Valuation overlays (different measures) 1 (max 10 pos) (hold 5d) (lookback 50y) (fill vwap)
Run 5f7679f1 · view hypothesis
completed
Legacy run: publication dates, coverage and daily drawdown were not validated. Run this hypothesis again for updated results.
Trades
1101
Win rate
49.05%
Avg return
0.49%
Median return
-0.16%
Avg abnormal
0.17%
Median abnormal
-0.53%
Best trade
87.27%
Worst trade
-42.85%
Sharpe (per-trade)
0.05
Daily portfolio drawdown
—
Equity curve — full run
Breakdowns
| Bucket | Trades | Avg return | Avg abnormal | Win rate |
|---|---|---|---|---|
| 2021 | 105 | -0.68% | -1.30% | 40.95% |
| 2022 | 214 | 0.97% | 1.19% | 52.80% |
| 2023 | 224 | 0.83% | 0.30% | 50.45% |
| 2024 | 209 | 0.41% | 0.02% | 45.45% |
| 2025 | 222 | 0.34% | -0.02% | 51.80% |
| 2026 | 127 | 0.47% | 0.02% | 48.03% |
Trades (page 3: 101 of 1,101)
| Symbol | Event | Entry date | Exit date | Δ days | Market entry | Actual buy-in | Diff % | Fill source | EPS surp. | P/E | Return | Benchmark | Abnormal |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DCH | 2026-02-13 | 2026-02-17 | 2026-02-24 | — | 7.20 | 7.20 | 0.00% | market | 200.00% | — | -3.16% | 1.06% | -4.22% |
| AERO | 2026-02-17 | 2026-02-18 | 2026-02-25 | — | 19.69 | 19.69 | 0.00% | market | 63.04% | — | 0.05% | 1.33% | -1.28% |
| BORR | 2026-02-18 | 2026-02-19 | 2026-02-26 | — | 5.66 | 5.66 | 0.00% | market | 78.09% | — | 4.49% | 0.80% | 3.70% |
| CF | 2026-02-18 | 2026-02-19 | 2026-02-26 | — | 97.00 | 97.00 | 0.00% | market | 23.05% | — | 0.06% | 0.80% | -0.73% |
| ADEA | 2026-02-23 | 2026-02-24 | 2026-03-03 | — | 20.06 | 20.06 | 0.00% | market | 32.10% | — | -1.00% | -0.23% | -0.77% |
| BBBY | 2026-02-23 | 2026-02-24 | 2026-03-03 | — | 5.32 | 5.32 | 0.00% | market | 30.43% | — | -4.99% | -0.23% | -4.76% |
| ABCL | 2026-02-24 | 2026-02-25 | 2026-03-04 | — | 3.36 | 3.36 | 0.00% | market | 83.33% | — | 7.94% | -0.73% | 8.67% |
| ACAD | 2026-02-25 | 2026-02-26 | 2026-03-05 | — | 23.64 | 23.64 | 0.00% | market | 1067.88% | — | -5.35% | -1.73% | -3.62% |
| ACHC | 2026-02-25 | 2026-02-26 | 2026-03-05 | — | 21.22 | 21.22 | 0.00% | market | 133.33% | — | 16.11% | -1.73% | 17.84% |
| ADT | 2026-03-02 | 2026-03-03 | 2026-03-10 | — | 7.02 | 7.02 | 0.00% | market | 15.00% | — | -5.37% | 0.31% | -5.68% |
| AES | 2026-03-02 | 2026-03-03 | 2026-03-10 | — | 14.19 | 14.19 | 0.00% | market | 30.65% | — | 0.04% | 0.31% | -0.27% |
| ANAB | 2026-03-03 | 2026-03-04 | 2026-03-11 | — | 37.39 | 37.39 | 0.00% | market | 77.53% | — | 15.20% | -0.78% | 15.98% |
| AMPX | 2026-03-04 | 2026-03-05 | 2026-03-12 | — | 13.47 | 13.47 | 0.00% | market | 73.67% | — | 35.76% | -2.35% | 38.11% |
| BBWI | 2026-03-04 | 2026-03-05 | 2026-03-12 | — | 23.36 | 23.36 | 0.00% | market | 15.82% | — | -19.71% | -2.35% | -17.36% |
| EDN | 2026-03-09 | 2026-03-10 | 2026-03-17 | — | 25.33 | 25.33 | 0.00% | market | 101.13% | — | 4.99% | -1.02% | 6.02% |
| GBTG | 2026-03-09 | 2026-03-10 | 2026-03-17 | — | 5.57 | 5.57 | 0.00% | market | 200.00% | — | 3.13% | -1.02% | 4.15% |
| ADCT | 2026-03-10 | 2026-03-11 | 2026-03-18 | — | 4.74 | 4.74 | 0.00% | market | 87.50% | — | -15.50% | -2.38% | -13.12% |
| NTSK | 2026-03-11 | 2026-03-12 | 2026-03-19 | — | 9.72 | 9.72 | 0.00% | market | 33.33% | — | -2.47% | -1.69% | -0.77% |
| PATH | 2026-03-11 | 2026-03-12 | 2026-03-19 | — | 10.95 | 10.95 | 0.00% | market | 20.00% | — | 11.68% | -1.69% | 13.37% |
| ANRO | 2026-03-16 | 2026-03-17 | 2026-03-24 | — | 24.32 | 24.32 | 0.00% | market | 19.64% | — | -17.08% | -2.86% | -14.22% |
| BALY | 2026-03-16 | 2026-03-17 | 2026-03-24 | — | 12.87 | 12.87 | 0.00% | market | 22.34% | — | -9.97% | -2.86% | -7.11% |
| ANDG | 2026-03-17 | 2026-03-18 | 2026-03-25 | — | 26.22 | 26.22 | 0.00% | market | 53.57% | — | -0.67% | -1.73% | 1.05% |
| ARX | 2026-03-18 | 2026-03-19 | 2026-03-26 | — | 11.70 | 11.70 | 0.00% | market | 43.75% | — | 12.98% | -1.81% | 14.79% |
| HTFL | 2026-03-18 | 2026-03-19 | 2026-03-26 | — | 25.00 | 25.00 | 0.00% | market | 36.04% | — | 3.42% | -1.81% | 5.23% |
| ABVX | 2026-03-23 | 2026-03-24 | 2026-03-31 | — | 116.16 | 116.16 | 0.00% | market | 30.00% | — | -4.24% | -0.15% | -4.09% |
| CIG | 2026-03-23 | 2026-03-24 | 2026-03-31 | — | 2.30 | 2.30 | 0.00% | market | 146.30% | — | 3.81% | -0.15% | 3.96% |
| CDLR | 2026-03-24 | 2026-03-25 | 2026-04-01 | — | 24.34 | 24.34 | 0.00% | market | 25.00% | — | -0.84% | -0.52% | -0.32% |
| GCTS | 2026-03-25 | 2026-03-26 | 2026-04-02 | — | 1.11 | 1.11 | 0.00% | market | 31.82% | — | 8.01% | 0.58% | 7.43% |
| KC | 2026-03-25 | 2026-03-26 | 2026-04-02 | — | 14.52 | 14.52 | 0.00% | market | 41.40% | — | -5.75% | 0.58% | -6.33% |
| JILL | 2026-03-31 | 2026-04-01 | 2026-04-09 | — | 11.56 | 11.56 | 0.00% | market | 83.33% | — | 4.57% | 3.98% | 0.59% |
| LCII | 2026-03-31 | 2026-04-01 | 2026-04-09 | — | 123.89 | 123.89 | 0.00% | market | 19.82% | — | 2.22% | 3.98% | -1.75% |
| PVH | 2026-03-31 | 2026-04-01 | 2026-04-09 | — | 72.25 | 72.25 | 0.00% | market | 15.76% | — | 25.98% | 3.98% | 22.00% |
| PENG | 2026-04-01 | 2026-04-02 | 2026-04-10 | — | 19.69 | 19.69 | 0.00% | market | 20.93% | — | 16.81% | 5.11% | 11.70% |
| AEHR | 2026-04-07 | 2026-04-08 | 2026-04-15 | — | 57.35 | 57.35 | 0.00% | market | 28.57% | — | 27.57% | 3.48% | 24.09% |
| NEOG | 2026-04-09 | 2026-04-10 | 2026-04-17 | — | 9.96 | 9.96 | 0.00% | market | 125.00% | — | -4.62% | 4.23% | -8.85% |
| C | 2026-04-14 | 2026-04-15 | 2026-04-22 | — | 131.25 | 131.25 | 0.00% | market | 15.47% | — | -1.26% | 2.29% | -3.55% |
| KMX | 2026-04-14 | 2026-04-15 | 2026-04-22 | — | 41.60 | 41.60 | 0.00% | market | 48.93% | — | -4.96% | 2.29% | -7.25% |
| MS | 2026-04-15 | 2026-04-16 | 2026-04-23 | — | 190.93 | 190.93 | 0.00% | market | 13.58% | — | -1.29% | 1.05% | -2.35% |
| BNY | 2026-04-16 | 2026-04-17 | 2026-04-24 | — | 135.96 | 135.96 | 0.00% | market | 14.80% | — | -1.50% | 1.10% | -2.61% |
| ALLY | 2026-04-17 | 2026-04-20 | 2026-04-27 | — | 45.13 | 45.13 | 0.00% | market | 18.84% | — | -1.72% | 0.90% | -2.62% |
| 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% |
| EQT | 2026-04-21 | 2026-04-22 | 2026-04-29 | — | 58.31 | 58.31 | 0.00% | market | 12.02% | — | 1.27% | 0.34% | 0.93% |
| BA | 2026-04-22 | 2026-04-23 | 2026-04-30 | — | 231.51 | 231.51 | 0.00% | market | 70.80% | — | -1.17% | 1.29% | -2.46% |
| AAL | 2026-04-23 | 2026-04-24 | 2026-05-01 | — | 11.94 | 11.94 | 0.00% | market | 13.67% | — | -0.94% | 1.39% | -2.33% |
| 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% |
| 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% |
| AER | 2026-04-29 | 2026-04-30 | 2026-05-07 | — | 139.11 | 139.11 | 0.00% | market | 44.89% | — | 6.64% | 2.37% | 4.27% |
| ACCO | 2026-04-30 | 2026-05-01 | 2026-05-08 | — | 3.45 | 3.45 | 0.00% | market | 140.00% | — | 17.00% | 2.27% | 14.73% |
| 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% |
| 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% |
| ACVA | 2026-05-06 | 2026-05-07 | 2026-05-14 | — | 6.17 | 6.17 | 0.00% | market | 66.67% | — | -7.39% | 1.78% | -9.18% |
| AGO | 2026-05-07 | 2026-05-08 | 2026-05-15 | — | 79.00 | 79.00 | 0.00% | market | 66.67% | — | -5.32% | 0.58% | -5.89% |
| 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% |
| 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% |
| ALH | 2026-05-12 | 2026-05-13 | 2026-05-20 | — | 25.09 | 25.09 | 0.00% | market | 19.23% | — | -4.05% | 0.38% | -4.42% |
| CMPS | 2026-05-13 | 2026-05-14 | 2026-05-21 | — | 10.74 | 10.74 | 0.00% | market | 33.33% | — | 7.81% | -0.13% | 7.94% |
| AAUC | 2026-05-14 | 2026-05-15 | 2026-05-22 | — | 28.90 | 28.90 | 0.00% | market | 21.88% | — | -5.57% | 0.52% | -6.09% |
| MFG | 2026-05-15 | 2026-05-18 | 2026-05-26 | — | 8.40 | 8.40 | 0.00% | market | 71.43% | — | 9.90% | 1.45% | 8.45% |
| 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% |
| HOV | 2026-05-21 | 2026-05-22 | 2026-06-01 | — | 115.46 | 115.46 | 0.00% | market | 77.45% | — | -2.42% | 1.65% | -4.07% |
| 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% |
| ANF | 2026-05-27 | 2026-05-28 | 2026-06-04 | — | 80.20 | 80.20 | 0.00% | market | 14.84% | — | -3.27% | 0.91% | -4.18% |
| 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% |
| BKE | 2026-05-29 | 2026-06-01 | 2026-06-08 | — | 44.91 | 44.91 | 0.00% | market | 24.66% | — | -0.79% | -2.14% | 1.35% |
| HPE | 2026-06-01 | 2026-06-02 | 2026-06-09 | — | 63.06 | 63.06 | 0.00% | market | 47.66% | — | -23.55% | -2.64% | -20.91% |
| AI | 2026-06-03 | 2026-06-04 | 2026-06-11 | — | 11.22 | 11.22 | 0.00% | market | 13.16% | — | 0.35% | -1.91% | 2.25% |
| 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% |
| 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% |
| CCL | 2026-06-23 | 2026-06-24 | 2026-07-01 | — | 29.31 | 29.31 | 0.00% | market | 19.12% | — | -2.80% | 1.44% | -4.24% |
| 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% |
| SNX | 2026-06-25 | 2026-06-26 | 2026-07-06 | — | 280.33 | 280.33 | 0.00% | market | 17.15% | — | -14.87% | 3.06% | -17.94% |
| NKE | 2026-06-30 | 2026-07-01 | 2026-07-09 | — | 41.40 | 41.40 | 0.00% | market | 554.55% | — | 3.23% | 0.90% | 2.33% |
| 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% |
| 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% |
| 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% |
| WFC | 2026-07-14 | 2026-07-15 | 2026-07-22 | — | 85.94 | 85.94 | 0.00% | market | 13.29% | — | 0.46% | -0.91% | 1.36% |
| 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% |
| 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% |
| 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% |
| 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% |
| 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% |