Defensive / balance sheet 1 (max 10 pos) (hold 5d) (lookback 50y) (fill vwap)
Run 5f767314 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
1019
Win rate
50.93%
Avg return
0.99%
Median return
0.18%
Avg abnormal
0.65%
Median abnormal
-0.04%
Best trade
99.27%
Worst trade
-33.50%
Sharpe (per-trade)
0.09
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 93 | 0.40% | -0.26% | 55.91% |
| 2022 | 203 | 1.12% | 1.36% | 49.26% |
| 2023 | 202 | 1.11% | 0.51% | 53.47% |
| 2024 | 196 | 0.73% | 0.22% | 50.00% |
| 2025 | 205 | 0.38% | 0.13% | 49.76% |
| 2026 | 120 | 2.44% | 2.01% | 49.17% |
Trades (page 3: 19 of 1,019)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | Debt / equity | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BB | 2026-06-25 | 2026-06-26 | 2026-07-06 | — | 10.08 | 10.08 | 0.00% | market | 33.33% | — | 12.80% | 3.06% | 9.73% |
| AVAV | 2026-06-29 | 2026-06-30 | 2026-07-08 | — | 176.50 | 176.50 | 0.00% | market | 26.03% | — | -10.71% | 0.55% | -11.26% |
| FC | 2026-07-01 | 2026-07-02 | 2026-07-10 | — | 19.29 | 19.29 | 0.00% | market | 12.50% | — | 8.61% | 1.01% | 7.60% |
| UNF | 2026-07-01 | 2026-07-02 | 2026-07-10 | — | 268.00 | 268.00 | 0.00% | market | 13.61% | — | 1.31% | 1.01% | 0.30% |
| HCM | 2026-07-02 | 2026-07-06 | 2026-07-13 | — | 11.63 | 11.63 | 0.00% | market | 112.85% | — | -4.31% | 0.06% | -4.37% |
| 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% |
| 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% |
| AEHR | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 98.16 | 98.16 | 0.00% | market | 1200.00% | — | -4.81% | -0.91% | -3.90% |
| MS | 2026-07-15 | 2026-07-16 | 2026-07-23 | — | 228.23 | 228.23 | 0.00% | market | 19.72% | — | -5.82% | -1.94% | -3.88% |
| 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% |
| PLD | 2026-07-16 | 2026-07-17 | 2026-07-24 | — | 150.05 | 150.05 | 0.00% | market | 51.27% | — | -1.71% | -0.42% | -1.29% |
| 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% |
| 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% |
| ATRC | 2026-07-23 | 2026-07-24 | 2026-07-31 | — | 33.69 | 33.69 | 0.00% | market | 10878.44% | — | 11.98% | 1.15% | 10.83% |
| 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% |
| 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% |