-06-09 | — | 113.42 | 113.42 | 0.00% | market | 41.67% | — | 0.48% | -2.64% | 3.12% |
| CHPT | 2026-06-03 | 2026-06-04 | 2026-06-11 | — | 7.47 | 7.47 | 0.00% | market | 33.33% | — | -12.01% | -1.91% | -10.11% |
| PL | 2026-06-04 | 2026-06-05 | 2026-06-12 | — | 38.30 | 38.30 | 0.00% | market | 28.25% | — | -18.77% | -1.40% | -17.36% |
| RBRK | 2026-06-04 | 2026-06-05 | 2026-06-12 | — | 77.00 | 77.00 | 0.00% | market | 637.45% | — | -11.54% | -1.40% | -10.14% |
| TTAN | 2026-06-04 | 2026-06-05 | 2026-06-12 | — | 83.05 | 83.05 | 0.00% | market | 34.06% | — | -19.70% | -1.40% | -18.30% |
| SAIL | 2026-06-09 | 2026-06-10 | 2026-06-17 | — | 15.56 | 15.56 | 0.00% | market | 15.53% | — | -15.20% | 1.03% | -16.24% |
| NAVN | 2026-06-10 | 2026-06-11 | 2026-06-18 | — | 24.25 | 24.25 | 0.00% | market | 1441.43% | — | -9.75% | 2.47% | -12.22% |
| ANGX | 2026-06-11 | 2026-06-12 | 2026-06-22 | — | 2.90 | 2.90 | 0.00% | market | 41.43% | — | 6.11% | 0.50% | 5.61% |
| DRVN | 2026-06-11 | 2026-06-12 | 2026-06-22 | — | 13.55 | 13.55 | 0.00% | market | 25.00% | — | -9.55% | 0.50% | -10.04% |
| MH | 2026-06-11 | 2026-06-12 | 2026-06-22 | — | 12.38 | 12.38 | 0.00% | market | 92.89% | — | -26.03% | 0.50% | -26.53% |
| LZB | 2026-06-16 | 2026-06-17 | 2026-06-25 | — | 42.18 | 42.18 | 0.00% | market | 53.66% | — | -3.37% | -2.26% | -1.11% |
| KMX | 2026-06-17 | 2026-06-18 | 2026-06-26 | — | 48.30 | 48.30 | 0.00% | market | 35.75% | — | 9.13% | -2.51% | 11.64% |
| CBRS | 2026-06-23 | 2026-06-24 | 2026-07-01 | — | 208.00 | 208.00 | 0.00% | market | 75.55% | — | 6.28% | 1.44% | 4.84% |
| MU | 2026-06-24 | 2026-06-25 | 2026-07-02 | — | 1,233.00 | 1,233.00 | 0.00% | market | 19.69% | — | -20.98% | 0.79% | -21.77% |
| 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% |
| 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% |
| 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% |
| JPM | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 345.85 | 345.85 | 0.00% | market | 35.78% | — | 0.58% | -0.91% | 1.49% |
| ELV | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 394.40 | 394.40 | 0.00% | market | 19.97% | — | -3.93% | -1.94% | -1.99% |
| AMC | 2026-07-20 | 2026-07-21 | 2026-07-28 | — | 2.42 | 2.42 | 0.00% | market | 366.67% | — | 10.23% | -0.73% | 10.96% |
| 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% |
| CCS | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 66.32 | 66.32 | 0.00% | market | 103.13% | — | 3.29% | 0.31% | 2.98% |
| TCBX | 2026-07-22 | 2026-07-23 | 2026-07-30 | — | 43.00 | 43.00 | 0.00% | market | 19.60% | — | 1.53% | 0.31% | 1.21% |
| 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% |
| HAPN | 2026-07-27 | 2026-07-28 | 2026-08-04 | — | 19.55 | 19.55 | 0.00% | market | 16.52% | — | 6.70% | 4.35% | 2.36% |
| 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% |
| ARXS | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 44.78 | 44.78 | 0.00% | market | 64.71% | — | 28.51% | 4.42% | 24.09% |
| ASIC | 2026-07-29 | 2026-07-30 | 2026-08-06 | — | 24.53 | 24.53 | 0.00% | market | 27.13% | — | 3.37% | 4.42% | -1.05% |